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Results: 139
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  • Boswijk, H. P., & Franses, P. H. (1996). Common persistence in nonlinear autoregressive models. (UCSD Department of Economics Discussion Paper; No. 96-10). UCSD.
  • Boswijk, H. P. (1996). Mixed normality and ancillarity in I(2) systems. (Tinbergen Institute Discussion Paper; No. TI 1996-130/7). Tinbergen Institute.
  • Open Access
    Franses, P. H., & Boswijk, H. P. (1996). Temporal aggregation in a periodically integrated autoregressive process. Statistics & Probability Letters, 30(3), 235-240. https://doi.org/10.1016/0167-7152(95)00225-1
  • Boswijk, H. P., & Urbain, J.-P. (1995). Lagrange-multiplier tests for weak exogeneity : a synthesis. (Tinbergen Institute discussion paper; No. TI 94-100). Tinbergen Institute.
  • Boswijk, H. P., Franses, P. H., & Haldrup, N. (1995). Multiple unit roots in periodic autoregressions. (Tinbergen Institute Discussion Paper; No. TI 1995-236). Tinbergen Institute.
  • Open Access
    Boswijk, H. P., & Franses, P. H. (1995). Periodic cointegration: Representation and inference. Review of Economics and Statistics, LXXVII, 436-454.
  • Open Access
    Boswijk, H. P., & Franses, P. H. (1995). Testing for periodic integration. Economics Letters, 48, 241-248.
  • Open Access
    Boswijk, H. P. (1995). Conditional and structural error correction models: Reply. Journal of Econometrics, 69(1), 173-175. https://doi.org/10.1016/0304-4076(94)01667-O
  • Open Access
    Boswijk, H. P. (1995). Identifiability of cointegrated systems. (Tinbergen Institute discussion paper; No. TI 95-78). Tinbergen Institute.
  • Open Access
    Boswijk, H. P. (1995). Efficient inference on cointegration parameters in structural error correction models. Journal of Econometrics, 69(1), 133-158. https://doi.org/10.1016/0304-4076(94)01665-M
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