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Results: 139
Number of items: 139
  • Open Access
    Boswijk, H. P. (1995). On likelihood ratios for partially identified models. In C. R. McKenzie (Ed.), Proceedings of the Osaka Econometrics conference (pp. 310-328). Osaka University.
  • Boswijk, H. P., Neudecker, H., & Liu, S. (1994). A note on the asymptotics of a stochastic vector difference equation. Biometrika, 81(1), 216-218. https://doi.org/10.1093/biomet/81.1.216
  • Boswijk, H. P., & Franses, P. H. (1994). Unit roots in periodic autoregressions. (Tinbergen Institute discussion paper; No. TI 94-4). Tinbergen Institute.
  • Boswijk, H. P. (1994). Testing stability and identifiability of long-run equilibria. (Tinbergen Institute discussion paper; No. TI 94-101). Tinbergen Institute.
  • Boswijk, H. P., Neudecker, H., & Liu, S. (1994). A note on the asymptotics of a stochastic vector difference equation. (Note AE; No. N2/94). UvA.
  • Open Access
    Boswijk, P., & Neudecker, H. (1994). An inequality between perpendicular least-squares and ordinary least-squares. Econometric Theory, 10(2), 441-442. https://doi.org/10.1017/S0266466600008537
  • Open Access
    Boswijk, H. P. (1994). Testing for an unstable root in conditional and structural error correction models. Journal of Econometrics, 63, 37-60.
  • Boswijk, H. P., & Franses, P. H. (1993). Periodic cointegration - representation and inference. (Tinbergen Institute discussion paper; No. TI 93-220). Tinbergen Institute.
  • Boswijk, H. P. (1993). Testing stability and identifiability of long-run equilibria. (Report AE; No. 5/93). UvA.
  • Franses, P. H., & Boswijk, H. P. (1993). Temporal aggregation in a periodically integrated autoregressive process. (Department of economics research memorandum; No. FEW 599). Tilburg University.
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