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Results: 139
Number of items: 139
  • Boswijk, H. P. (1991). The LM-test for weak exogeneity in error correction models. (Report AE; No. 13/91). UvA.
  • Boswijk, H. P. (1991). Optimal structural estimation of triangular systems: II. The nonstationary case. Econometric Theory, 7, 556-558.
  • Boswijk, H. P. (1991). Estimation and testing in linear models with singular covariance matrices. Econometric Theory, 7, 159-162.
  • Boswijk, H. P., & Wit, J. (1991). The asymptotic powerfunction of unit root tests based on the Durbin-Watson statistic. (Report AE; No. 24/91). UvA.
  • Open Access
    Boswijk, H. P. (1991). Optimal structural estimation of triangular systems: I. The stationary case. Econometric Theory, 7, 428-430. https://doi.org/10.1017/S0266466600004667
  • Open Access
    Boswijk, H. P., & Neudecker, H. (1990). Property of a matrix used in multidimensional scaling. Econometric Theory, 6, 285-285.
  • Open Access
    Boswijk, H. P. (1990). On the scope of conditional dynamic modelling of cointegrated variables. Tinbergen Institute Research Bulletin, 2, 97-108.
  • Open Access
    Boswijk, H. P. (1989). Estimation and testing for cointegration with trended variables : a comparison of a static and a dynamic regression procedure. (Report AE; No. 12/89). UvA.
  • Open Access
    de Jong, G. C., Boswijk, H. P., & Cramer, J. S. (1988). Joint prediction of automobile ownership and mileage by a cross-section model. (Report AE; No. 2/88). UvA.
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