Search results
Results: 139
Number of items: 139
-
Boswijk, H. P., & van der Weide, R. (2011). Method of moments estimation of GO-GARCH models. Journal of Econometrics, 163(1), 118-126. https://doi.org/10.1016/j.jeconom.2010.11.011
-
Boswijk, H. P. (2010). Nuisance parameter free inference on cointegration parameters in the presence of a variance shift. Economics Letters, 107(2), 190-193. https://doi.org/10.1016/j.econlet.2010.01.021
-
Boswijk, H. P., Franses, P. H., & van Dijk, D. (2010). Twenty years of cointegration. Journal of Econometrics, 158(1), 1-2. https://doi.org/10.1016/j.jeconom.2010.03.001
-
Boswijk, H. P., Franses, P. H., & van Dijk, D. (2010). Cointegration in a historical perspective. Journal of Econometrics, 158(1), 156-159. https://doi.org/10.1016/j.jeconom.2010.03.025
-
Boswijk, H. P. (2010). Mixed normal inference on multicointegration. Econometric Theory, 26(5), 1565-1576. https://doi.org/10.1017/S0266466610000095 -
Boswijk, H. P., Franses, P. H., & van Dijk, D. (2009). Cointegration in a historical perspective. (UvA-Econometric Discussion Paper; No. 2009/06). University of Amsterdam. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/B39A81D870096C42C125767F007E2CD3/$file/0906.pdf
-
Boswijk, H. P. (2009). Mixed normal inference on multicointegration. (UvA-Econometrics Discussion Paper; No. 2009/08). University of Amsterdam. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/8242276B4CE95A06C125767F00801829/$file/0908.pdf
-
Boswijk, H. P., Fok, D., & Franses, P. H. (2009). A new multivariate product growth model. (UvA-Econometrics Discussion Paper; No. 2009/07). University of Amsterdam. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/6F20AB110D41185FC125767F007F60FF/$file/0907.pdf
-
Boswijk, H. P., & van der Weide, R. (2009). Method of moments estimation of GO-GARCH models. (UvA-Econometrics Discussion Paper; No. 2009/05). University of Amsterdam. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/FF853298F0D73952C125767F007D7CE8/$file/0905.pdf
Page 5 of 14