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Results: 139
Number of items: 139
  • Boswijk, P. (2008). Testing for a unit root in time series with changing volatility. Aenorm, 61, 14-19.
  • Open Access
    Boswijk, H. P. (2008). Nuisance parameter free inference on cointegration parameters in the presence of a variance shift. (UvA-Econometrics Discussion Papers; No. 2008/03). University of Amsterdam. http://www1.fee.uva.nl/pp/bin/927fulltext.pdf
  • Boswijk, H. P., Hommes, C. H., & Manzan, S. (2007). Behavioral heterogeneity in stock prices. Journal of Economic Dynamics & Control, 31(6), 1938-1970. https://doi.org/10.1016/j.jedc.2007.01.001
  • Open Access
    Boswijk, H. P., & Zu, Y. (2007). Testing for Cointegration with Nonstationary Volatility. (UvA - Econometrics Discussion Paper; No. 2007/06). University of Amsterdam. http://www1.feb.uva.nl/pp/bin/928fulltext.pdf
  • Open Access
    Schrager, D. F. (2007). Essays on asset liability modeling. [Thesis, fully internal, Universiteit van Amsterdam]. Thela Thesis / Tinbergen Institute.
  • Boswijk, H. P., & Franses, P. H. (2006). Robust inference on average economic growth. Oxford Bulletin of Economics and Statistics, 68(3), 345-370. https://doi.org/10.1111/j.1468-0084.2006.00165.x
  • Bauwens, L., Boswijk, H. P., & Urbain, J. P. (2006). Causality and exogeneity in econometrics (guest editorial). Journal of Econometrics, 132(2), 305-309. https://doi.org/10.1016/j.jeconom.2005.02.001
  • Open Access
    Boswijk, H. P., & Klaassen, F. J. G. M. (2006). Why frequency matters for unit root testing. (Tinbergen Institute Discussion Paper; No. TI 2004-119/4). Tinbergen Institute. http://www.tinbergen.nl/discussionpapers/04119.pdf
  • Open Access
    Boswijk, H. P., & van der Weide, R. (2006). Wake me up before you GO-GARCH. (UvA Econometrics discussion paper; No. 2006/03). Universiteit van Amsterdam. http://www1.feb.uva.nl/pp/bin/381fulltext.pdf
  • Open Access
    van der Ploeg, A. P. C. (2006). Stochastic volatility and the pricing of financial derivatives. [Thesis, fully internal, Universiteit van Amsterdam]. Thela Thesis.
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