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Results: 139
Number of items: 139
  • Open Access
    Boswijk, H. P. (2005). Adaptive testing for a unit root with nonstationary volatility. (UvA Econometrics discussion paper; No. 2005/07). Universiteit van Amsterdam. http://www1.fee.uva.nl/pp/bin/265fulltext.pdf
  • Boswijk, H. P., & Doornik, J. A. (2004). Identifying, estimating and testing restricted cointegrated systems: An overview. Statistica Neerlandica, 58(4), 440-465. https://doi.org/10.1111/j.1467-9574.2004.00270.x
  • Boswijk, H. P., & Wolthoff, R. P. (2003). Stabiliteit van cointegratierelaties: literatuursonderzoek en toepassing op een VEC-model voor de criminaliteit. (SEO-rapport; No. 686). SEO.
  • Open Access
    van der Ploeg, A. P. C., Boswijk, H. P., & de Jong, F. (2003). A state space approach to the estimation of multi-factor affine stochastic volatility option pricing models. (UvA-econometrics working paper; No. 13). UvA.
  • Open Access
    Boswijk, H. P., & Doornik, J. A. (2003). Identifying, estimating and testing restricted cointegrated systems: An overview. (UvA-econometrics working paper; No. 1). UvA.
  • Open Access
    Boswijk, H. P., & Klaassen, F. (2003). Why frequency matters for unit root testing. (Quantitative Economics Discussion Paper; No. 2003/12). University of Amsterdam. http://www1.feb.uva.nl/pp/bin/264fulltext.pdf
  • Open Access
    van der Ploeg, A. P. C., Boswijk, H. P., & de Jong, F. (2003). A state space approach to the estimation of multi-factor affine stochastic volatility option pricing models. (Quantitative Economics Discussion Paper; No. 2003/13). University of Amsterdam. http://www1.feb.uva.nl/pp/bin/263fulltext.pdf
  • Open Access
    Boswijk, H. P., & Klaassen, F. (2003). Why frequency matters for unit root testing. (UvA-econometrics working paper; No. 12). UvA.
  • Open Access
    Griffioen, G. A. W. (2003). Technical Analysis in Financial Markets. [Thesis, fully internal, Universiteit van Amsterdam - FEE].
  • Boswijk, H. P., & Lucas, A. (2002). Semi-nonparametric cointegration testing. Journal of Econometrics, 108(2), 253-280. https://doi.org/10.1016/S0304-4076(01)00136-1
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