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Results: 139
Number of items: 139
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Smith, R. J. H., & Boswijk, H. P. (2002). Finite sample and asymptotic methods in econometrics. Journal of Econometrics, 111, 135-140. https://doi.org/10.1016/S0304-4076(02)00101-X
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Boswijk, H. P., & Franses, P. H. (2001). Robust Inference on Average Economic Growth. (Econometric Institute Report; No. EI 2001-47). Erasmus University Rotterdam. http://www2.eur.nl/WebDOC/doc/econometrie/feweco20020115130413.pdf
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Boswijk, H. P. (2001). Volatility Mean Reversion and the Market Price of Volatility Risk. In Proceedings of the International Conference on Modelling and Forecasting Financial Volatility The University of Western Australia. http://www1.fee.uva.nl/pp/bin/24fulltext.pdf
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Franses, P. H. B. F., Srinivasan, S., & Boswijk, H. P. (2001). Testing for Unit Roots in Market Shares. Marketing Letters, 12(4), 351-364. https://doi.org/10.1023/A:1012276406686
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Boswijk, H. P. (2001). Testing for a Unit Root with Near-Integrated Volatility. (Tinbergen Institute Discussion Papers; No. TI 2001-077/4). Tinbergen Institute. http://www.tinbergen.nl/discussionpapers/01077.pdf
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