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Results: 139
Number of items: 139
  • Open Access
    Boswijk, P., Griffioen, G. A. W., & Hommes, C. (2001). Success and failure of technical trading strategies in the cocoa futures market. (Tinbergen Institute Discussion Paper; No. TI 2006-016/1). Tinbergen Institute. http://www1.feb.uva.nl/pp/bin/259fulltext.pdf
  • Open Access
    Boswijk, H. P. (2001). Testing for a unit root with near-integrated volatility. (Tinbergen Institute discussion paper; No. TI 01-077/4). Tinbergen Institute.
  • Boswijk, H. P. (2000). Trend en volatiliteit in de econometrie. (Oratiereeks). Vossiuspers AUP.
  • Boswijk, H. P. (2000). Trend en Volatiliteit in de Econometrie. Vossiuspers AUP.
  • Boswijk, H. P. (2000). Mixed Normality and Ancillarity in I(2) Systems. Econometric Theory, (16), 878-904. http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=61969
  • Open Access
    van Dijk, D., Franses, P. H., & Boswijk, H. P. (2000). Asymmetric and common absorption of shocks in nonlinear autoregressive models. (Econometric Institute report; No. EI-2000-01/A). Erasmus University.
  • Boswijk, H. P. (1999). S-Ancillarity and Stong Exogeneity. In D. S. G. Pollock, R. D. H. Heijmans, & A. Satorra (Eds.), Innovations in Multivariate Statistical Analysis. A Festschrift for Heinz Neudecker Kluwer Academic Publishers.
  • Open Access
    Boswijk, H. P., Lucas, A., & Taylor, N. (1999). A comparison of parametric, semi-nonparametric, adaptive, and nonparametric cointegration tests. (Tinbergen Institute discussion paper; No. TI 99-012/4). Tinbergen Institute.
  • Open Access
    Boswijk, H. P., & Doornik, J. A. (1999). Distribution approximations for cointegration tests with stationary exogenous regressors. (Tinbergen Institute discussion paper; No. TI 99-013/4). Tinbergen Institute.
  • Open Access
    van der Sluis, P. J. (1999). Estimation and Inference with the Efficient Method of Moments: With Applications to Stochastic Volatility Models and Option Pricing. [Thesis, fully internal, UvA-FEE]. Thela Thesis. TI Research Series nr. 204.
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