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Results 1-10 of 11.
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Year of Publication
Title
Author(s)
1999
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors
Boswijk, H. Peter
;
Doornik, Jurgen A.
2022
Estimating Option Pricing Models Using a Characteristic Function Based Linear State Space Representation
Boswijk, H. Peter
;
Laeven, Roger J. A.
;
Vladimirov, Evgenii
2016
Cartel Dating
Boswijk, H. Peter
;
Bun, Maurice J.G.
;
Schinkel, Maarten Pieter
1999
A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests
Boswijk, H. Peter
;
Lucas, Andre
;
Taylor, Nick
2001
Block Local to Unity and Continuous Record Asymptotics
Boswijk, H. Peter
2002
How Large is Average Economic Growth? Evidence from a Robust Method
Boswijk, H. Peter
;
Franses, Philip Hans
2001
Testing for a Unit Root with Near-Integrated Volatility
Boswijk, H. Peter
2012
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
Boswijk, H. Peter
;
Jansson, Michael
;
Nielsen, Morten Ø.
2013
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions
Boswijk, H. Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, A. M. Robert
2005
Why Frequency Matters for Unit Root Testing
Boswijk, H. Peter
;
Klaassen, Franc
Author
1
Bun, Maurice J.G.
1
Cavaliere, Giuseppe
1
Doornik, Jurgen A.
1
Franses, Philip Hans
1
Jansson, Michael
1
Klaassen, Franc
1
Laeven, Roger J. A.
1
Lucas, Andre
1
Nielsen, Morten Ø.
1
Rahbek, Anders
.
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