The following pages link to H. Peter Boswijk (Q250877):
Displaying 28 items.
- Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
- Testing for periodic integration (Q672884) (← links)
- Cointegration in a historical perspective (Q736567) (← links)
- Method of moments estimation of GO-GARCH models (Q737949) (← links)
- Nuisance parameter free inference on cointegration parameters in the presence of a variance shift (Q974202) (← links)
- Behavioral heterogeneity in stock prices (Q1017073) (← links)
- Absorption of shocks in nonlinear autoregressive models (Q1020077) (← links)
- Temporal aggregation in a periodically integrated autoregressive process (Q1129424) (← links)
- Testing for an unstable root in conditional and structural error correction models (Q1341204) (← links)
- Multiple unit roots in periodic autoregression (Q1367143) (← links)
- Testing for self-excitation in jumps (Q1706487) (← links)
- Semi-nonparametric cointegration testing (Q1867722) (← links)
- Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
- Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
- Estimating spot volatility with high-frequency financial data (Q2451790) (← links)
- Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors (Q2512351) (← links)
- MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS (Q2716476) (← links)
- (Q2767966) (← links)
- A note on the asymptotics of a stochastic vector difference equation (Q4299495) (← links)
- Lagrance-multiplier tersts for weak exogeneity: a synthesis (Q4355142) (← links)
- Identifying, estimating and testing restricted cointegrated systems: An overview (Q4665352) (← links)
- UNIT ROOTS IN PERIODIC AUTOREGRESSIONS (Q4892824) (← links)
- MIXED NORMAL INFERENCE ON MULTICOINTEGRATION (Q4933589) (← links)
- Adaptive Wild Bootstrap Tests for a Unit Root With Non‐Stationary Volatility (Q5084371) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
- Adaptive Testing for Cointegration With Nonstationary Volatility (Q6620899) (← links)
- Estimating option pricing models using a characteristic function-based linear state space representation (Q6664638) (← links)
- Why Frequency Matters for Unit Root Testing in Financial Time Series (Q6666877) (← links)
