Boswijk, H. Peter (Herman Peter)
Boswijk, H. Peter
Boswijk, Herman Peter
Boswijk, Peter
Herman Peter Boswijk Nederlands econoom
Boswijk, H. P.
VIAF ID: 300149106039568490940 (Personal)
Permalink: http://viaf.org/viaf/300149106039568490940
Preferred Forms
- 100 1 0 ‡a Boswijk, H. Peter
- 100 1 _ ‡a Boswijk, H. Peter
-
- 100 1 _ ‡a Boswijk, Herman Peter
- 100 1 _ ‡a Boswijk, Herman Peter
-
-
-
- 100 0 _ ‡a Herman Peter Boswijk ‡c Nederlands econoom
4xx's: Alternate Name Forms (9)
5xx's: Related Names (8)
- 510 2 _ ‡a Afdeling Kwantitatieve Economie
- 510 2 _ ‡a Proefschrift Universiteit van Amsterdam
- 510 2 _ ‡a Tinbergen Institut
- 510 2 _ ‡a Tinbergen Institute ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Tinbergen Instituut
- 510 2 _ ‡a Universiteit van Amsterdam / Faculteit Economie en Bedrijfskunde / Afdeling Kwantitatieve Economie
- 510 2 _ ‡a Universiteit van Amsterdam / Faculteit Economie en Bedrijfskunde / Center for Nonlinear Dynamics in Economics and Finance (CeNDEF)
- 510 2 _ ‡a University of Amsterdam. Institute of Actuarial Science & Econometrics
Works
Title | Sources |
---|---|
The asymptotic powerfunction of unit root tests based on the Durbin-Watson statistic | |
Behavioral heterogeneity in stock prices | |
Block local to unity and continuous record asymptotics | |
Cointegration, identification and exogeneity : inference in structural error correction models | |
Common persistence in nonlinear autoregressive models | |
A comparison of parametric, semi-nonparametric, adaptive, and nonparametric cointegration tests | |
Distribution approximations for cointegration tests with stationary exogenous regressors | |
Essays in derivative pricing | |
How large is average economic growth? : evidence from a robust method | |
Identifiability of cointegrated systems | |
Inference on co-integration parameters in heteroskedastic vector autoregressions | |
Joint prediction of automobile ownership and mileage by a cross-section model | |
Lagrange-multiplier tests for weak exogeneity : a synthesis | |
Mixed normality and ancillarity in I(2) systems | |
Multiple unit roots in periodic autoregression | |
Naar een gecombineerd VEC-model voor jeugd- en volwassencriminaliteit : verkenning en advies | |
A new multivariate product growth model | |
Stabiliteit van coïntegratie-relaties : literatuuronderzoek en toepassing op een VEC-model voor de criminaliteit | |
Success and failure of technical trading strategies in the cocoa futures market | |
Temporal aggregration in a periodically integrated autoregressive process | |
Testing for periodic integration | |
Testing stability and identifiability of long-run equilibria | |
Trend en volatiliteit in de econometrie | |
Voorspellen met modellen | |
Wake me up before you GO-GARCH | |
Why frequency matters for unit root testing |