Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems.
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- Econometrics (2225-1146), 2017, v. 5, n. 3, p. 28, doi. 10.3390/econometrics5030028
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- Publication type:
- Article
Works matching AU BOSWIJK, H. PETER
Results: 19
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Adaptive wild bootstrap tests for a unit root with non‐stationary volatility.
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- Econometrics Journal, 2018, v. 21, n. 2, p. 87, doi. 10.1111/ectj.12100
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3
On the Econometrics of the Bass Diffusion Model.
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- Journal of Business & Economic Statistics, 2005, v. 23, n. 3, p. 255, doi. 10.1198/073500104000000604
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4
Testing Identifiability of Cointegrating Vectors.
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- Journal of Business & Economic Statistics, 1996, v. 14, n. 2, p. 153, doi. 10.2307/1392426
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- Article
5
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models.
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- Econometric Reviews, 2023, v. 42, n. 9/10, p. 725, doi. 10.1080/07474938.2023.2222633
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- Article
6
Lagrance-multiplier tersts for weak exogeneity: a synthesis.
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- Econometric Reviews, 1998, v. 16, n. 1, p. 21, doi. 10.1080/07474939708800370
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7
Identifying, estimating and testing restricted cointegrated systems: An overview.
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- Statistica Neerlandica, 2004, v. 58, n. 4, p. 440, doi. 10.1111/j.1467-9574.2004.00270.x
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- Article
8
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 3, p. 221, doi. 10.1111/j.1467-9892.1996.tb00274.x
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- Publication type:
- Article
9
PERIODIC COINTEGRATION: REPRESENTATION AND INFERENCE.
- Published in:
- Review of Economics & Statistics, 1995, v. 77, n. 3, p. 436, doi. 10.2307/2109906
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- Article
10
Robust Inference on Average Economic Growth.
- Published in:
- Oxford Bulletin of Economics & Statistics, 2006, v. 68, n. 3, p. 345, doi. 10.1111/j.1468-0084.2006.00165.x
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- Article
11
A note on the asymptotics of a stochastic vector difference equation.
- Published in:
- Biometrika, 1994, v. 81, n. 1, p. 216
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- Publication type:
- Article
12
Adaptive Testing for Cointegration With Nonstationary Volatility.
- Published in:
- Journal of Business & Economic Statistics, 2022, v. 40, n. 2, p. 744, doi. 10.1080/07350015.2020.1867558
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- Publication type:
- Article
13
MIXED NORMAL INFERENCE ON MULTICOINTEGRATION.
- Published in:
- Econometric Theory, 2010, v. 26, n. 5, p. 1565, doi. 10.1017/S0266466610000095
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- Article
14
MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS.
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- Econometric Theory, 2000, v. 16, n. 6, p. 878, doi. 10.1017/s0266466600166046
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- Publication type:
- Article
15
Roots of an Orthogonal Matrix—Solution.
- Published in:
- Econometric Theory, 1997, v. 13, n. 6, p. 894, doi. 10.1017/S026646660000637X
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- Article
16
Optimal Structural Estimation of Triangular Systems: II. The Nonstationary Case.
- Published in:
- Econometric Theory, 1991, v. 7, n. 4, p. 549, doi. 10.1017/S0266466600004837
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- Article
17
Optimal Structural Estimation of Triangular Systems: I. The Stationary Case.
- Published in:
- Econometric Theory, 1991, v. 7, n. 3, p. 428, doi. 10.1017/S0266466600004667
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- Article
18
Cartel dating.
- Published in:
- Journal of Applied Econometrics, 2019, v. 34, n. 1, p. 26, doi. 10.1002/jae.2660
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- Publication type:
- Article
19
Distribution approximations for cointegration tests with stationary exogenous regressors.
- Published in:
- Journal of Applied Econometrics, 2005, v. 20, n. 6, p. 797, doi. 10.1002/jae.811
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- Publication type:
- Article