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1

Testing for Unit Roots in Market Shares*

Philip Hans Franses, Shuba Srinivasan, Peter Boswijk

Journal:

Marketing Letters

Year:

2001

Language:

english

File:

PDF, 98 KB

english, 2001

2

On the Econometrics of the Bass Diffusion Model

Boswijk, H. Peter, Franses, Philip Hans

Journal:

Journal of Business and Economic Statistics

Year:

2005

Language:

english

File:

PDF, 351 KB

english, 2005

3

On the Econometrics of the Bass Diffusion Model

H. Peter Boswijk and Philip Hans Franses

Journal:

Journal of Business and Economic Statistics

Year:

2005

Language:

english

File:

PDF, 1.44 MB

english, 2005

4

Causality and exogeneity in econometrics

Luc Bauwens, H. Peter Boswijk, Jean-Pierre Urbain

Journal:

Journal of Econometrics

Year:

2006

Language:

english

File:

PDF, 118 KB

english, 2006

5

UNIT ROOTS IN PERIODIC AUTOREGRESSIONS

H. Peter Boswijk, Philip Hans Franses

Journal:

Journal of Time Series Analysis

Year:

1996

Language:

english

File:

PDF, 1.23 MB

english, 1996

6

An Inequality Between Perpendicular Least-Squares and Ordinary Least-Squares

Boswijk, Peter, Neudecker, Heinz

Journal:

Econometric Theory

Year:

1994

Language:

english

File:

PDF, 98 KB

english, 1994

7

Why Frequency Matters for Unit Root Testing in Financial Time Series

Boswijk, H. Peter, Klaassen, Franc

Journal:

Journal of Business and Economic Statistics

Year:

2012

Language:

english

File:

PDF, 213 KB

english, 2012

8

Dating prehistoric bog-fires in northern England to calendar years by long-distance cross-matching of pine chronologies

Frank M. Chambers, Jonathan G. A. Lageard, Gretel Boswijk, Peter A. Thomas, Kevin J. Edwards, Jennifer Hillam

Journal:

Journal of Quaternary Science

Year:

1997

Language:

english

File:

PDF, 129 KB

english, 1997

9

Identifying, estimating and testing restricted cointegrated systems: An overview

H. Peter Boswijk, Jurgen A. Doornik

Journal:

Statistica Neerlandica

Year:

2004

Language:

english

File:

PDF, 257 KB

english, 2004

10

Temporal aggregation in a periodically integrated autoregressive process

Philip Hans Franses, H.Peter Boswijk

Journal:

Statistics & Probability Letters

Year:

1996

Language:

english

File:

PDF, 282 KB

english, 1996

11

Finite sample and asymptotic methods in econometrics

Richard J Smith, H.Peter Boswijk

Journal:

Journal of Econometrics

Year:

2002

Language:

english

File:

PDF, 60 KB

english, 2002

12

A reliable method for avoiding false negative results with Luminex single antigen beads; evidence of the prozone effect

Carey, B. Sean, Boswijk, Kim, Mabrok, Mazen, Rowe, Peter A., Connor, Andrew, Saif, Imran, Poles, Anthony

Journal:

Transplant Immunology

Year:

2016

Language:

english

File:

PDF, 603 KB

english, 2016

13

Hepatitis C Virus Infections in Dialysis Centers in The Netherlands: a National Survey by Serological and Molecular Methods

Schneeberger, Peter M., Keur, Ingrid, van der Vliet, Walter, van Hoek, Kitty, Boswijk, Henk, van Loon, Anton M., van Dijk, Willemien C., Kauffmann, Robert H., Quint, Wim, van Doorn, Leen-Jan

Journal:

Journal of Clinical Microbiology

Year:

1998

File:

PDF, 98 KB

1998

14

DYNAMIC SPECIFICATION AND COINTEGRATION

Peter Boswijk, Philip Hans Franses

Journal:

Oxford Bulletin of Economics and Statistics

Year:

1992

Language:

english

File:

PDF, 658 KB

english, 1992

15

Testing Identifiability of Cointegrating Vectors

H. Peter Boswijk

Journal:

Journal of Business and Economic Statistics

Year:

1996

Language:

english

File:

PDF, 310 KB

english, 1996

16

Periodic Cointegration: Representation and Inference

H. Peter Boswijk and Philip Hans Franses

Journal:

Review of Economics and Statistics

Year:

1995

Language:

english

File:

PDF, 480 KB

english, 1995

17

Optimal Structural Estimation of Triangular Systems: I. The Stationary Case

H. Peter Boswijk

Journal:

Econometric Theory

Year:

1991

Language:

english

File:

PDF, 405 KB

english, 1991

18

Efficient inference on cointegration parameters in structural error correction models

H.Peter Boswijk

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 1.48 MB

english, 1995

19

Multiple unit roots in periodic autoregression

H.Peter Boswijk, Philip Hans Franses, Niels Haldrup

Journal:

Journal of Econometrics

Year:

1997

Language:

english

File:

PDF, 1.09 MB

english, 1997

20

Absorption of shocks in nonlinear autoregressive models

Dick van Dijk, Philip Hans Franses, H. Peter Boswijk

Journal:

Computational Statistics & Data Analysis

Year:

2007

Language:

english

File:

PDF, 1.09 MB

english, 2007

21

Testing Identifiability of Cointegrating Vectors

Boswijk, H. Peter

Journal:

Journal of Business and Economic Statistics

Year:

1996

Language:

english

File:

PDF, 313 KB

english, 1996

22

Conditional and structural error correction models reply

H.Peter Boswijk

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 171 KB

english, 1995

23

Estimating spot volatility with high-frequency financial data

Zu, Yang, Peter Boswijk, H.

Journal:

Journal of Econometrics

Year:

2014

Language:

english

File:

PDF, 827 KB

english, 2014

24

Testing for Unit Roots in Market Shares

Philip Hans Franses, Shuba Srinivasan and Peter Boswijk

Journal:

Marketing Letters

Year:

2001

Language:

english

File:

PDF, 1.02 MB

english, 2001

25

Behavioral heterogeneity in stock prices

H. Peter Boswijk, Cars H. Hommes, Sebastiano Manzan

Journal:

Journal of Economic Dynamics and Control

Year:

2007

Language:

english

File:

PDF, 378 KB

english, 2007

26

Robust Inference on Average Economic Growth

H. Peter Boswijk, Philip Hans Franses

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2006

Language:

english

File:

PDF, 250 KB

english, 2006

27

MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS

Boswijk, H. Peter

Journal:

Econometric Theory

Year:

2000

Language:

english

File:

PDF, 190 KB

english, 2000

28

Improved likelihood ratio tests for cointegration rank in the VAR model

Boswijk, H. Peter, Jansson, Michael, Nielsen, Morten Ørregaard

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 571 KB

english, 2015

29

Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors

H. Peter Boswijk and Jurgen A. Doornik

Journal:

Journal of Applied Econometrics

Year:

2005

Language:

english

File:

PDF, 1.76 MB

english, 2005

30

Why Frequency Matters for Unit Root Testing

Boswijk, H. Peter, Klaassen, Franc J. G. M.

Journal:

SSRN Electronic Journal

Year:

2004

Language:

english

File:

PDF, 513 KB

english, 2004

31

Testing for an unstable root in conditional and structural error correction models

H. Peter Boswijk

Journal:

Journal of Econometrics

Year:

1994

Language:

english

File:

PDF, 1.30 MB

english, 1994

32

Book reviews

Boswijk, H.Peter

Journal:

Econometric Reviews

Year:

1998

Language:

english

File:

PDF, 265 KB

english, 1998

33

Mixed Normality and Ancillarity in I(2) Systems

H. Peter Boswijk

Journal:

Econometric Theory

Year:

2000

Language:

english

File:

PDF, 2.23 MB

english, 2000

34

Method of moments estimation of GO-GARCH models

H. Peter Boswijk, Roy van der Weide

Journal:

Journal of Econometrics

Year:

2011

Language:

english

File:

PDF, 1.46 MB

english, 2011

35

Special issue on time series econometrics

Boswijk, Peter, Francq, Christian, Hallin, Marc, Taylor, Robert

Journal:

Computational Statistics & Data Analysis

Year:

2016

Language:

english

File:

PDF, 320 KB

english, 2016

36

Optimal Structural Estimation of Triangular Systems: I. The Stationary Case

Boswijk, H. Peter

Journal:

Econometric Theory

Year:

1991

Language:

english

File:

PDF, 168 KB

english, 1991

37

Semi-nonparametric cointegration testing

H.Peter Boswijk, André Lucas

Journal:

Journal of Econometrics

Year:

2002

Language:

english

File:

PDF, 274 KB

english, 2002

38

MIXED NORMAL INFERENCE ON MULTICOINTEGRATION

Boswijk, H. Peter

Journal:

Econometric Theory

Year:

2010

Language:

english

File:

PDF, 113 KB

english, 2010

39

Testing for self-excitation in jumps

Boswijk, H. Peter, Laeven, Roger J.A., Yang, Xiye

Journal:

Journal of Econometrics

Year:

2018

Language:

english

File:

PDF, 622 KB

english, 2018

40

Cointegration in a historical perspective

H. Peter Boswijk, Philip Hans Franses, Dick van Dijk

Journal:

Journal of Econometrics

Year:

2010

Language:

english

File:

PDF, 290 KB

english, 2010

41

Inference on co-integration parameters in heteroskedastic vector autoregressions

Boswijk, H. Peter, Cavaliere, Giuseppe, Rahbek, Anders, Taylor, A.M. Robert

Journal:

Journal of Econometrics

Year:

2016

Language:

english

File:

PDF, 646 KB

english, 2016

42

Roots of an Orthogonal Matrix—Solution

Boswijk, H. Peter, Lu, Maozo

Journal:

Econometric Theory

Year:

1997

Language:

english

File:

PDF, 73 KB

english, 1997

43

Consistent nonparametric specification tests for stochastic volatility models based on the return distribution

Zu, Yang, Boswijk, H. Peter

Journal:

Journal of Empirical Finance

Year:

2017

Language:

english

File:

PDF, 1006 KB

english, 2017

44

Twenty years of cointegration

H. Peter Boswijk, Philip Hans Franses, Dick van Dijk

Journal:

Journal of Econometrics

Year:

2010

Language:

english

File:

PDF, 168 KB

english, 2010

45

PRACTITIONERS CORNER: On the Formulation of Wald Tests on Long-Run Parameters

Journal:

Oxford Bulletin of Economics and Statistics

Year:

1993

Language:

english

File:

PDF, 80 KB

english, 1993

46

Adaptive wild bootstrap tests for a unit root with non-stationary volatility

Boswijk, H. Peter, Zu, Yang

Journal:

The Econometrics Journal

Year:

2018

Language:

english

File:

PDF, 1.43 MB

english, 2018

47

Roots of an Orthogonal Matrix

H. Peter Boswijk and Maozo Lu

Journal:

Econometric Theory

Year:

1997

Language:

english

File:

PDF, 323 KB

english, 1997

48

A Note on the Asymptotics of a Stochastic Vector Difference Equation

H. Peter Boswijk, Heinz Neudecker and Liu Shuangzhe

Journal:

Year:

1994

Language:

english

File:

PDF, 234 KB

english, 1994

49

Distribution approximations for cointegration tests with stationary exogenous regressors

H. Peter Boswijk, Jurgen A. Doornik

Journal:

Journal of Applied Econometrics

Year:

2005

Language:

english

File:

PDF, 268 KB

english, 2005

50

Optimal Structural Estimation of Triangular Systems: II. The Nonstationary Case

Peter C. B. Phillips, Juan J. Dolado and H. Peter Boswijk

Journal:

Econometric Theory

Year:

1991

Language:

english

File:

PDF, 814 KB

english, 1991

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