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H

H. Peter Boswijk

university of amsterdam

22H指数
124论文数
2.2K被引数
收录论文 16
发表时间
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Cointegration in a MIDAS RegressionMIDAS回归中的协整
errOxford Bulletin of Economics and Statistics
IF1.4
err2026-08-01
err0
errOAAI
errBoswijk, H. Peter; Franses, Philip Hans
err分享
err收藏
Estimating option pricing models using a characteristic function-based linear state space representation
errJOURNAL OF ECONOMETRICS
IF4
err2024-08-01
err0
errOAAI
errBoswijk, H. Peter; Laeven, Roger J. A.; Vladimirov, Evgenii
err分享
err收藏
Bootstrapping non-stationary stochastic volatility
errJOURNAL OF ECONOMETRICS
IF4
err2021-09-01
err3
errOAAI
errBoswijk, H. Peter; Cavaliere, Giuseppe; Georgiev, Iliyan; Rahbek, Anders
err分享
err收藏
Testing for self-excitation in jumps
errJOURNAL OF ECONOMETRICS
IF4
err2018-04-01
err24
PREAI
errBoswijk, H. Peter; Laeven, Roger J. A.; Yang, Xiye
err分享
err收藏
Adaptive wild bootstrap tests for a unit root with non-stationary volatility具有非平稳波动率的单位根的自适应wild bootstrap检验
errECONOMETRICS JOURNAL
IF7
err2018-01-16
err12
errOAAI
errBoswijk, H. Peter; Zu, Yang
err分享
err收藏
Inference on co-integration parameters in heteroskedastic vector autoregressions
errJOURNAL OF ECONOMETRICS
IF4
err2016-05-01
err22
errOAAI
errBoswijk, H. Peter; Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert
err分享
err收藏
Improved likelihood ratio tests for cointegration rank in the VAR modelVAR模型中协整秩的改进似然比检验
errJOURNAL OF ECONOMETRICS
IF4
err2015-01-01
err9
errOAAI
errBoswijk, H. Peter; Jansson, Michael; Nielsen, Morten Orregaard
err分享
err收藏
Estimating spot volatility with high-frequency financial data
errJOURNAL OF ECONOMETRICS
IF4
err2014-08-01
err58
errOAAI
errZu, Yang; Boswijk, H. Peter
err分享
err收藏
Method of moments estimation of GO-GARCH models
errJOURNAL OF ECONOMETRICS
IF4
err2011-07-01
err30
errOAAI
errBoswijk, H. Peter; van der Weide, Roy
err分享
err收藏
Twenty years of cointegration
errJOURNAL OF ECONOMETRICS
IF4
err2010-09-01
err0
PREAI
errBoswijk, H. Peter; Franses, Philip Hans; van Dijk, Dick
err分享
err收藏
Cointegration in a historical perspective
errJOURNAL OF ECONOMETRICS
IF4
err2010-09-01
err5
errOAAI
errBoswijk, H. Peter; Franses, Philip Hans; van Dijk, Dick
err分享
err收藏
Causality and exogeneity in econometrics
errJOURNAL OF ECONOMETRICS
IF4
err2006-06-01
err2
PREAI
errBauwens, Luc; Boswijk, H. Peter; Urbain, Jean-Pierre
err分享
err收藏
Finite sample and asymptotic methods in econometrics
errJOURNAL OF ECONOMETRICS
IF4
err2002-12-01
err0
PREAI
errSmith, RJ; Boswijk, HP
err分享
err收藏
Semi-nonparametric cointegration testing
errJOURNAL OF ECONOMETRICS
IF4
err2002-06-01
err6
errOAAI
errBoswijk, HP; Lucas, A
err分享
err收藏
Multiple unit roots in periodic autoregression
errJOURNAL OF ECONOMETRICS
IF4
err1997-09-01
err12
errOAAI
errBoswijk, HP; Franses, PH; Haldrup, N
err分享
err收藏
PERIODIC COINTEGRATION - REPRESENTATION AND INFERENCE
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err1995-08-01
err24
errOAAI
errBOSWIJK, HP; FRANSES, PH
err分享
err收藏

研究方向

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合作学者
合作期刊
P
Philip Hans Franses
H 指数: 67 · 论文数: 913
A
André Lucas
H 指数: 43 · 论文数: 416
L
Luc Bauwens
H 指数: 38 · 论文数: 320
R
Robert Taylor
H 指数: 36 · 论文数: 365
M
Morten Ørregaard Nielsen
H 指数: 35 · 论文数: 149
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