H Peter Boswijk

H Peter Boswijk

University of Amsterdam - Amsterdam / Netherlands
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1807922
Universiteit van Amsterdam
person_outline H Peter Boswijk's MOST POPULAR ARTICLES
1-) Testing for an unstable root in conditional and structural error correction modelsHP BoswijkJournal of econometrics 63 (1), 37-60, 19945961994
2-) Behavioral heterogeneity in stock pricesHP Boswijk, CH Hommes, S ManzanJournal of Economic dynamics and control 31 (6), 1938-1970, 20075902007
3-) Efficient inference on cointegration parameters in structural error correction modelsHP BoswijkJournal of Econometrics 69 (1), 133-158, 19952511995
4-) Dynamic specification and cointegrationPH Franses, P BoswijkOxford Bulletin of Economics and Statistics, 369-382, 19921971992
5-) Unit roots in periodic autoregressionsHP Boswijk, PH FransesJournal of Time Series Analysis 17 (3), 221-245, 19961371996