Testing for an unstable root in conditional and structural error correction models HP Boswijk Journal of econometrics 63 (1), 37-60, 1994 | 648 | 1994 |
Behavioral heterogeneity in stock prices HP Boswijk, CH Hommes, S Manzan Journal of Economic dynamics and control 31 (6), 1938-1970, 2007 | 597 | 2007 |
Efficient inference on cointegration parameters in structural error correction models HP Boswijk Journal of Econometrics 69 (1), 133-158, 1995 | 284 | 1995 |
Dynamic specification and cointegration PH Franses, P Boswijk Oxford Bulletin of Economics and Statistics, 369-382, 1992 | 196 | 1992 |
Unit roots in periodic autoregressions HP Boswijk, PH Franses Journal of Time Series Analysis 17 (3), 221-245, 1996 | 137 | 1996 |
On the econometrics of the Bass diffusion model HP Boswijk, PH Franses Journal of Business & Economic Statistics 23 (3), 255-268, 2005 | 122 | 2005 |
Identifiability of cointegrated systems HP Boswijk Tinbergen Institute, 1995 | 102 | 1995 |
Identifying, estimating and testing restricted cointegrated systems: An overview HP Boswijk, JA Doornik Statistica Neerlandica 58 (4), 440-465, 2004 | 95 | 2004 |
Estimating spot volatility with high-frequency financial data Y Zu, HP Boswijk Journal of Econometrics 181 (2), 117-135, 2014 | 89 | 2014 |
Lagrance-multiplier tersts for weak exogeneity: a synthesis H Peter Boswijk, JP Urbain Econometric Reviews 16 (1), 21-38, 1997 | 78 | 1997 |
Cointegration, Identification and Exogeneity, Vol. 37 of Tinbergen Institute Research Series HP Boswijk Amsterdam: Thesis Publishers, 1992 | 78 | 1992 |
Testing identifiability of cointegrating vectors HP Boswijk Journal of Business & Economic Statistics 14 (2), 153-160, 1996 | 73 | 1996 |
Method of moments estimation of go-garch models HP Boswijk, R Van der Weide Journal of Econometrics 163 (1), 118-126, 2011 | 70 | 2011 |
Wake me up before you GO-GARCH HP Boswijk, R Van Der Weide Tinbergen Institute Discussion Paper, 2006 | 61 | 2006 |
Periodic cointegration: Representation and inference HP Boswijk, PH Franses The review of economics and statistics, 436-454, 1995 | 59 | 1995 |
Cointegration, identification and exogeneity: Inference in structural error correction models HP Boswijk AmsterdamThesis Publishers, 1992 | 58 | 1992 |
Testing for a unit root with near-integrated volatility HP Boswijk Tinbergen Institute Discussion Paper, 2001 | 57 | 2001 |
Multiple unit roots in periodic autoregression HP Boswijk, PH Franses, N Haldrup Journal of Econometrics 80 (1), 167-193, 1997 | 47 | 1997 |
Testing for periodic integration HP Boswijk, PH Franses Economics Letters 48 (3-4), 241-248, 1995 | 45 | 1995 |
Mixed normality and ancillarity in I (2) systems HP Boswijk Econometric Theory 16 (6), 878-904, 2000 | 44 | 2000 |