Photographer: FEB

prof. dr. H.P. (Peter) Boswijk


  • Faculty of Economics and Business
    Section Quantitative Economics
  • Visiting address
    REC E
    Roetersstraat 11  Amsterdam
    Room number: 4.30
  • Postal address:
    Postbus  15867
    1001 NJ  Amsterdam
  • H.P.Boswijk@uva.nl
    T: 0205254316
    T: 0205254252

Working papers

Recent publications

2017

  • Zu, Y., & Boswijk, H. P. (2017). Consistent nonparametric specification tests for stochastic volatility models based on the return distribution. Journal of Empirical Finance, 41, 53-75. [4]. DOI: 10.1016/j.jempfin.2016.12.005 [details] [PDF]

2016

  • Boswijk, H. P., Cavaliere, G., Rahbek, A., & Taylor, A. M. R. (2016). Inference on co-integration parameters in heteroskedastic vector autoregressions. Journal of Econometrics, 192(1), 64-85. DOI: 10.1016/j.jeconom.2015.07.005 [details]

2015

  • Boswijk, H. P., Jansson, M., & Nielsen, M. Ø. (2015). Improved likelihood ratio tests for cointegration rank in the VAR model. Journal of Econometrics, 184(1), 97-110. DOI: 10.1016/j.jeconom.2014.08.007 [details]

2014

2012

  • Boswijk, H. P., & Klaassen, F. (2012). Why frequency matters for unit root testing in financial time series. Journal of Business & Economic Statistics, 30(3), 351-357. DOI: 10.1080/07350015.2011.648858 [details]
  • Boswijk, P., Griffioen, G., & Hommes, C. (2012). Success and failure of technical analysis in the cocoa futures market. In C. Kyrtsou, & C. Vorlow (Eds.), Progress in financial markets research. (pp. 25-70). (Financial institutions and services). New York: Nova Science. [details]

2011

2010

2007

  • Boswijk, H. P., Hommes, C. H., & Manzan, S. (2007). Behavioral heterogeneity in stock prices. Journal of Economic Dynamics & Control, 31(6), 1938-1970. DOI: 10.1016/j.jedc.2007.01.001 [details]
  • van Dijk, D., Franses, P. H., & Boswijk, H. P. (2007). Absorption of shocks in nonlinear autoregressive models. Computational Statistics and Data Analysis, 51(9), 4206-4226. DOI: 10.1016/j.csda.2006.04.033 [details]

2006

  • Boswijk, H. P., & Franses, P. H. (2006). Robust inference on average economic growth. Oxford Bulletin of Economics and Statistics, 68(3), 345-370. DOI: 10.1111/j.1468-0084.2006.00165.x [details]
  • Bauwens, L., Boswijk, H. P., & Urbain, J. P. (2006). Causality and exogeneity in econometrics (guest editorial). Journal of Econometrics, 132(2), 305-309. DOI: 10.1016/j.jeconom.2005.02.001 [details]

2005

  • Boswijk, H. P., & Doornik, J. A. (2005). Distribution approximations for cointegration tests with stationary exogenous regressors. Journal of Applied Econometrics, 20(6), 797-810. DOI: 10.1002/jae.811 [details]
  • Boswijk, H. P., & Franses, P. H. (2005). On the econometrics of the Bass diffusion model. Journal of Business & Economic Statistics, 23(3), 255-268. DOI: 10.1198/073500104000000604 [details]

2004

  • Boswijk, H. P., & Doornik, J. A. (2004). Identifying, estimating and testing restricted cointegrated systems: An overview. Statistica Neerlandica, 58(4), 440-465. DOI: 10.1111/j.1467-9574.2004.00270.x [details]

2002

2001

  • Franses, P. H. B. F., Srinivasan, S., & Boswijk, H. P. (2001). Testing for Unit Roots in Market Shares. Marketing Letters, 12(4), 351-364. DOI: 10.1023/A:1012276406686 [details]

2000

  • Boswijk, H. P. (2000). Mixed Normality and Ancillarity in I(2) Systems. Econometric Theory, (16), 878-904. [details]
  • Boswijk, H. P., Lucas, A., & Taylor, N. (2000). A Comparison of Parametric, Semi-Nonparametric Adaptive, and Nonparametric Cointegration Tests. In T. B. Fomby, & R. C. Hill (Eds.), Applying kernel and nonparametric estimation to economic topics. (pp. 25-47). (Advances in econometrics; No. 14). Stamford, CT: JAI Press. [details]

1999

  • Boswijk, H. P. (1999). S-Ancillarity and Stong Exogeneity. In D. S. G. Pollock, R. D. H. Heijmans, & A. Satorra (Eds.), Innovations in Multivariate Statistical Analysis. A Festschrift for Heinz Neudecker. Dordrecht: Kluwer Academic Publishers. [details]

1997

1996

  • Boswijk, H. P. (1996). Testing identifiablility of cointegrating vectors. Journal of Business & Economic Statistics, 14(2), 153-160. DOI: 10.2307/1392426 [details]
  • Boswijk, H. P., & Franses, P. H. (1996). Unit roots in periodic autoregressions. Journal of Time Series Analysis, 17(3), 221-245. DOI: 10.1111/j.1467-9892.1996.tb00274.x [details]
  • Franses, P. H., & Boswijk, H. P. (1996). Temporal aggregation in a periodically integrated autoregressive process. Statistics & Probability Letters, 30(3), 235-240. DOI: 10.1016/0167-7152(95)00225-1 [details] [PDF]

1995

  • Boswijk, H. P. (1995). Conditional and structural error correction models: Reply. Journal of Econometrics, 69(1), 173-175. DOI: 10.1016/0304-4076(94)01667-O [details] [PDF]
  • Boswijk, H. P. (1995). Efficient inference on cointegration parameters in structural error correction models. Journal of Econometrics, 69(1), 133-158. DOI: 10.1016/0304-4076(94)01665-M [details] [PDF]
  • Boswijk, H. P., & Franses, P. H. (1995). Periodic cointegration: Representation and inference. Review of Economics and Statistics, LXXVII, 436-454. [details] [PDF]
  • Boswijk, H. P., & Franses, P. H. (1995). Testing for periodic integration. Economics Letters, 48, 241-248. [details] [PDF]

1994

  • Boswijk, H. P. (1994). Testing for an unstable root in conditional and structural error correction models. Journal of Econometrics, 63(1), 37-60. DOI: 10.1016/0304-4076(93)01560-9 [details]
  • Boswijk, H. P., Neudecker, H., & Liu, S. (1994). A note on the asymptotics of a stochastic vector difference equation. Biometrika, 81(1), 216-218. DOI: 10.1093/biomet/81.1.216 [details]
  • Boswijk, P., & Neudecker, H. (1994). An inequality between perpendicular least-squares and ordinary least-squares. Econometric Theory, 10(2), 441-442. DOI: 10.1017/S0266466600008537 [details] [PDF]

1993

1992

1991

  • Boswijk, H. P. (1991). Optimal structural estimation of triangular systems: I. The stationary case. Econometric Theory, 7(3), 428-431. DOI: 10.1017/S0266466600004667 [details]
  • Philips, P. C. B., Dolado, J. J., & Boswijk, H. P. (1991). Optimal structural estimation of triangular systems: II. The nonstationary case. Econometric Theory, 7(4), 549-558. DOI: 10.1017/S0266466600004837 [details]

1990

  • Boswijk, H. P., & Neudecker, H. (1990). Property of a matrix used in multidimensional scaling. Econometric Theory, 6(2), 285-285. DOI: 10.1017/S0266466600005181 [details]

2016

  • Boswijk, H. P., Francq, C., Hallin, M., & Taylor, A. M. R. (2016). Editorial: Special Issue on Time Series Econometrics. Computational Statistics and Data Analysis, 100, 631-632. DOI: 10.1016/j.csda.2016.02.006 [details]

2007

  • Boswijk, H. P. (2007). Riemann-Stieltjes en Itô integralen in het actuariaat. In A. E. van Heerwaarden, W. J. Willemse, & G. Leuven (Eds.), Sensei in het Actuariaat. Liber Amicorum voor Prof. dr. Henk Wolthuis AAG. (pp. 13-19). Amsterdam: Universiteit van Amsterdam. [details]

2003

  • Boswijk, H. P., & Doornik, J. A. (2003). Identifying, estimating and testing restricted cointegrated systems: An overview. (UvA-econometrics working paper; No. 1). Amsterdam: UvA. [details] [PDF]
  • Boswijk, H. P., & Klaassen, F. (2003). Why frequency matters for unit root testing. (UvA-econometrics working paper; No. 12). Amsterdam: UvA. [details] [PDF]
  • van der Ploeg, A. P. C., Boswijk, H. P., & de Jong, F. (2003). A state space approach to the estimation of multi-factor affine stochastic volatility option pricing models. (UvA-econometrics working paper; No. 13). Amsterdam: UvA. [details] [PDF]

2002

  • Boswijk, H. P., & Franses, P. H. (2002). How large is average economic growth? : evidence from a robust method. (Tinbergen Institute discussion paper; No. TI 02-002/4). Amsterdam: Tinbergen Institute. [details] [PDF]
  • Boswijk, H. P., & Franses, P. H. (2002). Robust inference on average economic growth. (UvA-econometrics working paper; No. 13). Amsterdam: UvA. [details] [PDF]
  • Boswijk, H. P., & Franses, P. H. (2002). The econometrics of the bass diffusion model. (UvA-econometrics working paper; No. 12). Amsterdam: UvA. [details] [PDF]
  • Boswijk, H. P., & Lucas, A. (2002). Semi-nonparametric cointegration testing. Journal of Econometrics, 108, 253-280. DOI: 10.1016/S0304-4076(01)00136-1 [details]
  • Smith, R. J. H., & Boswijk, H. P. (2002). Finite sample and asymptotic methods in econometrics. Journal of Econometrics, 111, 135-140. DOI: 10.1016/S0304-4076(02)00101-X [details]

2001

  • Boswijk, H. P. (2001). Block local to unity and continuous record asymptotics. (Tinbergen Institute discussion paper; No. TI 01-078/4). Amsterdam: Tinbergen Institute. [details] [PDF]
  • Boswijk, H. P. (2001). Testing for a unit root with near-integrated volatility. (Tinbergen Institute discussion paper; No. TI 01-077/4). Amsterdam: Tinbergen Institute. [details] [PDF]
  • Boswijk, H. P. (2001). Volatility Mean Reversion and the Market Price of Volatility Risk. In Proceedings of the International Conference on Modelling and Forecasting Financial Volatility. Perth: The University of Western Australia. [details]

2000

  • Boswijk, H. P. (2000). Trend en Volatiliteit in de Econometrie. Amsterdam: Vossiuspers AUP. [details]
  • van Dijk, D., Franses, P. H., & Boswijk, H. P. (2000). Asymmetric and common absorption of shocks in nonlinear autoregressive models. (Econometric Institute report; No. EI-2000-01/A). Rotterdam: Erasmus University. [details] [PDF]

1999

  • Boswijk, H. P., & Doornik, J. A. (1999). Distribution approximations for cointegration tests with stationary exogenous regressors. (Tinbergen Institute discussion paper; No. TI 99-013/4). Amsterdam: Tinbergen Institute. [details] [PDF]
  • Boswijk, H. P., Lucas, A., & Taylor, N. (1999). A comparison of parametric, semi-nonparametric, adaptive, and nonparametric cointegration tests. (Tinbergen Institute discussion paper; No. TI 99-012/4). Amsterdam: Tinbergen Institute. [details] [PDF]

1998

  • Boswijk, H. P. (1998). Review of "Elements of Modern Asymptotic Theory with Statistical Applications" [Review of: B. McCabe, A. Tremayne (1993) Elements of Modern Asymptotic Theory with Statistical Applications]. Econometric Reviews, 17(3), 329-334. [details]
  • Boswijk, H. P. (1998). Review of 'Elements of modern asymptotic theory with statistical applications' [Review of: B. McCabe, A. Tremayne. Elements of modern asymptotic theory with statistical applications]. Econometric Reviews, 17, 329-334. [details]
  • Boswijk, H. P., Lucas, A., & Taylor, N. (1998). A Comparison of Parametric, Semi-nonparametric, Adaptive and Nonparametric Cointegration Tests. (Research Memorandum; No. 62). Amsterdam: Vrije Universiteit - FEWE. [details]

1997

  • Boswijk, H. P., & Franses, P. H. (1997). Common persistence in nonlinear autoregressive models. (Tinbergen Institute discussion paper; No. TI 97-003/4). Amsterdam: Tinbergen Institute. [details]

1996

  • Boswijk, H. P. (1996). Mixed normality and ancillarity in I(2) systems. (Tinbergen Institute discussion paper; No. TI 96-130/7). Amsterdam: Tinbergen Institute. [details]
  • Boswijk, H. P., & Franses, P. H. (1996). Common persistence in nonlinear autoregressive models. (UCSD discussion paper; No. 96-10). Unknown Publisher. [details]

1995

  • Boswijk, H. P. (1995). On likelihood ratios for partially identified models. In C. R. McKenzie (Ed.), Proceedings of the Osaka Econometrics conference. (pp. 310-328). Osaka, Japan: Osaka University. [details] [PDF]
  • Boswijk, H. P., & Urbain, J-P. (1995). Lagrange-multiplier tests for weak exogeneity : a synthesis. (Tinbergen Institute discussion paper; No. TI 94-100). Amsterdam: Tinbergen Institute. [details]

1994

  • Boswijk, H. P. (1994). Testing for an unstable root in conditional and structural error correction models. Journal of Econometrics, 63, 37-60. [details] [PDF]
  • Boswijk, H. P. (1994). Testing stability and identifiability of long-run equilibria. (Tinbergen Institute discussion paper; No. TI 94-101). Amsterdam: Tinbergen Institute. [details]
  • Boswijk, H. P., & Franses, P. H. (1994). Unit roots in periodic autoregressions. (Tinbergen Institute discussion paper; No. TI 94-4). Amsterdam: Tinbergen Institute. [details]
  • Boswijk, H. P., Neudecker, H., & Liu, S. (1994). A note on the asymptotics of a stochastic vector difference equation. (Note AE; No. N2/94). Amsterdam: UvA. [details]

1993

  • Boswijk, H. P. (1993). On the formulation of Wald tests on long-run parameters. Oxford Bulletin of Economics and Statistics, 55, 137-144. [details] [PDF]
  • Boswijk, H. P. (1993). Testing stability and identifiability of long-run equilibria. (Report AE; No. 5/93). Amsterdam: UvA. [details]
  • Boswijk, H. P., & Franses, P. H. (1993). Een nieuwe visie op het modelleren van economische seizoentijdreeksen. Maandschrift Economie, 57, 233-237. [details] [PDF]
  • Boswijk, H. P., & Franses, P. H. (1993). Periodic cointegration - representation and inference. (Tinbergen Institute discussion paper; No. TI 93-220). Amsterdam: Tinbergen Institute. [details]
  • Franses, P. H., & Boswijk, H. P. (1993). Temporal aggregation in a periodically integrated autoregressive process. (Department of economics research memorandum; No. FEW 599). Tilburg: Tilburg University. [details]

1992

  • Boswijk, H. P. (1992). Efficient inference on cointegration parameters in structural error correction models. (Report AE; No. 10/92). Amsterdam: UvA. [details]
  • Boswijk, H. P. (1992). Testing for an unstable root in conditional and structural error correction models. (Report AE; No. 11/92). Amsterdam: UvA. [details]
  • Boswijk, H. P., & Franses, P. H. (1992). Testing for periodic integration. (Economic Institute report; No. 9216A). Rotterdam: Erasmus University. [details]
  • Boswijk, H. P., & Franses, P. H. (1992). Dynamic specification and cointegration. Oxford Bulletin of Economics and Statistics, 54, 369-381. DOI: 10.1111/j.1468-0084.1992.tb00007.x [details] [PDF]

1991

  • Boswijk, H. P. (1991). Dynamic specification and cointegration. (Report AE; No. 8/91). Amsterdam: UvA. [details]
  • Boswijk, H. P. (1991). Estimation and testing in linear models with singular covariance matrices. Econometric Theory, 7, 159-162. [details]
  • Boswijk, H. P. (1991). On the formulation of Wald tests on long-run parameters. (Report AE; No. 12/91). Amsterdam: UvA. [details]
  • Boswijk, H. P. (1991). Optimal structural estimation of triangular systems: II. The nonstationary case. Econometric Theory, 7, 556-558. [details]
  • Boswijk, H. P. (1991). Testing for cointegration in structural models. (Report AE; No. 7/91). Amsterdam: UvA. [details]
  • Boswijk, H. P. (1991). The LM-test for weak exogeneity in error correction models. (Report AE; No. 13/91). Amsterdam: UvA. [details]
  • Boswijk, H. P. (1991). Optimal structural estimation of triangular systems: I. The stationary case. Econometric Theory, 7, 428-430. DOI: 10.1017/S0266466600004667 [details] [PDF]
  • Boswijk, H. P., & Wit, J. (1991). The asymptotic powerfunction of unit root tests based on the Durbin-Watson statistic. (Report AE; No. 24/91). Amsterdam: UvA. [details]

1990

  • Boswijk, H. P. (1990). On the scope of conditional dynamic modelling of cointegrated variables. Tinbergen Institute Research Bulletin, 2, 97-108. [details] [PDF]
  • Boswijk, H. P., & Neudecker, H. (1990). Property of a matrix used in multidimensional scaling. Econometric Theory, 6, 285-285. [details] [PDF]

1989

  • Boswijk, H. P. (1989). Estimation and testing for cointegration with trended variables : a comparison of a static and a dynamic regression procedure. (Report AE; No. 12/89). Amsterdam: UvA. [details] [PDF]

1988

  • de Jong, G. C., Boswijk, H. P., & Cramer, J. S. (1988). Joint prediction of automobile ownership and mileage by a cross-section model. (Report AE; No. 2/88). Amsterdam: UvA. [details] [PDF]

2016

  • Abbring, J., Boswijk, P., & Franses, P. H. (2016). Canon deel 23: econometrie. Economisch-Statistische Berichten, 101(4727), 106-111. [details]

2013

  • Boswijk, H. P. (2013). Cointegration analysis of the dynamic Nelson-Siegel model using the wild bootstrap. Aenorm, 21(81), 30-34. [details]
  • Boswijk, P., & Hommes, C. (2013). Nobelprijs voor empirische analyse van financiële markten. Economisch-Statistische Berichten, 98(4672), 682-685. [details]

2008

  • Boswijk, H. P. (2008). Econometrics volatility models: overview and recent developments. Fiducie, 15(3), 20-25. [details]
  • Boswijk, P. (2008). Testing for a unit root in time series with changing volatility. Aenorm, 61, 14-19. [details]

2000

  • Boswijk, H. P. (2000). Trend en volatiliteit in de econometrie. (Oratiereeks). Amsterdam: Vossiuspers AUP. [details]

2016

  • Liu, Y. (2016). Time-varying correlation and common structures in volatility [details] [PDF]
  • Pua, A. A. Y. (2016). Responses to the incidental parameter problem [details / files]

2015

  • Juodis, A. (2015). Essays in panel data modelling [details] [PDF]
  • Yang, X. (2015). Essays on high frequency financial econometrics Amsterdam: Tinbergen Institute [details] [PDF]

2012

  • Gao, Z. (2012). Essays on empirical likelihood in economics Amsterdam: Thela Thesis [details / files]
  • Stakėnas, P. (2012). Fractional integration and cointegration in financial time series Amsterdam: Thela Thesis [details / files]
  • Zu, Y. (2012). Essays on nonparametric econometrics of stochastic volatility Amsterdam: Thela Thesis [details / files]
  • van der Weide, R. (2012). The time-variation of volatility and the evolution of expectations Amsterdam: University of Amsterdam [details / files]

1992

  • Boswijk, H. P. (1992). Cointegration, identification and exogeneity: inference in structural error correction models Amsterdam: Thesis Publishers [details]

2016

  • Schinkel, M. P., Bun, M. J. G., & Boswijk, H. P. (2016). Cartel Dating. (ACLE Working Paper Series; No. 2016-05). [details]

2013

  • Boswijk, H. P., Cavaliere, G., Rahbek, A., & Taylor, A. M. R. (2013). Inference on co-integration parameters in heteroskedastic vector autoregressions. (Tinbergen Institute Discussion Papers; No. 2013-187/III). Amsterdam/Rotterdam: Tinbergen Institute. [details]
  • van Garderen, K. J., & Boswijk, H. P. (2013). Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors. (UvA-Econometrics Discussion Paper; No. 2013-05). Amsterdam: University of Amsterdam. [details]

2012

  • Boswijk, H. P., Jansson, M., & Nielsen, M. Ø. (2012). Improved likelihood ratio tests for cointegration rank in the VAR model. (Tinbergen Institute Discussion Papers; No. TI 2012-097/III). Amsterdam: Tinbergen Institute. [details]

2009

  • Boswijk, H. P. (2009). Mixed normal inference on multicointegration. (UvA-Econometrics Discussion Paper; No. 2009/08). Amsterdam: University of Amsterdam. [details] [PDF]
  • Boswijk, H. P., Fok, D., & Franses, P. H. (2009). A new multivariate product growth model. (UvA-Econometrics Discussion Paper; No. 2009/07). Amsterdam: University of Amsterdam. [details] [PDF]
  • Boswijk, H. P., Franses, P. H., & van Dijk, D. (2009). Cointegration in a historical perspective. (UvA-Econometric Discussion Paper; No. 2009/06). Amsterdam: University of Amsterdam. [details] [PDF]
  • Boswijk, H. P., & van der Weide, R. (2009). Method of moments estimation of GO-GARCH models. (UvA-Econometrics Discussion Paper; No. 2009/05). Amsterdam: University of Amsterdam. [details] [PDF]

2008

  • Boswijk, H. P. (2008). Nuisance parameter free inference on cointegration parameters in the presence of a variance shift. (UvA-Econometrics Discussion Papers; No. 2008/03). Amsterdam: University of Amsterdam. [details] [PDF]

2007

  • Boswijk, H. P., & Zu, Y. (2007). Testing for Cointegration with Nonstationary Volatility. (UvA - Econometrics Discussion Paper; No. 2007/06). Amsterdam: University of Amsterdam. [details] [PDF]

2006

  • Boswijk, H. P., Fok, D., & Franses, P. H. (2006). A new multivariate Poduct Growth Model. (Tinbergen Institute Discussion Paper; No. TI 2006-027/4). Amsterdam: Tinbergen Institute. [details]
  • Boswijk, H. P., & Klaassen, F. J. G. M. (2006). Why frequency matters for unit root testing. (Tinbergen Institute Discussion Paper; No. TI 2004-119/4). Amsterdam: Tinbergen Institute. [details] [PDF]
  • Boswijk, H. P., & van der Weide, R. (2006). Wake me up before you GO-GARCH. (UvA Econometrics discussion paper; No. 2006/03). Amsterdam: Universiteit van Amsterdam. [details] [PDF]

2005

  • Boswijk, H. P. (2005). Adaptive testing for a unit root with nonstationary volatility. (UvA Econometrics discussion paper; No. 2005/07). Amsterdam: Universiteit van Amsterdam. [details] [PDF]
  • Boswijk, H. P., Hommes, C. H., & Manzan, S. (2005). Behavioral heterogeneity in stock prices. (CeNDEF working paper; No. 05-12). Amsterdam: Universiteit van Amsterdam. [details]

2003

  • Boswijk, H. P., & Klaassen, F. (2003). Why frequency matters for unit root testing. (Quantitative Economics Discussion Paper; No. 2003/12). Amsterdam: University of Amsterdam. [details] [PDF]
  • Boswijk, H. P., & Wolthoff, R. P. (2003). Stabiliteit van cointegratierelaties: literatuursonderzoek en toepassing op een VEC-model voor de criminaliteit. (SEO-rapport; No. 686). Amsterdam: SEO. [details]
  • van der Ploeg, A. P. C., Boswijk, H. P., & de Jong, F. (2003). A state space approach to the estimation of multi-factor affine stochastic volatility option pricing models. (Quantitative Economics Discussion Paper; No. 2003/13). Amsterdam: University of Amsterdam. [details] [PDF]

2002

  • Boswijk, H. P., Kok, M. H. C., & van Leeuwen, M. J. (2002). Naar een gecombineerd VEC-model voor jeugd-en volwassenencriminaliteit: verkenning en advies. (SEO-rapport; No. 646). Amsterdam: SEO. [details] [PDF]

2001

  • Boswijk, H. P. (2001). Block Local to Unity and Continuous Record Asymptotics. (Tinbergen Institute Discussion Paper; No. TI 2001-078/4). Amsterdam: Tinbergen Institute. [details]
  • Boswijk, H. P. (2001). Testing for a Unit Root with Near-Integrated Volatility. (Tinbergen Institute Discussion Papers; No. TI 2001-077/4). Amsterdam: Tinbergen Institute. [details] [PDF]
  • Boswijk, H. P., & Franses, P. H. (2001). Robust Inference on Average Economic Growth. (Econometric Institute Report; No. EI 2001-47). Rotterdan: Erasmus University Rotterdam. [details]
  • Boswijk, P., Griffioen, G. A. W., & Hommes, C. (2001). Success and failure of technical trading strategies in the cocoa futures market. (Tinbergen Institute Discussion Paper; No. TI 2006-016/1). Amsterdam: Tinbergen Institute. [details] [PDF]

2000

  • Boswijk, H. P. (2000). Testing for a Unit Root with Near-Integrated Volatility. CeNDEF Working Paper. [details]
  • Boswijk, H. P., van Dijk, D. J., & Franses, P. H. B. F. (2000). Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models. (CeNDEF Working Paper; No. WP 00-10). Amsterdam: University of Amsterdam. [details]
  • Boswijk, H. P., Griffioen, G. A. W., & Hommes, C. H. (2000). Succes and Failure of Technical Training Strategies in the Cocoa Futures Market. (CeNDEF Working Paper; No. 00-06). Amsterdam: Universiteit van Amsterdam. [details]

1999

  • Boswijk, H. P., & Doornik, J. A. (1999). Distribution approximations for cointegration tests with stationary exogenous regressors. (Tinbergen Institutte Discussion Paper; No. TI 1999-013/4). Amsterdam: Tinbergen Institute. [details]

1997

  • Boswijk, H. P., & Franses, P. H. (1997). Common persistence in non-linear autoregressive models. (Tinbergen Institute Discussion Paper; No. TI 1997-003/4). Amsterdam: Tinbergen Institute. [details]

1996

  • Boswijk, H. P. (1996). Mixed normality and ancillarity in I(2) systems. (Tinbergen Institute Discussion Paper; No. TI 1996-130/7). Amsterdam: Tinbergen Institute. [details]
  • Boswijk, H. P., & Franses, P. H. (1996). Common persistence in nonlinear autoregressive models. (UCSD Department of Economics Discussion Paper; No. 96-10). Sacramento: UCSD. [details]

1995

  • Boswijk, H. P. (1995). Identifiability of cointegrated systems. (Tinbergen Institute discussion paper; No. TI 95-78). Amsterdam: Tinbergen Institute. [details] [PDF]
  • Boswijk, H. P., Franses, P. H., & Haldrup, N. (1995). Multiple unit roots in periodic autoregressions. (Tinbergen Institute Discussion Paper; No. TI 1995-236). Amsterdam: Tinbergen Institute. [details]
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