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~isPartOf:"Journal of econometrics"
~person:"Boswijk, Herman Peter"
~subject:"Nonparametric statistics"
~subject:"Stochastic process"
~subject:"Volatility"
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Boswijk, Herman Peter
Phillips, Peter C. B.
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Journal of econometrics
Applying Kernel and nonparametric estimation to economic topics
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Semi-nonparametric cointegration testing
Boswijk, Herman Peter
;
Lucas, André
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10001657609
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2
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
3
Testing for self-excitation in jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
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