//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Dynamic Specification and Coin...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
9
Theory
9
Estimation theory
7
Schätztheorie
7
Time series analysis
7
Zeitreihenanalyse
7
Cointegration
5
Kointegration
5
Econometrics
4
Volatility
4
Volatilität
4
Ökonometrie
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Saisonale Schwankungen
3
Seasonal variations
3
Bibliometrics
2
Bibliometrie
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Causality analysis
2
Financial market
2
Finanzmarkt
2
Kausalanalyse
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
(un)Conditional heteroskedasticity
1
1950-1992
1
ARMA model
1
ARMA-Modell
1
Adjustment coefficients
1
Arbeitslosigkeit
1
Austria
1
Bandwidth selection
1
Bootstrap
1
Börsenkurs
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
26
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Collection of articles of several authors
4
Sammelwerk
4
Konferenzschrift
3
Conference proceedings
1
Festschrift
1
more ...
less ...
Language
All
English
21
Undetermined
9
Author
All
Franses, Philip Hans
19
Boswijk, Herman Peter
14
Paap, Richard
6
Dijk, Dick van
4
Fok, Dennis
4
Bauwens, Luc
2
Cavaliere, Giuseppe
2
Draisma, Gerrit
2
Haldrup, Niels
2
Hoek, Henk
2
Lucas, André
2
Rahbek, Anders
2
Urbain, Jean-Pierre
2
Vogelsang, Timothy J.
2
Boswijk, H.Peter
1
Dijk, Herman K. van
1
Georgiev, Iliyan
1
Hans Franses, Philip
1
Jansson, Michael
1
Kloek, Teun
1
Laeven, Roger J. A.
1
Nielsen, Morten Ørregaard
1
Smith, Richard J.
1
Taylor, Robert
1
Weide, Roy van der
1
Yang, Xiye
1
Zu, Yang
1
van Dijk, Dick
1
van Dijk, Herman K.
1
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
1
Published in...
All
Journal of econometrics
Econometric Institute Research Papers
165
Econometric Institute research papers
144
Discussion paper / Tinbergen Institute
75
ERIM Report Series Research in Management
50
Report / Econometric Institute, Erasmus University Rotterdam
49
ERIM report series research in management
45
Tinbergen Institute Discussion Papers
41
International journal of forecasting
37
Tinbergen Institute Discussion Paper
36
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
34
International Journal of Forecasting
26
Journal of applied econometrics
23
Applied economics
18
Economics letters
18
Statistica Neerlandica
18
Journal of forecasting
17
Oxford bulletin of economics and statistics
16
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
15
Technological forecasting & social change : an international journal
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Discussion paper / Tinbergen Institute / Tinbergen Institute
12
Journal of Econometrics
12
Applied financial economics
11
Econometric reviews
11
Economics Letters
11
Report / Erasmus Center for Financial Research, Erasmus University
11
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
10
Journal of Applied Econometrics
10
Journal of Forecasting
10
ERIM Report Series Reference
9
Journal of marketing research : JMR
9
Oxford Bulletin of Economics and Statistics
9
Working Papers in Economics
9
Applied Financial Economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Applied Economics
7
KIER Working Papers
7
Research memorandum series / Tinbergen Instituut
7
Working paper
7
more ...
less ...
Source
All
ECONIS (ZBW)
21
OLC EcoSci
9
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10001223460
Saved in:
2
Cointegration in a historical perspective
Boswijk, Herman Peter
;
Franses, Philip Hans
;
Dijk, Dick van
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 156-159
Persistent link: https://www.econbiz.de/10008826866
Saved in:
3
Editorial: Twenty years of cointegration
Boswijk, Herman Peter
;
Franses, Philip Hans
;
Dijk, Dick van
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10008826882
Saved in:
4
Twenty years of cointegration : [... special Conference on Cointegration ... held in Rotterdam, March 23 and 24, 2007]
Boswijk, Herman Peter
(
contributor
); …
-
2010
Persistent link: https://www.econbiz.de/10008827063
Saved in:
5
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 64-85
Persistent link: https://www.econbiz.de/10011615672
Saved in:
6
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
Saved in:
7
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011326813
Saved in:
8
Annals of econometrics: Finite sample and asymptotic methods in econometrics
Smith, Richard J.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001714573
Saved in:
9
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
Saved in:
10
Method of moments estimation of GO-GARCH models
Boswijk, Herman Peter
;
Weide, Roy van der
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 118-126
Persistent link: https://www.econbiz.de/10009270436
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->