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Block local to unity and continuous record asymptotics

Boswijk, Herman Peter - 2001

This paper provides a continuous record interpretation of the block local to unity asymptotics proposed recentlyby Phillips, Moon and Xiao (2001). It also demonstrates that in the case of homogeneous dynamics and a fixednumber of blocks, the new asymptotic approximation coincides with the...

Persistent link: https://www.econbiz.de/10011317450

Block local to unity and continous record asymptotics

Boswijk, Herman Peter - 2001

Persistent link: https://www.econbiz.de/10001616911

Cointegration, identification and exogeneity : inference in structural error correction models

Boswijk, Herman Peter - 1992

Persistent link: https://www.econbiz.de/10013265215

Common persistence in nonlinear autoregressive models

Boswijk, Herman Peter; Franses, Philip Hans - 1996

Persistent link: https://www.econbiz.de/10000937862

Common persistence in nonlinear autoregressive models

Boswijk, Herman Peter; Franses, Philip Hans - 1997

Persistent link: https://www.econbiz.de/10000952484

Dynamic specification and cointegration

Boswijk, Herman Peter; Franses, Philip Hans - 1991

Persistent link: https://www.econbiz.de/10000820492

On the scope of conditional dynamic modelling of cointegrated variables

Boswijk, Herman Peter - In: Tinbergen Institute research bulletin 2 (1990) 2, pp. 97-108

Persistent link: https://www.econbiz.de/10001088772

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

Testing for periodic integration

Boswijk, Herman Peter - In: Economics letters 48 (1995) 3, pp. 241-248

Persistent link: https://www.econbiz.de/10001184868

Periodic cointegration : representation and inference

Boswijk, Herman Peter - In: The review of economics and statistics 77 (1995) 3, pp. 436-454

Persistent link: https://www.econbiz.de/10001192712

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