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On the dynamics of business cycle analysis: editors' introduction
van Dijk, Dick; van Dijk, Herman K.; Hans Franses, Philip - In: Journal of applied econometrics 20 (2005) 2, pp. 147-150
Persistent link: https://www.econbiz.de/10006960273
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A simple test for PPP among traded goods
Hans Franses, Philip; van Dijk, Dick - In: Applied financial economics 16 (2006) 1, pp. 19-28
Persistent link: https://www.econbiz.de/10007635918
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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
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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
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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
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Cointegration in a historical perspective
Boswijk, Herman Peter; Franses, Philip Hans; Dijk, Dick van - 2009
Persistent link: https://www.econbiz.de/10003877059
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Twenty years of cointegration
Boswijk, H. Peter; Franses, Philip Hans; van Dijk, Dick - In: Journal of Econometrics 158 (2010) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10008866523
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Cointegration in a historical perspective
Boswijk, H. Peter; Franses, Philip Hans; van Dijk, Dick - In: Journal of Econometrics 158 (2010) 1, pp. 156-159
We analyse the impact of the Engle and Granger (1987) article by means of its citations over time, and find evidence of a second life starting in the new millennium. Next, we propose a possible explanation of the success of this citation classic. We argue that the conditions for its success were...
Persistent link: https://www.econbiz.de/10008866563
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Testing for periodic integration
Peter Boswijk, H.; Franses, Philip Hans - In: Economics Letters 48 (1995) 3-4, pp. 241-248
Persistent link: https://www.econbiz.de/10005257988
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Testing for ARCH in the presence of addiative outliers
Dijk, Dick van; Franses, Philip Hans; Lucas, André - In: Journal of applied econometrics 14 (1999) 5, pp. 539-562
Persistent link: https://www.econbiz.de/10001421498