Franses, P.H. and Boswijk, H. (1995). Periodic cointegration: representation and inference Review of Economics and Statistics, LXXVII(3):436--454.
7 key alumni publications
filtered by:
-
-
Koning, P., Ridder, G. and Van Den Berg, GerardJ. (1995). Structural and frictional unemployment in an equilibrium search model with heterogeneous agents Journal of Applied Econometrics, 10(1 S):S133--S151.
-
Hoek, H., Lucas, A.(. and van Dijk, H. (1995). Classical and Bayesian aspects of robust unit root inference Journal of Econometrics, 69:27--59.
-
Boswijk, H. (1995). Conditional and structural error correction models: Reply Journal of Econometrics, 69(1):173--175.
-
Boswijk, H. (1995). Efficient inference on cointegration parameters in structural error correction models Journal of Econometrics, 69(1):133--158.
-
Lucas, A. (1995). An outlier robust unit root test with an application to the extended Nelson-Plosser data Journal of Econometrics, 66(1-2):153--173.
-
Shuangze Liu (1995). The heteroskedastic linear regression model and the Hadamard product a note Journal of Econometrics.