H. Peter Boswijk

Testing for an unstable root in conditional and structural error correction models

H. Peter Boswijk · Journal of Econometrics · 1994 · 589 citations · Full text

Engineering, Civil Engineering, Method Validation +5

Efficient inference on cointegration parameters in structural error correction models

H. Peter Boswijk · Journal of Econometrics · 1995 · 224 citations · Full text

Social Sciences, Economics, Econometrics +6

UNIT ROOTS IN PERIODIC AUTOREGRESSIONS

H. Peter Boswijk, Philip Hans Franses · Journal of Time Series Analysis · 1996 · 105 citations · Full text

Social Sciences, Economics, Econometrics +12

On the Econometrics of the Bass Diffusion Model

H. Peter Boswijk, Philip Hans Franses · Journal of Business and Economic Statistics · 2005 · 90 citations

Social Sciences, Business Economics, Economics +15

Estimating spot volatility with high-frequency financial data

Yang Zu, H. Peter Boswijk · Journal of Econometrics · 2014 · 87 citations · Full text

Business, Economics, Finance +14