H. Peter Boswijk : Citation Profile

Are you H. Peter Boswijk?

Universiteit van Amsterdam (53% share)
Tinbergen Instituut (47% share)

17

H index

23

i10 index

1289

Citations

RESEARCH PRODUCTION:

38

Articles

39

Papers

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 41
   Journals where H. Peter Boswijk has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 23 (1.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo14
   Updated: 2024-04-18    RAS profile: 2020-02-05    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with H. Peter Boswijk.

Is cited by:

Shahbaz, Muhammad (38)

Hommes, Cars (35)

Westerhoff, Frank (33)

del Barrio Castro, Tomás (25)

Paruolo, Paolo (22)

Franses, Philip Hans (21)

He, Xuezhong (Tony) (17)

Ahad, Muhammad (15)

Taylor, Robert (15)

Zwinkels, Remco (15)

Lütkepohl, Helmut (13)

Cites to:

Johansen, Soren (33)

Taylor, Robert (24)

Cavaliere, Giuseppe (24)

Phillips, Peter (23)

Lucas, Andre (18)

Rahbek, Anders (18)

Franses, Philip Hans (15)

Hansen, Bruce (14)

Engle, Robert (13)

Bollerslev, Tim (11)

Perron, Pierre (11)

Main data

Where H. Peter Boswijk has published?

Journals with more than one article published# docs
Journal of Econometrics14
Economics Letters3
Oxford Bulletin of Economics and Statistics3
Econometric Reviews2
Journal of Business & Economic Statistics2
Econometric Theory2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute15
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance5
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2
UvA-Econometrics Working Papers / Universiteit van Amsterdam, Dept. of Econometrics2
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2
Serie Research Memoranda / VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics2

Recent works citing H. Peter Boswijk (2024 and 2023)

YearTitle of citing document
2023New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2023Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2023.

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2023MONETARY POLICY AND ECONOMIC GROWTH IN NIGERIA: EVIDENCE FROM BOUNDS AND BAYER-HANCK COINTEGRATION TECHNIQUES. (2023). Aina, Babatunde ; Adeleye, Bosede Ngozi ; Imandojemu, Kingsley. In: Economic Annals. RePEc:beo:journl:v:68:y:2023:i:236:p:81-103.

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2023Induced innovation and spillover effects of US and Canadian research expenditures in Canadian agriculture. (2023). Yu, Yan ; Clark, Stephen J ; Cechura, Lukas ; Tian, Qingsong. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:71:y:2023:i:2:p:153-169.

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2023Impact of Oil Factor on Investment: The Case of Azerbaijan. (2023). Hajiyev, Natig Gadim-Oglu ; Huseyn, Afag ; Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-14.

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2023Does Environmental Degradation-Led Remittances Flow? Nexus between Environmental Degradation, Uncertainty, Financial Inclusion and Remittances Inflows in India and China. (2023). Qamruzzaman, MD. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-2.

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2023The Causal Relation between Energy Consumption, Carbon Dioxide Emissions, and Macroeconomic Variables in Somalia. (2023). Mohamed, Farhia Hassan ; Ali, Maria Mohamed ; Warsame, Zakarie Abdi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-13.

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2023Estimation of heuristic switching in behavioral macroeconomic models. (2023). Sacht, Stephen ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883.

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2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

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2023Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach. (2023). Iitsuka, Yoshitaka ; Motegi, Kaiji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001759.

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2023Adaptive estimation of AR? models with time-varying variances. (2020). Wu, Jilin ; Zhang, Erhua. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520304018.

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2023Fully modified least squares cointegrating parameter estimation in multicointegrated systems. (2023). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:300-319.

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2023Surrender contagion in life insurance. (2023). Schaefer, Mick ; Lavasani, Aidin Miri ; Hilpert, Christian ; Cheng, Chunli. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1465-1479.

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2023The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns. (2023). Kwok, Simon ; Leong, Minhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000786.

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2023Revisiting the importance of forest rents, oil rents, green growth in economic performance of China: Employing time series methods. (2023). Zhang, Chao. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005839.

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2023Chinas resources curse hypothesis: Evaluating the role of green innovation and green growth. (2023). Yuan, Ying ; Lin, Shu. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006353.

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2023Revenue sources of natural resources rents and its impact on sustainable development: Evidence from global data. (2023). Liu, Jianmei ; Fu, Rong. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006699.

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2023Dutch disease via remittances and natural resources: A perspective of global economy. (2023). Wang, Fei ; Ma, Yubo. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006912.

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2023Financial market risk, technology and natural resources nexus: Evidence from China. (2023). Zhao, Xia ; Xu, Yongfeng. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000405.

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2023Symmetric and asymmetric effects of gold, and oil price on environment: The role of clean energy in China. (2023). Kamal, Mustafa ; Hossain, Md Emran ; Haseeb, Mohammad ; Tursoy, Turgut ; Ali, Mumtaz ; Samour, Ahmed ; Joof, Foday. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001514.

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2023Natural resources extraction and COP26 target: Evaluating the role of green finance. (2023). Liu, Xin ; Ma, Qiang ; Xue, Jing ; Wang, Wei-Guo. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300140x.

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2023Revisiting resources allocation for slow-moving economies: A way forward for low-income economies. (2023). Li, Fang ; Wang, Yong ; Dou, Jiali. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001423.

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2023Resource curse hypothesis in COP26 perspective: Access to clean fuel technology and electricity from renewable energy. (2023). Wang, Tingting ; Zhao, Erlong ; Li, Jiabao. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001563.

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2023Does Geopolitical risk drive natural resources extraction globally? A Case of Global. (2023). Zhang, Leilei ; Tu, Yanhong ; Yu, Hang. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001587.

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2023A dual risk perspective of Chinas resources market: Geopolitical risk and political risk. (2023). Gu, Xiao ; Wang, Guoyu ; Ageli, Mohammed Moosa ; Uktamov, Khusniddin Fakhriddinovich ; Shen, XI. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002398.

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2023Nonlinear impact of natural resources and risk factors on the U.S. economic growth. (2023). Badeeb, Ramez ; Gu, Xiao ; Uktamov, Khusniddin Fakhriddinovich ; Zhang, Changyong ; Khan, Zeeshan ; Ali, Shahid. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002817.

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2023Energy transition, geopolitical risk, and natural resources extraction: A novel perspective of energy transition and resources extraction. (2023). DAGESTANI, ABD ALWAHED ; Zhao, Shikuan ; Shinwari, Riazullah ; Zhang, Shaohe. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003197.

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2023Natural resources and COP26 targets of developed countries: Pandemic perspective of natural resources extraction. (2023). Ni, Xiewen. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004233.

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2023Natural resources for policy makers: Revisiting COVID-19 perspective of aggregate South Asian economies. (2023). Xu, Zhaoyi ; Zhang, Jia ; Yang, Xiaoming. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004427.

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2023Green finance and energy natural resources nexus with economic performance: A novel evidence from China. (2023). Dai, Jiapeng ; Ying, Limeng ; Gong, Qinyi. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004762.

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2023Natural resources extraction and geopolitical risk: Examining oil resources extraction in China. (2023). Dorduncu, Hazar ; Zafar, Quratulain ; Gao, Wei ; Chen, Zhiguo. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005226.

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2023Natural resources led innovation: Employing structural break approach to explore USAs natural resources sector. (2023). Tian, Jilin ; Liu, Bailu. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005639.

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2023Revisiting Chinas natural resources-growth-emissions nexus: Education expenditures and renewable energy innovation. (2023). Uktamov, Khusniddin Fakhriddinovich ; Sami, Fariha ; Hu, Difei ; Wang, Zhen. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006347.

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2023Quantile on Quantile Analysis of Natural resources-growth and geopolitical risk trilemma. (2023). Zhang, Yingyu ; Dong, Chuntong ; Kong, Yan. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006463.

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2023Natural resources utilization, geopolitical risk and economic performance: A novel perspective from China. (2023). Kirikkaleli, Dervis ; Tanasescu, Cristina ; Pang, Deliang. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006906.

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2023Natural resources exploration, efficiency of energy resources and financial development: Resources sector analysis via least square with structural breaks. (2023). Wei, Ying ; Lin, Chun-Yu ; Zhang, Meng-Chen. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723007213.

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2023Capital formation and natural resources extraction: A source of sustainable development or a curse for the economy?. (2023). Li, Tingting ; Wei, Bowen ; Zhang, Weiwei ; Xu, Jie ; Chen, FU. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s030142072300675x.

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2023Does the risk of oil and energy based resources extraction Hinder or Foster sustainable development?. (2023). Li, Shanshan ; Wu, Peng. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007158.

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2023Heterogeneous expectations and equilibria selection in an evolutionary overlapping generations model. (2023). Naimzada, Ahmad ; Chen, Hung-Ju ; Li, M.-C., ; Chen, H.-J., ; Cavalli, F ; Pecora, N. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:104:y:2023:i:c:s030440682200132x.

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2023An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices. (2023). Abakah, Emmanuel ; Oteng-Abayie, Eric Fosu ; Adekoya, Oluwasegun B ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006552.

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2023Shot-noise cojumps: exact simulation and option pricing. (2023). Zhao, Hongbiao ; Dassios, Angelos ; Qu, Yan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111537.

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2023Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Terranova, Roberta ; Lamperti, Francesco ; Campiglio, Emanuele. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119257.

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2023Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Terranova, Roberta ; Lamperti, Francesco ; Campiglio, Emanuele. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119258.

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2024Mind Your Language: Market Responses to Central Bank Speeches. (2023). Yang, Xiye ; Neely, Christopher J ; McMahon, Michael ; Erdemlioglu, Deniz ; Ahrens, Maximilian. In: Working Papers. RePEc:fip:fedlwp:96270.

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2023Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2023). Yang, Xiye ; Neely, Christopher J ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490.

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2023Do Oil Price, Renewable Energy, and Financial Development Matter for Environmental Quality in Oman? Novel Insights from Augmented ARDL Approach. (2023). Baldan, Cristina Florentina ; Radulescu, Magdalena ; Tawfik, Omar Ikbal ; Samour, Ahmed. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:12:p:4574-:d:1166082.

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2023Fiscal Policy, Oil Price, Foreign Direct Investment, and Renewable Energy—A Path to Sustainable Development in South Africa. (2023). Samour, Ahmed ; Ahmed, Dildar Haydar ; Maarof, Mamon Adam. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9500-:d:1170206.

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2023Innovation-Led Environmental Sustainability in Vietnam—Towards a Green Future. (2023). Qamruzzaman, MD ; Li, Qianyi. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:16:p:12109-:d:1212651.

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2023Modeling extreme events:time-varying extreme tail shape. (2023). Lucas, Andre ; Dinnocenzo, Enzo ; Zhang, Xin ; Schwaab, Bernd. In: Working Paper Series. RePEc:hhs:rbnkwp:0399.

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2023Does Remittance and Human Capital Formation Affect Financial Development? A Comparative Analysis Between India and China. (2023). Pal, Shreya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09380-w.

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2023Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market. (2023). Chia, Wai-Mun ; Wang, Wei-Siang ; Huang, Wei Hong ; Li, Changtai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10224-4.

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2023Explicit minimal representation of variance matrices, and its implication for dynamic volatility models. (2023). Abadir, Karim M. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:1:p:88-104..

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2023CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility*. (2023). Zu, Yang ; Robert, A M ; Leybourne, Stephen J ; Harvey, David I ; Astill, Sam. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:187-227..

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2023Periodic Integration and Seasonal Unit Roots. (2023). del Barrio Castro, Tomás ; Osborn, Denise R. In: MPRA Paper. RePEc:pra:mprapa:117935.

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2023货币供给数量、结构与经济增长—来自ADL门限协整检验与时变格兰杰因果关系检验的证据. (2016). Cai, Yifei. In: MPRA Paper. RePEc:pra:mprapa:73750.

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2023Information loss in volatility measurement with flat price trading. (2023). Yu, Jun ; Phillips, Peter. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-022-02353-y.

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2023Nexus between tourism, hydropower, and CO2 emissions in India: fresh insights from ARDL and cumulative fourier frequency domain causality. (2023). Rej, Soumen ; Bandyopadhyay, Arunava ; Awan, Ashar ; Abbasi, Kashif Raza. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:10:d:10.1007_s10668-022-02511-3.

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2023The role of shadow economy to determine CO2 emission in Pakistan: evidence from novel dynamic simulated ARDL model and wavelet coherence analysis. (2023). Imran, Zulfiqar Ali ; Ahad, Muhammad. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:4:d:10.1007_s10668-022-02164-2.

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2023Dynamic effects of social influence on asset prices. (2023). Wang, Juanxi ; Zhang, Yang ; Huang, Jia-Ping. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00382-z.

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2023Does Corruption Hinderance Economic Growth Despite Surge of Remittance and Capital Inflows Since Economic Liberalization in an Emerging Economy, India. (2023). Sahu, Santosh Kumar ; Dash, Umakant ; Behera, Deepak Kumar ; Padhan, Hemachandra. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:1:d:10.1007_s13132-021-00876-w.

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2023Modeling the linkage between coal mining and ecological footprint in South Africa: does technological innovation matter?. (2023). Hassan, Adewale Samuel. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:1:d:10.1007_s13563-022-00330-6.

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2023World pandemic uncertainty and German stock market: evidence from Markov regime-switching and Fourier based approaches. (2023). Kirikkaleli, Dervis ; Adebayo, Tomiwa Sunday ; Athari, Seyed Alireza. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01435-4.

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2023Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Terranova, Roberta ; Lamperti, Francesco ; Campiglio, Emanuele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/12.

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2023Environmental sustainability in South Africa: Understanding the criticality of economic policy uncertainty, fiscal decentralization, and green innovation. (2023). Muchapondwa, Edwin ; Udeagha, Maxwell Chukwudi. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:3:p:1638-1651.

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Works by H. Peter Boswijk:

YearTitleTypeCited
2012Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper14
2015Improved likelihood ratio tests for cointegration rank in the VAR model.(2015) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 14		article
2012Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model.(2012) In: Working Paper.
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This paper has nother version. Agregated cites: 14		paper
2012Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model.(2012) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2013Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors In: UvA-Econometrics Working Papers.
[Full Text][Citation analysis]		paper1
2014Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors.(2014) In: Economics Letters.
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This paper has nother version. Agregated cites: 1		article
2016Cartel dating In: UvA-Econometrics Working Papers.
[Full Text][Citation analysis]		paper1
2016Cartel Dating.(2016) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
2019Cartel dating.(2019) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 1		article
2001Success and Failure of Technical Trading Strategies in the Cocoa Futures Market In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]		paper7
2000Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets.(2000) In: CeNDEF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2001Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2001Success and Failure of Technical Trading Strategies in the Cocoa Futures Market.(2001) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2000Testing for a Unit Root with Near-Integrated Volatility In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper25
2000Testing for a Unit Root with Near-Integrated Volatility.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2001Testing for a Unit Root with Near-Integrated Volatility.(2001) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2000Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper18
2000Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has nother version. Agregated cites: 18		paper
2000Asymmetric and common absorption of shocks in nonlinear autoregressive models.(2000) In: Econometric Institute Research Papers.
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This paper has nother version. Agregated cites: 18		paper
2005Behavioral Heterogeneity in Stock Prices In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper331
2007Behavioral heterogeneity in stock prices.(2007) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 331		article
2005Behavioral Heterogeneity in Stock Prices.(2005) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 331		paper
2006Wake me up before you GO-GARCH In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper17
2006Wake me up before you GO-GARCH.(2006) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 17		paper
1996Testing Identifiability of Cointegrating Vectors. In: Journal of Business & Economic Statistics.
[Citation analysis]		article23
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