Access Statistics for H. Peter Boswijk

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests 1 3 14 293 6 12 45 1,203
A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests 0 1 12 190 5 16 92 1,449
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 2 2 6 74 2 4 17 216
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 24 2 7 19 159
Asymmetric and common absorption of shocks in nonlinear autoregressive models 1 3 12 125 1 8 33 425
Behavioral Heterogeneity in Stock Prices 4 10 36 176 6 23 100 507
Block Local to Unity and Continuous Record Asymptotics 0 0 2 44 0 4 12 147
Common Persistence in Nonlinear Autoregressive Models 0 0 0 0 3 7 24 416
Common Persistence in Nonlinear Autoregressive Models 1 1 3 85 1 1 8 217
Common Persistence in Nonlinear Autoregressive Models 0 0 0 0 0 2 12 119
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 1 3 129 2 8 26 527
How Large is Average Economic Growth? Evidence from a Robust Method 0 1 6 52 2 5 22 251
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 9 27 244 4 17 52 307
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 0 2 20 474
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 0 1 10 622
Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices 3 5 14 176 5 10 25 222
Multiple Unit Roots in Periodic Autoregression 0 0 0 0 6 10 32 1,422
Multiple Unit Roots in Periodic Autoregression 0 0 0 0 1 3 13 238
Robust inference on average economic growth 0 0 4 50 1 2 15 299
Semi-nonparametric cointegration testing 1 6 17 123 1 12 34 361
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 0 0 7 111 639
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets 0 0 1 49 5 21 86 518
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 1 1 4 21 60 738
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 3 5 26 326 4 12 63 764
Testing for Periodique Integration 0 0 0 0 0 1 17 262
Testing for a Unit Root with Near-Integrated Volatility 0 1 2 120 0 4 10 386
Testing for a Unit Root with Near-Integrated Volatility 0 0 0 27 0 2 16 245
Testing for a Unit Root with Near-Integrated Volatility 0 4 9 93 4 15 28 222
The Econometrics Of The Bass Diffusion Model 4 16 85 762 17 55 300 2,423
Why Frequency Matters for Unit Root Testing 0 1 15 108 1 12 56 330
Total Working Papers 20 69 295 3,271 83 304 1,358 16,108


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Conditional and structural error correction models reply 0 1 2 17 0 1 6 41
Dynamic Specification and Cointegration 0 0 1 1 4 13 41 202
Efficient inference on cointegration parameters in structural error correction models 1 3 18 86 1 4 30 178
Finite sample and asymptotic methods in econometrics 0 1 5 31 0 3 15 82
Multiple unit roots in periodic autoregression 0 2 9 43 0 4 15 95
On the Formulation of Wald Tests on Long-Run Parameters 0 0 0 0 0 0 5 70
Periodic Cointegration: Representation and Inference 0 4 10 118 2 6 19 305
Semi-nonparametric cointegration testing 1 3 5 19 2 9 18 77
Testing Identifiability of Cointegrating Vectors 0 0 0 0 1 5 19 314
Testing for an unstable root in conditional and structural error correction models 0 6 12 59 4 24 48 137
Testing for periodic integration 0 1 2 16 0 3 13 55
Total Journal Articles 2 21 64 390 14 72 229 1,556


Statistics updated 2008-09-04