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 0 0 1 327 0 1 5 1,337
A New Multivariate Product Growth Model 0 0 0 120 1 1 5 413
A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests 0 0 2 214 0 1 10 1,560
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 97 0 0 4 281
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 3 27 0 2 6 228
Behavioral Heterogeneity in Stock Prices 1 1 1 315 1 2 10 875
Behavioral Heterogeneity in Stock Prices 1 3 17 84 2 5 34 265
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 2 48 0 0 6 68
Block Local to Unity and Continuous Record Asymptotics 0 0 0 62 0 0 2 198
Cartel dating 0 0 18 18 0 1 2 2
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 166 0 1 3 627
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 62 0 0 1 302
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 0 3 372 0 0 6 571
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 47 0 0 4 159
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 0 0 7 124
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 1 1 1 13 2 3 7 60
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 1 7 20 0 1 15 46
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 3 5 117 0 3 12 176
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 0 0 1 531
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 0 0 2 665
Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices 0 0 3 221 0 0 9 336
Semi-nonparametric cointegration testing 1 1 1 149 1 1 24 456
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 0 0 0 5 909
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets 0 0 0 49 0 2 6 717
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 1 0 0 11 968
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 1 406 1 2 11 981
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 0 2 7
Testing for a Unit Root with Near-Integrated Volatility 0 0 2 113 0 1 4 275
Testing for a Unit Root with Near-Integrated Volatility 0 0 0 27 0 0 1 313
Testing for a Unit Root with Near-Integrated Volatility 0 0 4 144 0 0 13 470
Wake me up before you GO-GARCH 0 0 1 283 0 2 11 744
Wake me up before you GO-GARCH 0 0 4 77 1 4 22 262
Why Frequency Matters for Unit Root Testing 0 0 0 149 1 2 5 460
Total Working Papers 4 10 76 3,777 10 35 266 15,386


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Absorption of shocks in nonlinear autoregressive models 0 0 0 45 0 0 3 109
An Inequality Between Perpendicular Least-Squares and Ordinary Least-Squares 0 0 0 4 0 0 2 38
Behavioral heterogeneity in stock prices 3 5 30 240 4 11 63 540
Book reviews 0 0 0 1 0 0 0 21
Causality and exogeneity in econometrics 0 0 0 193 0 1 9 518
Cointegration in a historical perspective 0 0 1 19 1 5 19 94
Conditional and structural error correction models reply 0 0 0 22 0 0 2 106
Distribution approximations for cointegration tests with stationary exogenous regressors 0 0 0 126 0 1 15 517
Dynamic Specification and Cointegration 0 0 0 1 0 0 7 292
Efficient inference on cointegration parameters in structural error correction models 0 1 1 172 0 1 8 353
Finite sample and asymptotic methods in econometrics 0 0 0 58 0 0 3 152
Identifying, estimating and testing restricted cointegrated systems: An overview 0 0 0 40 0 0 3 134
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 20 0 0 7 71
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 2 15 20 1 6 34 63
Lagrance-multiplier tersts for weak exogeneity: a synthesis 0 0 0 72 2 5 14 296
MIXED NORMAL INFERENCE ON MULTICOINTEGRATION 0 0 1 8 0 1 2 60
MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS 0 0 0 6 0 0 0 28
Multiple unit roots in periodic autoregression 0 0 0 71 0 0 6 177
Nuisance parameter free inference on cointegration parameters in the presence of a variance shift 1 1 1 10 1 1 5 62
On the Econometrics of the Bass Diffusion Model 1 1 3 119 2 3 9 281
On the Formulation of Wald Tests on Long-Run Parameters 0 0 0 0 0 0 4 135
Optimal Structural Estimation of Triangular Systems: I. The Stationary Case 0 0 0 2 0 0 1 19
Optimal Structural Estimation of Triangular Systems: II. The Nonstationary Case 0 0 0 8 0 0 2 34
Periodic Cointegration: Representation and Inference 0 1 2 152 0 1 8 392
Property of a Matrix Used in Multidimensional Scaling 0 0 0 4 0 0 1 27
Robust Inference on Average Economic Growth 0 0 0 4 0 0 2 59
Roots of an Orthogonal Matrix—Solution 0 0 0 3 0 0 1 36
Semi-nonparametric cointegration testing 0 1 1 38 0 1 3 138
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 0 0 5 26
Testing Identifiability of Cointegrating Vectors 0 0 0 0 0 4 7 384
Testing for an unstable root in conditional and structural error correction models 0 1 6 173 0 1 13 397
Testing for periodic integration 0 0 1 37 0 0 4 160
Twenty years of cointegration 0 0 3 38 0 0 9 75
Why Frequency Matters for Unit Root Testing in Financial Time Series 0 0 0 2 0 1 6 29
Total Journal Articles 5 13 65 1,709 11 43 277 5,823


Statistics updated 2017-10-05