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 2 3 12 304 4 10 50 1,243
A New Multivariate Product Growth Model 0 4 22 93 2 16 89 303
A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests 2 5 12 202 4 11 55 1,493
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 5 77 0 0 7 221
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 24 0 1 9 163
Asymmetric and common absorption of shocks in nonlinear autoregressive models 1 1 9 132 2 7 26 448
Behavioral Heterogeneity in Stock Prices 3 5 38 206 8 15 82 573
Behavioral Heterogeneity in Stock Prices 0 3 9 9 4 12 38 38
Block Local to Unity and Continuous Record Asymptotics 0 0 4 48 0 3 13 158
Common Persistence in Nonlinear Autoregressive Models 0 0 0 0 1 6 29 438
Common Persistence in Nonlinear Autoregressive Models 1 1 6 90 1 2 8 224
Common Persistence in Nonlinear Autoregressive Models 0 0 0 0 0 0 6 125
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 1 2 8 136 4 10 22 544
How Large is Average Economic Growth? Evidence from a Robust Method 1 2 6 57 2 6 17 265
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 5 14 43 281 8 27 74 369
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 3 8 17 489
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 0 1 5 626
Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices 1 3 11 183 3 8 28 242
Multiple Unit Roots in Periodic Autoregression 0 0 0 0 4 6 30 1,445
Multiple Unit Roots in Periodic Autoregression 0 0 0 0 0 0 8 244
Robust inference on average economic growth 0 1 1 51 2 4 10 307
Semi-nonparametric cointegration testing 1 1 6 125 1 3 15 369
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 0 8 20 69 706
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets 0 0 0 49 2 7 49 554
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 1 9 18 59 783
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 2 9 26 348 4 22 67 822
Testing for Periodique Integration 0 0 0 0 0 0 2 263
Testing for a Unit Root with Near-Integrated Volatility 1 2 6 126 2 5 16 402
Testing for a Unit Root with Near-Integrated Volatility 0 0 0 27 0 1 14 258
Testing for a Unit Root with Near-Integrated Volatility 0 0 9 99 1 3 22 233
The Econometrics Of The Bass Diffusion Model 5 16 64 818 10 43 215 2,607
Wake me up before you GO-GARCH 1 3 6 6 1 9 19 20
Wake me up before you GO-GARCH 3 9 39 142 9 23 89 351
Why Frequency Matters for Unit Root Testing 4 7 10 118 4 11 30 356
Total Working Papers 34 91 352 3,752 103 318 1,289 17,682


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 1 1 6 15 2 3 13 26
Behavioral heterogeneity in stock prices 0 1 14 27 0 3 29 69
Book reviews 0 0 0 1 0 0 5 9
Causality and exogeneity in econometrics 4 8 28 76 8 27 68 158
Conditional and structural error correction models reply 0 0 2 18 1 1 16 56
Distribution approximations for cointegration tests with stationary exogenous regressors 1 6 18 72 2 17 68 291
Dynamic Specification and Cointegration 0 0 0 1 2 6 31 225
Efficient inference on cointegration parameters in structural error correction models 1 3 12 97 3 6 22 198
Finite sample and asymptotic methods in econometrics 1 3 8 38 1 4 11 91
Identifying, estimating and testing restricted cointegrated systems: An overview 0 1 3 13 5 11 24 52
Lagrance-multiplier tersts for weak exogeneity: a synthesis 0 3 14 30 0 6 46 107
Multiple unit roots in periodic autoregression 2 2 4 46 2 3 12 105
On the Econometrics of the Bass Diffusion Model 1 7 43 65 1 12 82 148
On the Formulation of Wald Tests on Long-Run Parameters 0 0 0 0 0 2 10 80
Periodic Cointegration: Representation and Inference 1 1 10 126 1 3 22 323
Robust Inference on Average Economic Growth 0 0 0 1 1 3 8 31
Semi-nonparametric cointegration testing 0 0 5 22 0 1 13 85
Testing Identifiability of Cointegrating Vectors 0 0 0 0 2 5 18 331
Testing for an unstable root in conditional and structural error correction models 7 10 22 77 7 20 72 192
Testing for periodic integration 0 4 6 22 0 6 15 70
Total Journal Articles 19 50 195 747 38 139 585 2,647


Statistics updated 2009-07-03