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 0 330 0 0 0 1,355
A New Multivariate Product Growth Model 0 0 0 123 0 0 1 427
A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests 0 0 0 216 0 0 0 1,576
Adaptive Testing for Cointegration with Nonstationary Volatility 0 0 0 53 0 0 0 55
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 99 1 1 3 294
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 28 0 0 1 254
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 0 26 0 1 5 102
Behavioral Heterogeneity in Stock Prices 0 0 0 325 0 0 0 924
Behavioral Heterogeneity in Stock Prices 0 0 0 117 0 0 4 378
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 0 52 0 0 2 113
Block Local to Unity and Continuous Record Asymptotics 0 0 0 62 0 2 2 223
Bootstrapping Non-Stationary Stochastic Volatility 0 0 0 67 1 1 2 107
Cartel Dating 0 0 1 63 5 7 30 266
Cartel dating 0 0 1 26 0 1 4 89
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 167 0 2 2 641
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 65 0 0 0 313
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 0 0 383 1 1 2 612
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 0 48 1 1 1 181
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 0 0 0 132
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 2 16 1 1 3 84
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 126 0 0 1 215
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 23 0 0 0 65
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 0 0 1 541
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 0 0 2 673
Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices 0 0 0 223 0 0 0 350
Robust inference on average economic growth 0 0 0 1 0 0 0 29
Semi-nonparametric cointegration testing 0 0 0 152 0 0 2 479
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 0 0 0 2 931
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets 0 0 2 51 1 1 8 743
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 412 0 1 4 1,030
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 1 2 2 7 1,027
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 0 1 24
Testing for a Unit Root with Near-Integrated Volatility 0 0 1 116 0 0 2 283
Testing for a Unit Root with Near-Integrated Volatility 0 0 1 28 0 0 1 324
Testing for a Unit Root with Near-Integrated Volatility 0 0 0 145 0 0 0 489
The Econometrics Of The Bass Diffusion Model 0 0 1 990 0 1 5 3,130
Wake me up before you GO-GARCH 0 0 0 116 1 2 8 461
Wake me up before you GO-GARCH 0 0 0 292 0 1 5 809
Why Frequency Matters for Unit Root Testing 0 0 1 153 0 1 2 476
Total Working Papers 0 0 10 5,144 14 27 113 20,205
1 registered items for which data could not be found

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 48 1 1 7 159
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility 1 1 1 2 1 3 5 13
Behavioral heterogeneity in stock prices 0 0 1 357 0 1 9 845
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 0 7 0 2 4 40
Book reviews 0 0 0 1 0 1 2 28
Cartel dating 0 0 1 9 2 2 8 60
Causality and exogeneity in econometrics 0 0 1 204 0 0 2 543
Cointegration in a historical perspective 0 0 3 29 1 3 7 135
Conditional and structural error correction models reply 0 0 1 24 1 2 3 112
Consistent nonparametric specification tests for stochastic volatility models based on the return distribution 0 0 0 7 0 0 1 38
Distribution approximations for cointegration tests with stationary exogenous regressors 0 0 0 127 0 1 1 521
Dynamic Specification and Cointegration 0 0 0 1 0 1 1 329
Efficient inference on cointegration parameters in structural error correction models 0 0 4 205 0 1 12 427
Estimating spot volatility with high-frequency financial data 0 0 1 49 0 0 3 151
Finite sample and asymptotic methods in econometrics 0 0 0 62 0 1 1 169
Identifying, estimating and testing restricted cointegrated systems: An overview 0 0 2 50 1 1 4 160
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 29 0 2 3 127
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 1 1 41 3 5 8 134
Lagrance-multiplier tersts for weak exogeneity: a synthesis 0 0 1 77 0 1 5 333
Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems 0 0 0 1 0 0 1 24
MIXED NORMAL INFERENCE ON MULTICOINTEGRATION 0 0 0 9 0 0 0 65
MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS 0 0 0 7 0 1 3 39
Method of moments estimation of GO-GARCH models 0 0 0 58 0 0 5 201
Multiple unit roots in periodic autoregression 0 0 1 73 0 1 4 197
Nuisance parameter free inference on cointegration parameters in the presence of a variance shift 0 0 0 10 0 2 2 71
On the Econometrics of the Bass Diffusion Model 0 0 0 144 0 0 3 362
On the Formulation of Wald Tests on Long-Run Parameters 0 0 0 0 0 1 2 150
Periodic Cointegration: Representation and Inference 0 1 1 157 0 3 4 411
Robust Inference on Average Economic Growth* 0 0 0 4 0 1 2 69
Semi-nonparametric cointegration testing 0 0 0 42 0 1 1 158
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 1 1 4 44
Testing Identifiability of Cointegrating Vectors 0 0 0 0 0 1 3 408
Testing for an unstable root in conditional and structural error correction models 0 0 1 215 1 1 6 515
Testing for periodic integration 0 0 0 38 0 1 3 170
Testing for self-excitation in jumps 0 0 0 25 1 2 3 86
Twenty years of cointegration 0 0 0 43 0 0 1 90
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 0 0 0 3 0 0 1 15
Why Frequency Matters for Unit Root Testing in Financial Time Series 0 0 0 5 0 0 1 44
Total Journal Articles 1 3 20 2,164 13 44 135 7,443

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Statistics updated 2025-09-05