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 2 2 1,357
A New Multivariate Product Growth Model 0 0 0 123 1 1 1 428
A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests 0 0 0 216 0 4 4 1,580
Adaptive Testing for Cointegration with Nonstationary Volatility 0 0 0 53 1 6 9 64
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 99 0 2 6 298
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 28 0 5 7 261
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 0 26 1 9 11 111
Behavioral Heterogeneity in Stock Prices 0 0 0 325 1 9 15 939
Behavioral Heterogeneity in Stock Prices 0 0 0 117 1 6 10 386
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 0 52 0 5 6 119
Block Local to Unity and Continuous Record Asymptotics 0 0 0 62 0 3 5 226
Bootstrapping Non-Stationary Stochastic Volatility 0 0 0 67 0 12 15 120
Cartel Dating 0 0 1 63 2 10 29 280
Cartel dating 0 0 0 26 4 10 14 102
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 167 2 5 8 647
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 65 0 5 7 320
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 0 0 383 0 5 11 622
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 0 48 1 1 3 183
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 0 8 12 144
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 16 1 3 6 89
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 0 0 3 3 5
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 23 3 11 11 76
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 1 1 1 127 3 9 12 226
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 0 4 6 547
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 1 5 5 678
Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices 0 0 0 223 3 11 12 362
Robust inference on average economic growth 0 0 0 1 0 4 5 34
Semi-nonparametric cointegration testing 0 0 0 152 1 3 6 484
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 0 3 7 7 938
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets 0 0 0 51 3 7 11 752
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 412 1 5 7 1,036
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 1 1 7 15 1,039
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 1 4 4 28
Testing for a Unit Root with Near-Integrated Volatility 0 0 1 116 1 9 12 294
Testing for a Unit Root with Near-Integrated Volatility 0 0 0 145 1 13 15 504
Testing for a Unit Root with Near-Integrated Volatility 0 0 0 28 0 3 5 329
The Econometrics Of The Bass Diffusion Model 0 0 2 991 1 7 16 3,144
Wake me up before you GO-GARCH 0 1 1 293 0 5 9 817
Wake me up before you GO-GARCH 0 1 1 117 0 7 15 471
Why Frequency Matters for Unit Root Testing 0 0 0 153 1 3 5 480
Total Working Papers 1 3 7 5,148 39 238 362 20,520

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 0 3 4 162
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility 0 0 1 2 1 6 13 23
Behavioral heterogeneity in stock prices 0 0 1 357 1 11 20 861
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 0 7 1 4 7 45
Book reviews 0 0 0 1 1 4 8 35
Cartel dating 0 0 1 9 0 6 14 70
Causality and exogeneity in econometrics 1 1 1 205 2 5 5 548
Cointegration in a historical perspective 0 0 1 29 1 4 10 141
Conditional and structural error correction models reply 0 0 0 24 1 3 6 116
Consistent nonparametric specification tests for stochastic volatility models based on the return distribution 0 0 0 7 0 4 7 44
Distribution approximations for cointegration tests with stationary exogenous regressors 0 0 0 127 0 6 9 529
Dynamic Specification and Cointegration 0 0 0 1 0 8 11 339
Efficient inference on cointegration parameters in structural error correction models 0 0 0 205 0 5 11 434
Estimating spot volatility with high-frequency financial data 0 1 1 50 0 4 5 156
Finite sample and asymptotic methods in econometrics 0 0 0 62 0 5 6 174
Identifying, estimating and testing restricted cointegrated systems: An overview 0 0 0 50 2 5 7 166
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 29 1 5 10 135
Inference on co-integration parameters in heteroskedastic vector autoregressions 1 1 2 42 2 9 23 150
Lagrance-multiplier tersts for weak exogeneity: a synthesis 0 0 0 77 0 5 9 341
Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems 0 0 0 1 1 6 8 32
MIXED NORMAL INFERENCE ON MULTICOINTEGRATION 0 0 0 9 2 5 6 71
MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS 0 0 0 7 1 4 9 47
Method of moments estimation of GO-GARCH models 0 0 1 59 0 7 15 212
Multiple unit roots in periodic autoregression 0 0 0 73 0 2 5 200
Nuisance parameter free inference on cointegration parameters in the presence of a variance shift 0 0 0 10 1 8 10 79
On the Econometrics of the Bass Diffusion Model 0 0 0 144 0 7 11 372
On the Formulation of Wald Tests on Long-Run Parameters 0 0 0 0 1 6 8 157
Periodic Cointegration: Representation and Inference 0 0 1 157 2 5 9 417
Robust Inference on Average Economic Growth* 0 0 0 4 0 5 8 76
Semi-nonparametric cointegration testing 0 0 0 42 0 5 8 165
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 0 7 10 53
Testing Identifiability of Cointegrating Vectors 0 0 0 0 1 6 11 416
Testing for an unstable root in conditional and structural error correction models 0 1 3 217 0 4 9 522
Testing for periodic integration 0 0 0 38 0 3 5 173
Testing for self-excitation in jumps 0 0 0 25 2 8 10 94
Twenty years of cointegration 0 0 0 43 0 3 4 94
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 0 0 0 3 0 3 6 21
Why Frequency Matters for Unit Root Testing in Financial Time Series 0 0 0 5 3 4 4 48
Total Journal Articles 2 4 13 2,170 27 200 341 7,718

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Statistics updated 2026-03-04