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 3 3 3 58
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 99 1 2 4 295
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 28 1 1 2 255
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 0 26 0 0 4 102
Behavioral Heterogeneity in Stock Prices 0 0 0 117 2 2 6 380
Behavioral Heterogeneity in Stock Prices 0 0 0 325 0 0 0 924
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 0 52 1 1 3 114
Block Local to Unity and Continuous Record Asymptotics 0 0 0 62 0 0 2 223
Bootstrapping Non-Stationary Stochastic Volatility 0 0 0 67 1 2 3 108
Cartel Dating 0 0 1 63 0 7 28 268
Cartel dating 0 0 1 26 0 0 3 89
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 167 1 1 3 642
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 65 1 2 2 315
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 0 0 383 0 1 2 612
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 0 48 1 2 2 182
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 2 16 1 2 4 85
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 1 1 1 133
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 23 0 0 0 65
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 126 0 0 1 215
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 0 0 2 673
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 0 1 2 542
Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices 0 0 0 223 1 1 1 351
Robust inference on average economic growth 0 0 0 1 0 0 0 29
Semi-nonparametric cointegration testing 0 0 0 152 1 1 2 480
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 2 9 744
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 1 2 4 9 1,029
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 412 0 1 5 1,031
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 0 0 24
Testing for a Unit Root with Near-Integrated Volatility 0 0 0 145 1 1 1 490
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 1 116 1 1 3 284
The Econometrics Of The Bass Diffusion Model 1 1 2 991 3 3 5 3,133
Wake me up before you GO-GARCH 0 0 0 116 3 4 10 464
Wake me up before you GO-GARCH 0 0 0 292 1 1 5 810
Why Frequency Matters for Unit Root Testing 0 0 0 153 1 1 2 477
Total Working Papers 1 1 10 5,145 29 48 133 20,239
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 0 1 3 159
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility 0 1 1 2 1 4 7 16
Behavioral heterogeneity in stock prices 0 0 1 357 2 3 9 848
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 0 7 0 0 4 40
Book reviews 0 0 0 1 3 3 5 31
Cartel dating 0 0 1 9 0 4 8 62
Causality and exogeneity in econometrics 0 0 1 204 0 0 1 543
Cointegration in a historical perspective 0 0 1 29 1 2 6 136
Conditional and structural error correction models reply 0 0 1 24 1 2 4 113
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 1 1 2 522
Dynamic Specification and Cointegration 0 0 0 1 2 2 3 331
Efficient inference on cointegration parameters in structural error correction models 0 0 3 205 1 2 11 429
Estimating spot volatility with high-frequency financial data 0 0 0 49 0 0 1 151
Finite sample and asymptotic methods in econometrics 0 0 0 62 0 0 1 169
Identifying, estimating and testing restricted cointegrated systems: An overview 0 0 2 50 1 2 5 161
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 29 1 2 5 129
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 0 1 41 2 7 11 138
Lagrance-multiplier tersts for weak exogeneity: a synthesis 0 0 1 77 2 2 7 335
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 1 1 66
MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS 0 0 0 7 1 1 4 40
Method of moments estimation of GO-GARCH models 1 1 1 59 2 3 7 204
Multiple unit roots in periodic autoregression 0 0 0 73 1 1 4 198
Nuisance parameter free inference on cointegration parameters in the presence of a variance shift 0 0 0 10 0 0 2 71
On the Econometrics of the Bass Diffusion Model 0 0 0 144 1 1 3 363
On the Formulation of Wald Tests on Long-Run Parameters 0 0 0 0 0 0 2 150
Periodic Cointegration: Representation and Inference 0 0 1 157 1 1 5 412
Robust Inference on Average Economic Growth* 0 0 0 4 0 0 2 69
Semi-nonparametric cointegration testing 0 0 0 42 1 1 2 159
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 1 2 5 45
Testing Identifiability of Cointegrating Vectors 0 0 0 0 0 0 3 408
Testing for an unstable root in conditional and structural error correction models 1 1 2 216 1 2 5 516
Testing for periodic integration 0 0 0 38 0 0 3 170
Testing for self-excitation in jumps 0 0 0 25 0 1 3 86
Twenty years of cointegration 0 0 0 43 1 1 2 91
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 0 0 0 3 1 2 3 17
Why Frequency Matters for Unit Root Testing in Financial Time Series 0 0 0 5 0 0 1 44
Total Journal Articles 2 3 17 2,166 29 54 152 7,484

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