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 4 6 7 1,353
A New Multivariate Product Growth Model 0 0 0 122 2 2 4 421
A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests 0 0 1 216 0 0 2 1,568
Adaptive Testing for Cointegration with Nonstationary Volatility 0 2 48 48 0 3 18 18
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 1 98 0 1 4 287
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 27 0 2 3 239
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 2 24 0 1 5 71
Behavioral Heterogeneity in Stock Prices 0 0 4 323 5 8 18 904
Behavioral Heterogeneity in Stock Prices 1 2 9 101 5 7 25 312
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 1 51 1 3 11 84
Block Local to Unity and Continuous Record Asymptotics 0 0 0 62 3 3 14 212
Bootstrapping Non-Stationary Stochastic Volatility 6 51 51 51 7 20 20 20
Cartel Dating 0 1 2 51 0 7 33 95
Cartel dating 0 0 1 20 2 7 28 51
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 166 0 1 2 630
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 63 0 0 2 309
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 1 2 379 2 4 7 593
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 1 48 1 1 10 175
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 14 3 4 6 73
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 0 0 2 127
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 2 121 0 2 12 197
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 22 0 0 2 56
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 0 0 0 668
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 0 0 0 532
Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices 0 0 0 222 1 1 1 344
Robust inference on average economic growth 0 0 0 1 5 6 6 25
Semi-nonparametric cointegration testing 0 0 0 152 2 2 6 468
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 0 1 2 5 918
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets 0 0 0 49 0 2 9 729
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 1 0 2 5 995
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 2 410 5 10 20 1,008
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 0 4 17
Testing for Cointegration with Nonstationary Volatility 0 0 2 31 0 2 9 39
Testing for a Unit Root with Near-Integrated Volatility 0 0 0 27 0 0 3 319
Testing for a Unit Root with Near-Integrated Volatility 0 0 0 113 0 1 1 276
Testing for a Unit Root with Near-Integrated Volatility 0 0 1 145 1 1 14 485
The Econometrics Of The Bass Diffusion Model 1 2 4 977 3 5 12 3,079
Wake me up before you GO-GARCH 0 0 6 90 5 10 33 323
Wake me up before you GO-GARCH 0 0 1 286 2 8 12 762
Why Frequency Matters for Unit Root Testing 0 0 0 149 0 0 1 463
Total Working Papers 8 59 141 5,039 60 134 376 19,245
2 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 45 0 0 2 112
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility 0 0 0 0 1 1 2 2
Behavioral heterogeneity in stock prices 1 5 20 301 5 15 65 688
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 1 6 1 1 4 30
Book reviews 0 0 0 1 0 0 0 23
Cartel dating 0 0 4 4 1 3 18 18
Causality and exogeneity in econometrics 0 0 2 196 1 1 6 529
Cointegration in a historical perspective 0 0 1 21 1 2 6 110
Conditional and structural error correction models reply 0 0 0 22 0 0 1 108
Consistent nonparametric specification tests for stochastic volatility models based on the return distribution 0 1 1 7 0 1 7 27
Distribution approximations for cointegration tests with stationary exogenous regressors 0 0 0 127 0 0 1 519
Dynamic Specification and Cointegration 0 0 0 1 3 4 9 305
Efficient inference on cointegration parameters in structural error correction models 0 0 7 186 1 1 12 379
Estimating spot volatility with high-frequency financial data 1 3 5 23 1 4 11 83
Finite sample and asymptotic methods in econometrics 0 0 1 60 1 2 7 161
Identifying, estimating and testing restricted cointegrated systems: An overview 0 0 0 41 2 2 2 138
Improved likelihood ratio tests for cointegration rank in the VAR model 1 1 2 26 3 5 16 105
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 5 5 34 2 8 15 101
Lagrance-multiplier tersts for weak exogeneity: a synthesis 0 0 2 74 1 2 9 311
Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems 0 0 0 1 2 3 3 8
MIXED NORMAL INFERENCE ON MULTICOINTEGRATION 0 0 0 9 0 0 0 62
MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS 0 0 0 6 0 0 0 29
Method of moments estimation of GO-GARCH models 0 1 2 52 2 6 13 170
Multiple unit roots in periodic autoregression 0 0 0 71 1 2 3 184
Nuisance parameter free inference on cointegration parameters in the presence of a variance shift 0 0 0 10 1 1 1 65
On the Econometrics of the Bass Diffusion Model 0 0 1 125 2 6 8 300
On the Formulation of Wald Tests on Long-Run Parameters 0 0 0 0 1 1 1 136
Periodic Cointegration: Representation and Inference 0 1 2 154 1 2 4 397
Robust Inference on Average Economic Growth* 0 0 0 4 0 1 3 64
Semi-nonparametric cointegration testing 0 0 1 41 0 1 5 149
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 1 1 4 33
Testing Identifiability of Cointegrating Vectors 0 0 0 0 1 3 5 390
Testing for an unstable root in conditional and structural error correction models 1 2 5 184 3 9 26 445
Testing for periodic integration 0 0 0 37 3 3 3 164
Testing for self-excitation in jumps 0 1 2 8 2 3 15 37
Twenty years of cointegration 0 0 0 39 0 0 2 81
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 0 0 0 0 0 1 6 6
Why Frequency Matters for Unit Root Testing in Financial Time Series 0 0 0 3 0 1 4 37
Total Journal Articles 4 20 64 1,920 44 96 299 6,506
5 registered items for which data could not be found
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Statistics updated 2020-02-04