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 2 2 2 1,578
Adaptive Testing for Cointegration with Nonstationary Volatility 0 0 0 53 3 6 6 61
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 99 1 3 6 297
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 28 2 4 5 258
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 0 26 3 3 7 105
Behavioral Heterogeneity in Stock Prices 0 0 0 325 2 8 8 932
Behavioral Heterogeneity in Stock Prices 0 0 0 117 0 2 6 380
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 0 52 0 1 2 114
Block Local to Unity and Continuous Record Asymptotics 0 0 0 62 2 2 4 225
Bootstrapping Non-Stationary Stochastic Volatility 0 0 0 67 1 2 4 109
Cartel Dating 0 0 1 63 1 3 28 271
Cartel dating 0 0 0 26 5 8 10 97
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 167 0 1 3 642
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 65 3 4 5 318
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 0 0 383 1 6 8 618
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 0 48 0 1 2 182
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 2 6 6 138
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 0 0 0 0 2
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 16 0 2 3 86
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 23 1 1 1 66
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 126 3 5 6 220
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 1 2 4 544
Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices 0 0 0 223 0 1 1 351
Robust inference on average economic growth 0 0 0 1 3 4 4 33
Semi-nonparametric cointegration testing 0 0 0 152 0 2 3 481
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 0 2 2 3 933
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets 0 0 1 51 2 4 11 747
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 1 1 6 12 1,033
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 412 3 3 7 1,034
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 3 3 3 27
Testing for a Unit Root with Near-Integrated Volatility 0 0 0 28 0 2 2 326
Testing for a Unit Root with Near-Integrated Volatility 0 0 1 116 0 2 3 285
Testing for a Unit Root with Near-Integrated Volatility 0 0 0 145 3 5 5 494
The Econometrics Of The Bass Diffusion Model 0 1 2 991 3 10 12 3,140
Wake me up before you GO-GARCH 0 0 0 292 1 4 6 813
Wake me up before you GO-GARCH 0 0 0 116 1 4 11 465
Why Frequency Matters for Unit Root Testing 0 0 0 153 1 2 3 478
Total Working Papers 0 1 5 5,145 56 126 215 20,338

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 0 1 159
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility 0 0 1 2 2 4 10 19
Behavioral heterogeneity in stock prices 0 0 1 357 4 8 14 854
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 0 7 0 1 4 41
Book reviews 0 0 0 1 1 4 6 32
Cartel dating 0 0 1 9 1 3 10 65
Causality and exogeneity in econometrics 0 0 0 204 0 0 0 543
Cointegration in a historical perspective 0 0 1 29 0 2 7 137
Conditional and structural error correction models reply 0 0 1 24 0 1 4 113
Consistent nonparametric specification tests for stochastic volatility models based on the return distribution 0 0 0 7 2 4 5 42
Distribution approximations for cointegration tests with stationary exogenous regressors 0 0 0 127 1 3 4 524
Dynamic Specification and Cointegration 0 0 0 1 3 5 6 334
Efficient inference on cointegration parameters in structural error correction models 0 0 1 205 0 1 7 429
Estimating spot volatility with high-frequency financial data 0 0 0 49 1 2 3 153
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 0 1 5 161
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 29 0 2 5 130
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 0 1 41 4 9 18 145
Lagrance-multiplier tersts for weak exogeneity: a synthesis 0 0 0 77 1 4 6 337
Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems 0 0 0 1 2 4 4 28
MIXED NORMAL INFERENCE ON MULTICOINTEGRATION 0 0 0 9 1 1 2 67
MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS 0 0 0 7 2 6 9 45
Method of moments estimation of GO-GARCH models 0 1 1 59 3 6 11 208
Multiple unit roots in periodic autoregression 0 0 0 73 1 2 5 199
Nuisance parameter free inference on cointegration parameters in the presence of a variance shift 0 0 0 10 2 2 4 73
On the Econometrics of the Bass Diffusion Model 0 0 0 144 4 7 9 369
On the Formulation of Wald Tests on Long-Run Parameters 0 0 0 0 2 3 5 153
Periodic Cointegration: Representation and Inference 0 0 1 157 1 2 6 413
Robust Inference on Average Economic Growth* 0 0 0 4 2 4 6 73
Semi-nonparametric cointegration testing 0 0 0 42 1 3 4 161
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 3 5 9 49
Testing Identifiability of Cointegrating Vectors 0 0 0 0 2 4 7 412
Testing for an unstable root in conditional and structural error correction models 1 2 3 217 2 5 8 520
Testing for periodic integration 0 0 0 38 2 2 5 172
Testing for self-excitation in jumps 0 0 0 25 0 0 3 86
Twenty years of cointegration 0 0 0 43 1 2 3 92
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 0 0 0 3 0 2 4 18
Why Frequency Matters for Unit Root Testing in Financial Time Series 0 0 0 5 0 0 1 44
Total Journal Articles 1 3 14 2,167 51 114 221 7,569

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Statistics updated 2026-01-09