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 1 1 3 1,358
A New Multivariate Product Growth Model 0 0 0 123 4 5 5 432
A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests 0 0 0 216 2 2 6 1,582
Adaptive Testing for Cointegration with Nonstationary Volatility 0 0 0 53 1 3 11 66
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 99 2 2 7 300
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 28 4 4 11 265
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 0 26 0 1 11 111
Behavioral Heterogeneity in Stock Prices 0 0 0 325 3 5 19 943
Behavioral Heterogeneity in Stock Prices 0 1 1 118 6 8 17 393
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 0 52 2 2 8 121
Block Local to Unity and Continuous Record Asymptotics 0 0 0 62 2 2 7 228
Bootstrapping Non-Stationary Stochastic Volatility 0 0 0 67 4 4 18 124
Cartel Dating 0 0 1 63 0 3 24 281
Cartel dating 0 0 0 26 1 5 15 103
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 167 4 7 13 652
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 65 4 4 11 324
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 0 0 383 2 3 14 625
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 0 48 6 7 9 189
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 1 1 13 145
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 0 1 1 4 6
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 16 2 3 8 91
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 1 1 127 2 5 14 228
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 23 1 5 13 78
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 1 1 7 548
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 1 2 6 679
Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices 0 0 0 223 1 5 14 364
Robust inference on average economic growth 0 0 0 1 1 1 6 35
Semi-nonparametric cointegration testing 0 0 0 152 0 1 6 484
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 0 0 3 7 938
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets 0 0 0 51 0 4 11 753
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 412 0 1 7 1,036
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 1 0 1 14 1,039
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 3 4 7 31
Testing for a Unit Root with Near-Integrated Volatility 0 0 0 28 0 0 5 329
Testing for a Unit Root with Near-Integrated Volatility 0 0 1 116 5 6 17 299
Testing for a Unit Root with Near-Integrated Volatility 0 0 0 145 2 4 18 507
The Econometrics Of The Bass Diffusion Model 0 0 1 991 0 2 16 3,145
Wake me up before you GO-GARCH 0 0 1 293 4 4 13 821
Wake me up before you GO-GARCH 1 1 2 118 3 4 17 475
Why Frequency Matters for Unit Root Testing 0 0 0 153 1 3 7 482
Total Working Papers 1 3 8 5,150 77 129 439 20,610

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 2 6 164
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility 0 0 1 2 3 5 17 27
Behavioral heterogeneity in stock prices 0 0 1 357 5 6 23 866
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 0 7 2 3 9 47
Book reviews 0 0 0 1 1 2 9 36
Cartel dating 0 0 0 9 1 2 14 72
Causality and exogeneity in econometrics 0 1 1 205 1 3 6 549
Cointegration in a historical perspective 0 0 1 29 0 1 10 141
Conditional and structural error correction models reply 0 0 0 24 0 1 6 116
Consistent nonparametric specification tests for stochastic volatility models based on the return distribution 0 0 0 7 1 2 9 46
Distribution approximations for cointegration tests with stationary exogenous regressors 0 0 0 127 2 3 12 532
Dynamic Specification and Cointegration 0 0 0 1 2 2 13 341
Efficient inference on cointegration parameters in structural error correction models 0 0 0 205 0 1 11 435
Estimating spot volatility with high-frequency financial data 1 2 3 52 3 7 12 163
Finite sample and asymptotic methods in econometrics 0 0 0 62 2 2 8 176
Identifying, estimating and testing restricted cointegrated systems: An overview 0 0 0 50 1 5 10 169
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 29 2 4 13 138
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 1 2 42 5 7 26 155
Lagrance-multiplier tersts for weak exogeneity: a synthesis 0 0 0 77 1 3 12 344
Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems 0 0 0 1 2 3 10 34
MIXED NORMAL INFERENCE ON MULTICOINTEGRATION 0 0 0 9 0 4 8 73
MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS 0 0 0 7 1 2 10 48
Method of moments estimation of GO-GARCH models 0 0 1 59 4 4 15 216
Multiple unit roots in periodic autoregression 0 0 0 73 0 0 5 200
Nuisance parameter free inference on cointegration parameters in the presence of a variance shift 0 0 0 10 3 4 13 82
On the Econometrics of the Bass Diffusion Model 0 0 0 144 2 2 12 374
On the Formulation of Wald Tests on Long-Run Parameters 0 0 0 0 3 4 11 160
Periodic Cointegration: Representation and Inference 0 0 1 157 3 9 16 424
Robust Inference on Average Economic Growth* 0 0 0 4 3 4 12 80
Semi-nonparametric cointegration testing 0 0 0 42 1 1 9 166
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 4 4 14 57
Testing Identifiability of Cointegrating Vectors 0 0 0 0 2 3 13 418
Testing for an unstable root in conditional and structural error correction models 0 0 2 217 1 3 11 525
Testing for periodic integration 0 0 0 38 1 1 5 174
Testing for self-excitation in jumps 0 0 0 25 1 3 11 95
Twenty years of cointegration 0 0 0 43 1 1 5 95
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 0 0 0 3 2 2 8 23
Why Frequency Matters for Unit Root Testing in Financial Time Series 0 0 0 5 2 8 9 53
Total Journal Articles 1 4 13 2,172 69 123 423 7,814

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Statistics updated 2026-05-06