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 1 3 1,358
A New Multivariate Product Growth Model 0 0 0 123 0 4 5 432
A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests 0 0 0 216 1 3 7 1,583
Adaptive Testing for Cointegration with Nonstationary Volatility 0 0 0 53 0 2 11 66
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 99 0 2 7 300
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 28 0 4 11 265
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 0 26 1 1 11 112
Behavioral Heterogeneity in Stock Prices 0 1 1 118 3 10 18 396
Behavioral Heterogeneity in Stock Prices 0 0 0 325 0 4 19 943
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 0 52 2 4 10 123
Block Local to Unity and Continuous Record Asymptotics 0 0 0 62 0 2 7 228
Bootstrapping Non-Stationary Stochastic Volatility 0 0 0 67 0 4 18 124
Cartel Dating 0 0 0 63 1 2 23 282
Cartel dating 0 0 0 26 0 1 15 103
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 167 0 5 13 652
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 65 2 6 13 326
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 0 0 383 2 5 16 627
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 0 48 1 7 10 190
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 0 1 13 145
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 16 0 2 8 91
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 0 1 2 5 7
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 23 0 2 13 78
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 1 127 0 2 13 228
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 0 1 6 679
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 0 1 7 548
Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices 0 0 0 223 0 2 14 364
Robust inference on average economic growth 0 0 0 1 1 2 7 36
Semi-nonparametric cointegration testing 0 0 0 152 0 0 5 484
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 0 1 1 8 939
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets 0 0 0 51 0 1 11 753
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 1 0 0 14 1,039
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 412 0 0 7 1,036
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 1 4 8 32
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 0 116 0 5 16 299
Testing for a Unit Root with Near-Integrated Volatility 0 0 0 145 0 3 18 507
The Econometrics Of The Bass Diffusion Model 0 0 1 991 0 1 16 3,145
Wake me up before you GO-GARCH 0 0 1 293 1 5 14 822
Wake me up before you GO-GARCH 0 1 2 118 2 6 18 477
Why Frequency Matters for Unit Root Testing 0 0 0 153 1 3 8 483
Total Working Papers 0 2 6 5,150 21 111 451 20,631

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 2 6 164
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility 0 0 1 2 0 4 17 27
Behavioral heterogeneity in stock prices 0 0 0 357 0 5 22 866
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 0 7 1 3 10 48
Book reviews 0 0 0 1 1 2 10 37
Cartel dating 0 0 0 9 0 2 14 72
Causality and exogeneity in econometrics 0 0 1 205 0 1 6 549
Cointegration in a historical perspective 0 0 0 29 1 1 10 142
Conditional and structural error correction models reply 0 0 0 24 0 0 6 116
Consistent nonparametric specification tests for stochastic volatility models based on the return distribution 0 0 0 7 0 2 8 46
Distribution approximations for cointegration tests with stationary exogenous regressors 0 0 0 127 2 5 14 534
Dynamic Specification and Cointegration 0 0 0 1 1 3 14 342
Efficient inference on cointegration parameters in structural error correction models 0 0 0 205 1 2 10 436
Estimating spot volatility with high-frequency financial data 0 2 3 52 2 9 14 165
Finite sample and asymptotic methods in econometrics 0 0 0 62 0 2 8 176
Identifying, estimating and testing restricted cointegrated systems: An overview 0 0 0 50 1 4 11 170
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 29 1 4 14 139
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 0 2 42 1 6 27 156
Lagrance-multiplier tersts for weak exogeneity: a synthesis 0 0 0 77 1 4 13 345
Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems 0 0 0 1 0 2 10 34
MIXED NORMAL INFERENCE ON MULTICOINTEGRATION 0 0 0 9 0 2 8 73
MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS 0 0 0 7 0 1 10 48
Method of moments estimation of GO-GARCH models 0 0 1 59 0 4 15 216
Multiple unit roots in periodic autoregression 0 0 0 73 1 1 5 201
Nuisance parameter free inference on cointegration parameters in the presence of a variance shift 0 0 0 10 0 3 13 82
On the Econometrics of the Bass Diffusion Model 0 0 0 144 0 2 12 374
On the Formulation of Wald Tests on Long-Run Parameters 0 0 0 0 0 3 11 160
Periodic Cointegration: Representation and Inference 0 0 1 157 1 8 17 425
Robust Inference on Average Economic Growth* 0 0 0 4 1 5 13 81
Semi-nonparametric cointegration testing 0 0 0 42 0 1 9 166
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 0 4 14 57
Testing Identifiability of Cointegrating Vectors 0 0 0 0 0 2 11 418
Testing for an unstable root in conditional and structural error correction models 0 0 2 217 0 3 11 525
Testing for periodic integration 0 0 0 38 0 1 5 174
Testing for self-excitation in jumps 0 0 0 25 1 2 12 96
Twenty years of cointegration 0 0 0 43 1 2 6 96
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 0 0 0 3 1 3 9 24
Why Frequency Matters for Unit Root Testing in Financial Time Series 0 0 0 5 0 5 9 53
Total Journal Articles 0 2 11 2,172 19 115 434 7,833

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Statistics updated 2026-06-04