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 0 0 0 55
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 99 0 1 3 294
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 28 0 0 1 254
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 0 26 0 0 5 102
Behavioral Heterogeneity in Stock Prices 0 0 0 325 0 0 0 924
Behavioral Heterogeneity in Stock Prices 0 0 0 117 0 0 4 378
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 0 52 0 0 2 113
Block Local to Unity and Continuous Record Asymptotics 0 0 0 62 0 2 2 223
Bootstrapping Non-Stationary Stochastic Volatility 0 0 0 67 0 1 2 107
Cartel Dating 0 0 1 63 2 8 30 268
Cartel dating 0 0 1 26 0 1 3 89
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 167 0 0 2 641
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 65 1 1 1 314
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 0 1 1 181
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 0 0 0 132
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 2 16 0 1 3 84
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 126 0 0 1 215
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 23 0 0 0 65
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 1 2 542
Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices 0 0 0 223 0 0 0 350
Robust inference on average economic growth 0 0 0 1 0 0 0 29
Semi-nonparametric cointegration testing 0 0 0 152 0 0 1 479
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 0 1 8 743
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 412 1 1 5 1,031
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 1 0 2 7 1,027
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 0 1 24
Testing for a Unit Root with Near-Integrated Volatility 0 0 0 145 0 0 0 489
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 0 0 2 283
The Econometrics Of The Bass Diffusion Model 0 0 1 990 0 0 4 3,130
Wake me up before you GO-GARCH 0 0 0 116 0 2 8 461
Wake me up before you GO-GARCH 0 0 0 292 0 1 5 809
Why Frequency Matters for Unit Root Testing 0 0 0 153 0 0 1 476
Total Working Papers 0 0 9 5,144 5 25 112 20,210
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 5 159
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility 0 1 1 2 2 5 7 15
Behavioral heterogeneity in stock prices 0 0 1 357 1 2 9 846
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 0 7 0 2 4 40
Book reviews 0 0 0 1 0 0 2 28
Cartel dating 0 0 1 9 2 4 9 62
Causality and exogeneity in econometrics 0 0 1 204 0 0 2 543
Cointegration in a historical perspective 0 0 1 29 0 2 5 135
Conditional and structural error correction models reply 0 0 1 24 0 2 3 112
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 0 0 1 521
Dynamic Specification and Cointegration 0 0 0 1 0 1 1 329
Efficient inference on cointegration parameters in structural error correction models 0 0 4 205 1 1 13 428
Estimating spot volatility with high-frequency financial data 0 0 1 49 0 0 3 151
Finite sample and asymptotic methods in econometrics 0 0 0 62 0 1 1 169
Identifying, estimating and testing restricted cointegrated systems: An overview 0 0 2 50 0 1 4 160
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 29 1 3 4 128
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 1 1 41 2 7 9 136
Lagrance-multiplier tersts for weak exogeneity: a synthesis 0 0 1 77 0 1 5 333
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 1 1 1 66
MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS 0 0 0 7 0 1 3 39
Method of moments estimation of GO-GARCH models 0 0 0 58 1 1 6 202
Multiple unit roots in periodic autoregression 0 0 1 73 0 1 4 197
Nuisance parameter free inference on cointegration parameters in the presence of a variance shift 0 0 0 10 0 2 2 71
On the Econometrics of the Bass Diffusion Model 0 0 0 144 0 0 3 362
On the Formulation of Wald Tests on Long-Run Parameters 0 0 0 0 0 1 2 150
Periodic Cointegration: Representation and Inference 0 1 1 157 0 3 4 411
Robust Inference on Average Economic Growth* 0 0 0 4 0 1 2 69
Semi-nonparametric cointegration testing 0 0 0 42 0 1 1 158
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 0 1 4 44
Testing Identifiability of Cointegrating Vectors 0 0 0 0 0 1 3 408
Testing for an unstable root in conditional and structural error correction models 0 0 1 215 0 1 6 515
Testing for periodic integration 0 0 0 38 0 1 3 170
Testing for self-excitation in jumps 0 0 0 25 0 1 3 86
Twenty years of cointegration 0 0 0 43 0 0 1 90
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 0 0 0 3 1 1 2 16
Why Frequency Matters for Unit Root Testing in Financial Time Series 0 0 0 5 0 0 1 44
Total Journal Articles 0 3 18 2,164 12 51 140 7,455

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06