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 1 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 19 55
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 99 0 2 2 293
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 2 3 100
Behavioral Heterogeneity in Stock Prices 0 0 0 117 0 1 2 376
Behavioral Heterogeneity in Stock Prices 0 0 0 325 0 0 0 924
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 0 52 0 1 21 113
Block Local to Unity and Continuous Record Asymptotics 0 0 0 62 0 0 0 221
Bootstrapping Non-Stationary Stochastic Volatility 0 0 0 67 1 1 1 106
Cartel Dating 0 0 1 62 1 10 36 257
Cartel dating 0 0 1 26 0 0 4 88
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 167 0 0 0 639
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 65 0 0 0 313
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 0 0 0 383 0 1 1 611
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 0 48 0 0 0 180
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 0 2 83
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 126 0 0 1 214
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 23 0 0 1 65
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 0 0 2 541
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 0 1 2 673
Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices 0 0 0 223 0 0 1 350
Robust inference on average economic growth 0 0 0 1 0 0 0 29
Semi-nonparametric cointegration testing 0 0 0 152 0 0 1 478
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 0 0 0 3 931
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets 0 0 2 51 0 3 7 742
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 1 1 2 6 1,025
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 412 0 1 3 1,029
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 0 115 0 0 1 282
Testing for a Unit Root with Near-Integrated Volatility 0 0 1 28 0 0 1 324
The Econometrics Of The Bass Diffusion Model 0 1 2 990 0 1 5 3,129
Wake me up before you GO-GARCH 0 0 2 116 0 2 8 458
Wake me up before you GO-GARCH 0 0 1 292 0 0 6 808
Why Frequency Matters for Unit Root Testing 0 0 1 153 0 0 1 475
Total Working Papers 0 1 13 5,142 3 29 143 20,169
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 0 10 158
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility 0 0 0 1 0 1 2 10
Behavioral heterogeneity in stock prices 0 0 1 356 0 3 11 843
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 0 7 0 0 2 38
Book reviews 0 0 0 1 0 1 1 27
Cartel dating 1 1 1 9 2 3 7 58
Causality and exogeneity in econometrics 0 0 2 204 0 0 3 543
Cointegration in a historical perspective 0 0 2 28 0 1 3 131
Conditional and structural error correction models reply 0 0 1 24 0 0 1 110
Consistent nonparametric specification tests for stochastic volatility models based on the return distribution 0 0 0 7 0 0 1 37
Distribution approximations for cointegration tests with stationary exogenous regressors 0 0 0 127 0 0 0 520
Dynamic Specification and Cointegration 0 0 0 1 0 0 3 328
Efficient inference on cointegration parameters in structural error correction models 0 1 6 205 0 2 11 424
Estimating spot volatility with high-frequency financial data 0 0 1 49 0 0 6 151
Finite sample and asymptotic methods in econometrics 0 0 0 62 0 0 1 168
Identifying, estimating and testing restricted cointegrated systems: An overview 0 0 2 50 0 0 3 159
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 29 0 0 1 125
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 0 1 40 2 2 4 129
Lagrance-multiplier tersts for weak exogeneity: a synthesis 0 0 1 77 0 0 4 332
Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems 0 0 0 1 0 0 2 24
MIXED NORMAL INFERENCE ON MULTICOINTEGRATION 0 0 0 9 0 0 0 65
MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS 0 0 0 7 0 1 2 38
Method of moments estimation of GO-GARCH models 0 0 1 58 0 4 6 201
Multiple unit roots in periodic autoregression 0 0 1 73 0 0 2 195
Nuisance parameter free inference on cointegration parameters in the presence of a variance shift 0 0 0 10 0 0 0 69
On the Econometrics of the Bass Diffusion Model 0 0 0 144 1 2 3 362
On the Formulation of Wald Tests on Long-Run Parameters 0 0 0 0 0 1 2 149
Periodic Cointegration: Representation and Inference 0 0 0 156 0 0 1 408
Robust Inference on Average Economic Growth* 0 0 0 4 0 0 1 68
Semi-nonparametric cointegration testing 0 0 0 42 0 0 0 157
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 0 3 3 43
Testing Identifiability of Cointegrating Vectors 0 0 0 0 0 0 0 405
Testing for an unstable root in conditional and structural error correction models 0 1 1 215 0 2 8 514
Testing for periodic integration 0 0 0 38 0 2 2 169
Testing for self-excitation in jumps 0 0 1 25 0 0 3 84
Twenty years of cointegration 0 0 0 43 0 0 1 90
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 0 0 0 3 0 1 1 15
Why Frequency Matters for Unit Root Testing in Financial Time Series 0 0 0 5 0 1 1 44
Total Journal Articles 1 3 22 2,159 5 30 112 7,391

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Statistics updated 2025-05-12