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 1 327 0 0 3 1,337
A New Multivariate Product Growth Model 0 0 0 120 1 2 6 414
A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests 0 0 2 214 1 1 11 1,561
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 97 0 0 3 281
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 2 27 1 2 7 230
Behavioral Heterogeneity in Stock Prices 0 1 1 315 0 2 11 876
Behavioral Heterogeneity in Stock Prices 0 2 11 85 1 4 26 267
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors 0 0 1 48 1 1 5 69
Block Local to Unity and Continuous Record Asymptotics 0 0 0 62 0 0 2 198
Cartel dating 0 0 18 18 0 2 4 4
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors 0 0 0 166 0 0 3 627
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 62 0 0 1 302
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview 1 2 4 374 2 3 8 574
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 1 1 13 0 3 7 61
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 47 0 0 4 159
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 0 0 6 124
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 6 20 0 0 13 46
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 4 117 0 0 10 176
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 0 0 1 531
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL 0 0 0 0 1 2 4 667
Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices 0 0 2 221 0 0 6 336
Semi-nonparametric cointegration testing 0 1 1 149 0 1 21 456
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 0 0 0 3 909
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets 0 0 0 49 0 0 5 717
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 0 1 1 1 9 969
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market 0 0 1 406 0 1 11 981
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 0 1 7
Testing for a Unit Root with Near-Integrated Volatility 0 0 0 27 1 1 1 314
Testing for a Unit Root with Near-Integrated Volatility 0 0 1 113 0 0 3 275
Testing for a Unit Root with Near-Integrated Volatility 0 0 3 144 0 0 9 470
Wake me up before you GO-GARCH 0 0 1 283 0 0 9 744
Wake me up before you GO-GARCH 1 2 6 79 2 5 23 266
Why Frequency Matters for Unit Root Testing 0 0 0 149 0 1 4 460
Total Working Papers 2 9 66 3,782 12 32 240 15,408


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 45 0 0 3 109
An Inequality Between Perpendicular Least-Squares and Ordinary Least-Squares 0 0 0 4 1 1 2 39
Behavioral heterogeneity in stock prices 2 9 33 246 4 15 63 551
Book reviews 0 0 0 1 0 0 0 21
Causality and exogeneity in econometrics 0 0 0 193 1 1 10 519
Cointegration in a historical perspective 0 0 1 19 1 5 21 98
Conditional and structural error correction models reply 0 0 0 22 0 0 2 106
Distribution approximations for cointegration tests with stationary exogenous regressors 0 0 0 126 0 0 9 517
Dynamic Specification and Cointegration 0 0 0 1 1 2 7 294
Efficient inference on cointegration parameters in structural error correction models 1 3 4 175 1 4 10 357
Finite sample and asymptotic methods in econometrics 0 0 0 58 0 0 2 152
Identifying, estimating and testing restricted cointegrated systems: An overview 0 1 1 41 0 1 4 135
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 20 2 2 8 73
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 1 14 21 1 3 31 65
Lagrance-multiplier tersts for weak exogeneity: a synthesis 0 0 0 72 0 2 13 296
MIXED NORMAL INFERENCE ON MULTICOINTEGRATION 0 0 1 8 0 0 2 60
MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS 0 0 0 6 0 0 0 28
Multiple unit roots in periodic autoregression 0 0 0 71 0 1 4 178
Nuisance parameter free inference on cointegration parameters in the presence of a variance shift 0 1 1 10 1 3 6 64
On the Econometrics of the Bass Diffusion Model 0 3 4 121 0 4 9 283
On the Formulation of Wald Tests on Long-Run Parameters 0 0 0 0 0 0 3 135
Optimal Structural Estimation of Triangular Systems: I. The Stationary Case 0 0 0 2 0 0 1 19
Optimal Structural Estimation of Triangular Systems: II. The Nonstationary Case 0 0 0 8 0 0 2 34
Periodic Cointegration: Representation and Inference 0 0 1 152 0 0 4 392
Property of a Matrix Used in Multidimensional Scaling 0 0 0 4 0 0 1 27
Robust Inference on Average Economic Growth 0 0 0 4 0 0 1 59
Roots of an Orthogonal Matrix—Solution 0 0 0 3 0 0 1 36
Semi-nonparametric cointegration testing 0 0 1 38 0 0 3 138
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 0 0 3 26
Testing Identifiability of Cointegrating Vectors 0 0 0 0 0 0 6 384
Testing for an unstable root in conditional and structural error correction models 0 1 6 174 1 3 11 400
Testing for periodic integration 0 0 1 37 0 1 4 161
Twenty years of cointegration 0 0 2 38 1 2 8 77
Why Frequency Matters for Unit Root Testing in Financial Time Series 0 1 1 3 1 2 6 31
Total Journal Articles 3 20 71 1,724 16 52 260 5,864


Statistics updated 2017-12-03