Author Page for H. Peter Boswijk

1.

The Econometrics of the Bass Diffusion Model

ERIM Report Series Reference No. ERS-2002-66-MKT

Number of pages: 42 Posted: 17 Feb 2003

H. Peter Boswijk and Philip Hans Franses

Amsterdam School of Economics and Erasmus University Rotterdam (EUR) - Department of Econometrics

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2.

Behavioral Heterogeneity in Stock Prices

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Citation 80

2

Behavioral Heterogeneity in Stock Prices

Journal of Economic Dynamics and Control, Vol. 31, 2007

Number of pages: 40 Posted: 04 Feb 2009

H. Peter Boswijk, Cars H. Hommes and Sebastiano Manzan

Amsterdam School of Economics, University of Amsterdam - Amsterdam School of Economics (ASE) and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

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Behavioral Heterogeneity in Stock Prices

Tinbergen Discussion Paper No. TI 05-05/21

Number of pages: 37 Posted: 03 Mar 2005

H. Peter Boswijk, Cars H. Hommes and S. Manzan

Amsterdam School of Economics, University of Amsterdam - Amsterdam School of Economics (ASE) and University of Amsterdam - Department of Quantitative Economics (KE)

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Citation 10

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3.

Cartel Dating

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Citation 4

2

Cartel Dating

Forthcoming in the Journal of Applied Econometrics, Amsterdam Law School Research Paper No. 2016-62, Amsterdam Center for Law & Economics Working Paper No. 2016-05

Number of pages: 61 Posted: 01 Nov 2016 Last Revised: 03 Aug 2018

H. Peter Boswijk, Maurice J. G. Bun and Maarten Pieter Schinkel

Amsterdam School of Economics, University of Amsterdam (UVA) - Department of Quantitative Economics and University of Amsterdam - Department of Economics

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Citation 2

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Cartel Dating

Tinbergen Institute Discussion Paper 16-092/VII

Number of pages: 58 Posted: 01 Nov 2016

H. Peter Boswijk, Maurice J. G. Bun and Maarten Pieter Schinkel

Amsterdam School of Economics, University of Amsterdam (UVA) - Department of Quantitative Economics and University of Amsterdam - Department of Economics

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Citation 1

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4.

A New Multivariate Product Growth Model

Tinbergen Institute Discussion Paper No. 06-027/4

Number of pages: 25 Posted: 27 Mar 2006

H. Peter Boswijk, D. Fok and Philip Hans Franses

Amsterdam School of Economics, Econometric Institute - Erasmus University Rotterdam and Erasmus University Rotterdam (EUR) - Department of Econometrics

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Citation 3

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5.

Why Frequency Matters for Unit Root Testing

Tinbergen Institute Discussion Paper No. TI 2004-119/4

Number of pages: 17 Posted: 12 Nov 2004

H. Peter Boswijk and Franc Klaassen

Amsterdam School of Economics and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)

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Citation 1

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6.

How Large is Average Economic Growth?

Tinbergen Inst. Discussion Paper No. TI 02-002/4

Number of pages: 20 Posted: 29 Jan 2002

H. Peter Boswijk and Philip Hans Franses

Amsterdam School of Economics and Erasmus University Rotterdam (EUR) - Department of Econometrics

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7.

Inference on Co-Integration Parameters in Heteroskedastic Vector Autoregressions

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Citation 2

2

Inference on Co-Integration Parameters in Heteroskedastic Vector Autoregressions

Tinbergen Institute 13-187/III

Number of pages: 53 Posted: 27 Nov 2013

H. Peter Boswijk, Giuseppe Cavaliere, Anders Rahbek and Robert Taylor

Amsterdam School of Economics, University of Bologna, University of Copenhagen - Department of Statistics and Operations Research and University of Essex - Essex Business SchoolUniversity of Essex

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Inference on Co-Integration Parameters in Heteroskedastic Vector Autoregressions

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 13-13

Number of pages: 52 Posted: 28 Nov 2013

H. Peter Boswijk, Giuseppe Cavaliere, Anders Rahbek and Robert Taylor

Amsterdam School of Economics, University of Bologna, University of Copenhagen - Department of Statistics and Operations Research and University of Essex - Essex Business SchoolUniversity of Essex

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Citation 2

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8.

Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model

Tinbergen Institute Discussion Paper 12-097/III

Number of pages: 23 Posted: 22 Sep 2012

H. Peter Boswijk, Michael Jansson and Morten Ørregaard Nielsen

Amsterdam School of Economics, University of California, Berkeley - Department of Economics and Queen's University - Department of Economics

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9.

Robust Inference on Average Economic Growth

Oxford Bulletin of Economics and Statistics, Vol. 68, No. 3, pp. 345-370, June 2006

Number of pages: 26 Posted: 19 May 2006

H. Peter Boswijk and Philip Hans Franses

Amsterdam School of Economics and Erasmus University Rotterdam (EUR) - Department of Econometrics

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10.

Bias Correcting Adjustment Coefficients in a Cointegrated VAR with Known Cointegrating Vectors

UvA-Econometrics Discussion Paper 2013/05

Number of pages: 9 Posted: 28 Nov 2013

Kees Jan van Garderen and H. Peter Boswijk

University of Amsterdam - Department of Quantitative Economics (KE) and Amsterdam School of Economics

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11.

Adaptive Testing for Cointegration with Nonstationary Volatility

Tinbergen Institute Discussion Paper 2019-043/III

Number of pages: 37 Posted: 26 Jun 2019

H. Peter Boswijk and Yang Zu

Amsterdam School of Economics and University of Nottingham - School of Economics

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12.

Adaptive Wild Bootstrap Tests for a Unit Root with Non‐Stationary Volatility

The Econometrics Journal, Vol. 21, Issue 2, pp. 87-113, 2018

Number of pages: 27 Posted: 02 Jul 2018

H. Peter Boswijk and Yang Zu

Amsterdam School of Economics and University of Nottingham - School of Economics

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Citation 1

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13.

Wake Me Up Before You Go-Garch

Tinbergen Institute Discussion Paper No. 06-079/4

Posted: 22 Sep 2006

H. Peter Boswijk and Roy van der Weide

Amsterdam School of Economics and World Bank

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14.

Success and Failure of Technical Analysis in the Cocoa Futures Market

Posted: 20 Jun 2005

H. Peter Boswijk, Gerwin A. W. Griffioen and Cars H. Hommes

Amsterdam School of Economics, University of Amsterdam - Faculty of Economics and Business (FEB) and University of Amsterdam - Amsterdam School of Economics (ASE)

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15.

Multiple Unit Roots in Periodic Autoregression

Working Paper 1996-2

Posted: 07 Jul 1998

H. Peter Boswijk, Philip Hans Franses and Niels Haldrup

Amsterdam School of Economics, Erasmus University Rotterdam (EUR) - Department of Econometrics and Aarhus University, School of Economics and Management

H. Peter Boswijk

Amsterdam School of Economics

Tinbergen Institute

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Scholarly Papers (15)

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Robust Inference on Average Economic Growth

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Adaptive Wild Bootstrap Tests for a Unit Root with Non‐Stationary Volatility

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