Author Page for H. Peter Boswijk

1.

The Econometrics of the Bass Diffusion Model

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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Citation 3

Abstract:

2.

Behavioral Heterogeneity in Stock Prices

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Citation 93

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, Government of Canada - Bank of Canada and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Downloads 311 (134,858)

Citation 3

Abstract:

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, Government of Canada - Bank of Canada and University of Amsterdam - Department of Quantitative Economics (KE)

Downloads 224 (187,704)

Citation 18

Abstract:

3.

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

Downloads 372 (110,838)

Citation 5

Abstract:

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

Downloads 60 (485,183)

Citation 1

Abstract:

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, D. Fok and Philip Hans Franses

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

Downloads 167 (244,269)

Citation 3

Abstract:

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)

Downloads 131 (296,611)

Citation 2

Abstract:

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

Downloads 119 (318,415)

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7.

Jump Contagion among Stock Market Indices: Evidence from Option Markets

tinbergen Institute Discussion Paper 2021-086/III

Number of pages: 66 Posted: 28 Sep 2021 Last Revised: 02 Feb 2022

H. Peter Boswijk, Roger J. A. Laeven, Andrei Lalu and Evgenii Vladimirov

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

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8.

Inference on Co-Integration Parameters in Heteroskedastic Vector Autoregressions

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Citation 5

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, Robert Taylor and Robert Taylor

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

Downloads 34 (612,851)

Citation 1

Abstract:

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, Robert Taylor and Robert Taylor

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

Downloads 20 (715,244)

Citation 4

Abstract:

9.

Bootstrapping Non-Stationary Stochastic Volatility

Tinbergen Institute Discussion Paper 2019-083/III

Number of pages: 38 Posted: 17 Dec 2019

H. Peter Boswijk, Giuseppe Cavaliere, Iliyan Georgiev and Anders Rahbek

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

Downloads 32 (610,122)

Citation 2

Abstract:

10.

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 Aarhus University - Department of Economics and Business Economics

Downloads 26 (648,781)

Citation 3

Abstract:

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

Downloads 21 (685,155)

Citation 2

Abstract:

12.

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

Downloads 19 (700,434)

Abstract:

13.

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

Downloads 16 (724,440)

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14.

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

Abstract:

15.

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 Government of Canada - Bank of Canada

Abstract:

16.

Multiple Unit Roots in Periodic Autoregression

Working Paper 1996-2

Posted: 07 Jul 1998

H. Peter Boswijk, Philip Hans Franses, Niels Haldrup and Niels Haldrup

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

H. Peter Boswijk

Amsterdam School of Economics

Tinbergen Institute

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Scholarly Papers (16)

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