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

Downloads 536 (60,157)

Citation 3

Abstract:

2.

Behavioral Heterogeneity in Stock Prices

Downloads 511 ( 63,879)

Citation 89

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

Downloads 296 (119,530)

Citation 1

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

Downloads 215 (165,125)

Citation 18

Abstract:

3.

Cartel Dating

Downloads 406 ( 84,390)

Citation 5

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

Downloads 350 (99,368)

Citation 4

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 56 (432,418)

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 and Philip Hans Franses

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

Downloads 164 (210,998)

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 127 (259,256)

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 (272,163)

Abstract:

7.

Inference on Co-Integration Parameters in Heteroskedastic Vector Autoregressions

Downloads 52 (440,298)

Citation 4

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

Downloads 34 (530,544)

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 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 Essex - Essex Business SchoolUniversity of Essex

Downloads 18 (636,111)

Citation 4

Abstract:

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

Downloads 25 (568,464)

Citation 3

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 19 (607,773)

Citation 2

Abstract:

10.

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 18 (614,498)

Citation 2

Abstract:

11.

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 16 (628,126)

Abstract:

12.

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 (628,126)

Add to Cart

Abstract:

13.

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

Downloads 1 (745,286)

Citation 2

Add to Cart

Abstract:

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 University of Amsterdam - Amsterdam School of Economics (ASE)

Abstract:

16.

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

16

Top 27,880

2,010

Top 5,940

44

173

Scholarly Papers (16)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Robust Inference on Average Economic Growth

Abstract:

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

Abstract:

Abstract:

Abstract:

Abstract: