Advanced Search

H. Peter Boswijk

Contents:

This is information that was supplied by H. Peter Boswijk in registering through RePEc. If you are H. Peter Boswijk , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: H. Peter
Middle Name:
Last Name: Boswijk
Suffix:

RePEc Short-ID: pbo14

Email:
Homepage: http://www.ase.uva.nl/pp/hpboswijk/
Postal Address: Department of Quantitative Economics Universiteit van Amsterdam Roetersstraat 11 1018 WB Amsterdam The Netherlands
Phone: +31 20 525 4316

Affiliation

(in no particular order)

Works


Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. H.P. Boswijk & D. Fok & P.-H. Franses, 2006. "A New Multivariate Product Growth Model," Tinbergen Institute Discussion Papers 06-027/4, Tinbergen Institute.
  2. H. Peter Boswijk & Roy van der Weide, 2006. "Wake me up before you GO-GARCH," Tinbergen Institute Discussion Papers 06-079/4, Tinbergen Institute, revised 21 Sep 2006.
  3. Peter Boswijk & Cars H. Hommes & Sebastiano Manzan, 2005. "Behavioral Heterogeneity in Stock Prices," Tinbergen Institute Discussion Papers 05-052/1, Tinbergen Institute.
  4. H. Peter Boswijk & Franc Klaassen, 2005. "Why Frequency Matters for Unit Root Testing," Tinbergen Institute Discussion Papers 04-119/4, Tinbergen Institute.
  5. H. Peter Boswijk & Jurgen Doornik, 2003. "Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview," Economics Papers 2003-W10, Economics Group, Nuffield College, University of Oxford.
  6. S. Manzan & P. Boswijk & C.H. Hommes, 2003. "Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices," Computing in Economics and Finance 2003 252, Society for Computational Economics.
  7. H. Peter Boswijk & Philip Hans Franses, 2002. "How Large is Average Economic Growth? Evidence from a Robust Method," Tinbergen Institute Discussion Papers 02-002/4, Tinbergen Institute.
  8. Boswijk, H.P. & Franses, Ph.H.B.F., 2002. "The Econometrics Of The Bass Diffusion Model," Research Paper ERS-2002-66-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
  9. Boswijk, H.P. & Franses, Ph.H.B.F., 2001. "Robust inference on average economic growth," Econometric Institute Report EI 2001-47, Erasmus University Rotterdam, Econometric Institute.
  10. H. Peter Boswijk, 2001. "Block Local to Unity and Continuous Record Asymptotics," Tinbergen Institute Discussion Papers 01-078/4, Tinbergen Institute.
  11. Gerwin Griffioen & Peter Boswijk & Cars Hommes, 2001. "Success and Failure of Technical Trading Strategies in the Cocoa Futures Market," CeNDEF Workshop Papers, January 2001 4A.4, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  12. H. Peter Boswijk & Philip Hans Franses & Dick van Dijk, 2000. "Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models," Econometric Society World Congress 2000 Contributed Papers 0765, Econometric Society.
  13. H. Peter Boswijk, 2000. "Testing for a Unit Root with Near-Integrated Volatility," Econometric Society World Congress 2000 Contributed Papers 1101, Econometric Society.
  14. H. Peter Boswijk & Andre Lucas & Nick Taylor, 1999. "A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests," Tinbergen Institute Discussion Papers 99-012/4, Tinbergen Institute.
  15. H. Peter Boswijk & Jurgen A. Doornik, 1999. "Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors," Tinbergen Institute Discussion Papers 99-013/4, Tinbergen Institute.
  16. Boswijk, H. Peter & Lucas, Andr‚ & Taylor, Nick, 1998. "A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests," Serie Research Memoranda 0062, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  17. Boswijk, H. Peter & Lucas, Andr‚, 1997. "Semi-nonparametric cointegration testing," Serie Research Memoranda 0041, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  18. H. Peter Boswijk & Philip Hans Franses, 1997. "Common Persistence in Nonlinear Autoregressive Models," Tinbergen Institute Discussion Papers 97-003/4, Tinbergen Institute.
  19. Boswijk,P. & Franses,P.H. & Haldrup,N., 1996. "Multiple Unit Roots in Periodic Autoregression," Economics Working Papers 1996-2, School of Economics and Management, University of Aarhus.
  20. De Jong, G.C. & Boswijk, H.P. & Cramer, J.S., 1988. "Joint Prediction Of Automobile Ownership And Mileage By A Cross-Section Model," Papers ae_2-88, Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics.
  21. Dolado, Juan José & Phillips, Peter C. B. & Boswijk, H. Peter, . "Optimal Structural Estimation of Triangular Systems: The Non-stationary Case. Solutions," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/3402, Universidad Carlos III de Madrid.

Articles

  1. Boswijk, H. Peter, 2010. "Nuisance parameter free inference on cointegration parameters in the presence of a variance shift," Economics Letters, Elsevier, vol. 107(2), pages 190-193, May.
  2. Boswijk, H. Peter, 2010. "Mixed Normal Inference On Multicointegration," Econometric Theory, Cambridge University Press, vol. 26(05), pages 1565-1576, October.
  3. van Dijk, Dick & Hans Franses, Philip & Peter Boswijk, H., 2007. "Absorption of shocks in nonlinear autoregressive models," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4206-4226, May.
  4. Boswijk, H. Peter & Hommes, Cars H. & Manzan, Sebastiano, 2007. "Behavioral heterogeneity in stock prices," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1938-1970, June.
  5. H. Peter Boswijk & Philip Hans Franses, 2006. "Robust Inference on Average Economic Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(3), pages 345-370, 06.
  6. Bauwens, Luc & Peter Boswijk, H. & Urbain, Jean-Pierre, 2006. "Causality and exogeneity in econometrics," Journal of Econometrics, Elsevier, vol. 132(2), pages 305-309, June.
  7. Jurgen A. Doornik & H. Peter Boswijk, 2005. "Distribution approximations for cointegration tests with stationary exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 797-810.
  8. Boswijk, H. Peter & Franses, Philip Hans, 2005. "On the Econometrics of the Bass Diffusion Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 255-268, July.
  9. H. Peter Boswijk & Jurgen A. Doornik, 2004. "Identifying, estimating and testing restricted cointegrated systems: An overview," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 58(4), pages 440-465.
  10. Boswijk, H. Peter & Lucas, Andre, 2002. "Semi-nonparametric cointegration testing," Journal of Econometrics, Elsevier, vol. 108(2), pages 253-280, June.
  11. Smith, Richard J. & Boswijk, H. Peter, 2002. "Finite sample and asymptotic methods in econometrics," Journal of Econometrics, Elsevier, vol. 111(2), pages 135-140, December.
  12. Boswijk, H. Peter, 2000. "Mixed Normality And Ancillarity In I(2) Systems," Econometric Theory, Cambridge University Press, vol. 16(06), pages 878-904, December.
  13. H.Peter Boswijk, 1998. "Book reviews," Econometric Reviews, Taylor and Francis Journals, vol. 17(3), pages 329-334.
  14. Boswijk, H. Peter & Franses, Philip Hans & Haldrup, Niels, 1997. "Multiple unit roots in periodic autoregression," Journal of Econometrics, Elsevier, vol. 80(1), pages 167-193, September.
  15. H. Peter Boswijk & Jean-Pierre Urbain, 1997. "Lagrance-multiplier tersts for weak exogeneity: a synthesis," Econometric Reviews, Taylor and Francis Journals, vol. 16(1), pages 21-38.
  16. Boswijk, H. Peter & Lu, Maozo, 1997. "Roots of an Orthogonal Matrix—Solution," Econometric Theory, Cambridge University Press, vol. 13(06), pages 894-895, December.
  17. Boswijk, H Peter, 1996. "Testing Identifiability of Cointegrating Vectors," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 153-60, April.
  18. Franses, Philip Hans & Boswijk, H. Peter, 1996. "Temporal aggregation in a periodically integrated autoregressive process," Statistics & Probability Letters, Elsevier, vol. 30(3), pages 235-240, October.
  19. Boswijk, H. Peter, 1995. "Conditional and structural error correction models reply," Journal of Econometrics, Elsevier, vol. 69(1), pages 173-175, September.
  20. Boswijk, H. Peter, 1995. "Efficient inference on cointegration parameters in structural error correction models," Journal of Econometrics, Elsevier, vol. 69(1), pages 133-158, September.
  21. Peter Boswijk, H. & Franses, Philip Hans, 1995. "Testing for periodic integration," Economics Letters, Elsevier, vol. 48(3-4), pages 241-248, June.
  22. Boswijk, H Peter & Franses, Philip Hans, 1995. "Periodic Cointegration: Representation and Inference," The Review of Economics and Statistics, MIT Press, vol. 77(3), pages 436-54, August.
  23. Boswijk, Peter & Neudecker, Heinz, 1994. "An Inequality Between Perpendicular Least-Squares and Ordinary Least-Squares," Econometric Theory, Cambridge University Press, vol. 10(02), pages 441-442, June.
  24. Peter Boswijk, H., 1994. "Testing for an unstable root in conditional and structural error correction models," Journal of Econometrics, Elsevier, vol. 63(1), pages 37-60, July.
  25. Boswijk, Peter, 1993. "On the Formulation of Wald Tests on Long-Run Parameters," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(1), pages 137-44, February.
  26. Boswijk, Peter & Franses, Philip Hans, 1992. "Dynamic Specification and Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 369-81, August.
  27. Boswijk, H. Peter, 1991. "Optimal Structural Estimation of Triangular Systems: I. The Stationary Case," Econometric Theory, Cambridge University Press, vol. 7(03), pages 428-431, September.
  28. Phillips, Peter C.B. & Dolado, Juan J. & Boswijk, H. Peter, 1991. "Optimal Structural Estimation of Triangular Systems: II. The Nonstationary Case," Econometric Theory, Cambridge University Press, vol. 7(04), pages 549-558, December.
  29. Boswijk, H.P. & Neudecker, H., 1990. "Property of a Matrix Used in Multidimensional Scaling," Econometric Theory, Cambridge University Press, vol. 6(02), pages 285-285, June.

NEP Fields

16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2003-10-20
  2. NEP-ECM: Econometrics (9) 1999-05-03 1999-06-08 2001-10-16 2002-02-14 2002-03-27 2002-08-10 2003-04-04 2006-04-22 2006-10-07 Author is listed
  3. NEP-ETS: Econometric Time Series (11) 1999-05-03 1999-06-08 2001-10-16 2001-10-16 2001-12-04 2001-12-04 2002-02-10 2002-03-14 2002-03-14 2003-04-02 2006-10-07 Author is listed
  4. NEP-FIN: Finance (2) 2001-05-02 2003-10-20
  5. NEP-FMK: Financial Markets (2) 2001-05-02 2003-10-20
  6. NEP-IFN: International Finance (2) 2001-05-02 2001-12-04
  7. NEP-MKT: Marketing (1) 2006-04-22
  8. NEP-RMG: Risk Management (1) 2003-10-20

Statistics

This author is among the top 5% authors according to these criteria:
  1. Closeness measure in co-authorship network
  2. Betweenness measure in co-authorship network

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

To update listings or check citations waiting for approval, H. Peter Boswijk should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to correct references and citations.

To link different versions of the same work, where versions have a different title, email the respective handles to

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.