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Pieter Omtzigt


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Personal Details

First Name: Pieter
Middle Name:
Last Name: Omtzigt

RePEc Short-ID: pom4

Postal Address: Pieter Omtzigt Tweede Kamer der Staten-Generaal Postbus 20018 2500 EA Den Haag Netherlands
Phone: +31 70 318 2524


Tweede Kamer der Staten-Generaal (Dutch Parliament)
Location: The Hague


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Working papers

  1. Mira Antonietta & Omtzigt Pieter, 2003. "Stationary preserving and efficiency increasing probability mass transfer made possible," Economics and Quantitative Methods qf0313, Department of Economics, University of Insubria.
  2. Cubadda, Gianluca & Omtzigt, Pieter, 2003. "Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems," Economics & Statistics Discussion Papers esdp03012, University of Molise, Dept. EGSeI.
  3. Bernasconi Michele & Kirchkamp Oliver & Paruolo Paolo, 2003. "Expectations and perceived causality in fiscal policy: an experimental analysis using real world data," Economics and Quantitative Methods qf0224, Department of Economics, University of Insubria.
  4. Omtzigt Pieter, 2003. "Bartlett corrections in stationary VARs," Economics and Quantitative Methods qf0006, Department of Economics, University of Insubria.
  5. Omtzigt Pieter & Paruolo Paolo, 2002. "Impact factors," Economics and Quantitative Methods qf0203, Department of Economics, University of Insubria.
  6. Omtzigt Pieter & Fachin Stefano, 2002. "Bootstrapping and Bartlett corrections in the cointegrated VAR model," Economics and Quantitative Methods qf0212, Department of Economics, University of Insubria.
  7. Omtzigt Pieter, 2002. "Automatic identification and restriction of the cointegration space," Economics and Quantitative Methods qf0213, Department of Economics, University of Insubria.
  8. Omtzigt Pieter, 2002. "Money Demand in the Netherlands," Economics and Quantitative Methods qf0214, Department of Economics, University of Insubria.
  9. Omtzigt Pieter, 2002. "Automatic identification of simultaneous equations models," Economics and Quantitative Methods qf0201, Department of Economics, University of Insubria.
  10. M. Dudek Carolyn & Pieter Omtzigt, 2001. "Globalization's challenge to pension reform in Western Europe," Economics and Quantitative Methods qf0107, Department of Economics, University of Insubria.


  1. Pieter Omtzigt & Stefano Fachin, 2006. "The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors," Econometric Reviews, Taylor & Francis Journals, vol. 25(1), pages 41-60.
  2. Cubadda, Gianluca & Omtzigt, Pieter, 2005. "Small-sample improvements in the statistical analysis of seasonally cointegrated systems," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 333-348, April.
  3. Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (2) 2003-04-27 2003-05-15. Author is listed
  2. NEP-ECM: Econometrics (6) 2003-05-12 2003-05-12 2003-05-16 2003-05-16 2003-11-09 2003-11-30. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2003-05-15 2003-05-15 2003-11-09. Author is listed


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