H. Peter Boswijk
Names
first: 
H. Peter 
last: 
Boswijk 
Contact
email: 

homepage: 
http://www.uva.nl/profile/h.p.boswijk 
phone: 
+31 20 525 4316 
postal address: 
Amsterdam School of Economics
University of Amsterdam
PO Box 15867
1001 NJ Amsterdam
The Netherlands 
Affiliations

Universiteit van Amsterdam
→ Faculteit Economie en Bedrijfskunde
→ Amsterdam School of Economics (weight: 53%)
 website
 location: Amsterdam, Netherlands

Tinbergen Instituut (weight: 47%)
 website
 location: Amsterdam, Netherlands
Research profile
author of:

Success and Failure of Technical Trading Strategies in the Cocoa Futures Market
by Gerwin Griffioen & Peter Boswijk & Cars Hommes

Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models
by H. Peter Boswijk & Philip Hans Franses & Dick van Dijk

Testing for a Unit Root with NearIntegrated Volatility
by H. Peter Boswijk

JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSSSECTION MODEL
by DE JONG, G. C. & BOSWIJK, H. P. & CRAMER, J. S.

JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSSSECTION MODEL
by DE JONG, G. C. & BOSWIJK, H. P. & CRAMER, J. S.

Testing Identifiability of Cointegrating Vectors.
by Boswijk, H. Peter

Periodic Cointegration: Representation and Inference.
by Boswijk, H. Peter & Franses, Philip Hans

Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview
by H. Peter Boswijk & Jurgen Doornik

Multiple unit roots in periodic autoregression
by Boswijk, H. Peter & Franses, Philip Hans & Haldrup, Niels

Efficient inference on cointegration parameters in structural error correction models
by Boswijk, H. Peter

Conditional and structural error correction models reply
by Boswijk, H. Peter

Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices
by S. Manzan & P. Boswijk & C. H. Hommes

Testing for periodic integration
by Peter Boswijk, H. & Franses, Philip Hans

Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market
by Boswijk, H. P., Griffioen, G. A. W., Hommes, C. H.

Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models
by Boswijk, H. P. & van Dijk, D. & Franses, P. H.

Testing for a Unit Root with NearIntegrated Volatility
by Boswijk, H. P.

On the Formulation of Wald Tests on LongRun Parameters.
by Boswijk, Peter

Dynamic Specification and Cointegration.
by Boswijk, Peter & Franses, Philip Hans

Finite sample and asymptotic methods in econometrics
by Smith, Richard J. & Boswijk, H. Peter

Seminonparametric cointegration testing
by Boswijk, H. Peter & Lucas, Andre

Testing for an unstable root in conditional and structural error correction models
by Peter Boswijk, H.

Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets
by Boswijk, H. P. & Griffioen, G. A. W. & Hommes, C. H.

Causality and exogeneity in econometrics
by Bauwens, Luc & Peter Boswijk, H. & Urbain, JeanPierre

Robust Inference on Average Economic Growth*
by H. Peter Boswijk & Philip Hans Franses

On the Econometrics of the Bass Diffusion Model
by Boswijk, H. Peter & Franses, Philip Hans

Absorption of shocks in nonlinear autoregressive models
by van Dijk, Dick & Hans Franses, Philip & Peter Boswijk, H.

Distribution approximations for cointegration tests with stationary exogenous regressors
by Jurgen A. Doornik & H. Peter Boswijk

Book reviews
by H. Peter Boswijk

Behavioral heterogeneity in stock prices
by Boswijk, H. Peter & Hommes, Cars H. & Manzan, Sebastiano

Identifying, estimating and testing restricted cointegrated systems: An overview
by H. Peter Boswijk & Jurgen A. Doornik

Lagrancemultiplier tersts for weak exogeneity: a synthesis
by H. Peter Boswijk & JeanPierre Urbain

Wake me up before you GOGARCH
by Boswijk, H. P. & Weide, R. van der

Behavioral Heterogeneity in Stock Prices
by Boswijk, H. P. & Hommes C. H. & Manzan, S.

MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS
by Boswijk, H. Peter

MIXED NORMAL INFERENCE ON MULTICOINTEGRATION
by Boswijk, H. Peter

Nuisance parameter free inference on cointegration parameters in the presence of a variance shift
by Boswijk, H. Peter

Temporal aggregation in a periodically integrated autoregressive process
by Franses, Philip Hans & Boswijk, H. Peter

Cointegration in a historical perspective
by Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick

Twenty years of cointegration
by Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick

Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model
by H. Peter Boswijk & Michael Jansson & Morten Ã. Nielsen

Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
by H. Peter Boswijk & Michael Jansson & Morten Ørregaard Nielsen

Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors
by Kees Jan van Garderen & H. Peter Boswijk

Seminonparametric cointegration testing
by Boswijk, H. Peter & Lucas, André

Why Frequency Matters for Unit Root Testing in Financial Time Series
by H. Peter Boswijk & Franc Klaassen

A comparison of parametric, seminonparametric, adaptive and nonparametric tests
by Boswijk, H. Peter & Lucas, André & Taylor, Nick

Inference on Cointegration Parameters in Heteroskedastic Vector Autoregressions
by H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor

Improved likelihood ratio tests for cointegration rank in the VAR model
by Boswijk, H. Peter & Jansson, Michael & Nielsen, Morten Ørregaard

Wake me up before you GOGARCH
by H. Peter Boswijk & Roy van der Weide

Success and Failure of Technical Trading Strategies in the Cocoa Futures Market
by Peter Boswijk & Gerwin Griffioen & Cars Hommes

Inference on cointegration parameters in heteroskedastic vector autoregressions
by Boswijk, H. Peter & Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A. M. Robert

A Comparison of Parametric, Seminonparametric, Adaptive, and Nonparametric Cointegration Tests
by H. Peter Boswijk & Andre Lucas & Nick Taylor

How Large is Average Economic Growth? Evidence from a Robust Method
by H. Peter Boswijk & Philip Hans Franses

A New Multivariate Product Growth Model
by H. P. Boswijk & D. Fok & P.H. Franses

Testing for a Unit Root with NearIntegrated Volatility
by H. Peter Boswijk

Temporal aggregation in a periodically integrated autoregressive process
by Franses, P. H. & Boswijk, H. P.

Block Local to Unity and Continuous Record Asymptotics
by H. Peter Boswijk

Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors
by H. Peter Boswijk & Jurgen A. Doornik

Behavioral Heterogeneity in Stock Prices
by Peter Boswijk & Cars H. Hommes & Sebastiano Manzan

Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
by H. Peter Boswijk & Michael Jansson & Morten Ø. Nielsen

Inference on Cointegration Parameters in Heteroskedastic Vector Autoregressions
by H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor

Why Frequency Matters for Unit Root Testing
by H. Peter Boswijk & Franc Klaassen

Cartel dating
by H. Peter Boswijk & Maurice J. G. Bun & Maarten Pieter Schinkel

Testing for selfexcitation in jumps
by Boswijk, H. Peter & Laeven, Roger J. A. & Yang, Xiye

Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems
by H. Peter Boswijk & Paolo Paruolo

Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
by Boswijk, H. Peter & Jansson, Michael & ÃŸrregaard Nielsen, Morten

Cartel Dating
by H. Peter Boswijk & Maurice J. G. Bun & Maarten Pieter Schinkel

Consistent nonparametric specification tests for stochastic volatility models based on the return distribution
by Zu, Yang & Boswijk, H. Peter

UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
by H. Peter Boswijk & Philip Hans Franses

Adaptive wild bootstrap tests for a unit root with non‐stationary volatility
by H. Peter Boswijk & Yang Zu

Cartel dating
by H. Peter Boswijk & Maurice J. G. Bun & Maarten Pieter Schinkel

Adaptive Testing for Cointegration with Nonstationary Volatility
by Peter Boswijk & Yang Zu

Robust inference on average economic growth
by Boswijk, H. P. & Franses, Ph. H. B. F.

Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors
by van Garderen, Kees Jan & Peter Boswijk, H.

Estimating spot volatility with highfrequency financial data
by Zu, Yang & Peter Boswijk, H.

The Econometrics Of The Bass Diffusion Model
by Boswijk, H. P. & Franses, Ph. H. B. F.

Method of moments estimation of GOGARCH models
by Peter Boswijk, H. & van der Weide, Roy

Asymmetric and common absorption of shocks in nonlinear autoregressive models
by van Dijk, D. J. C. & Franses, Ph. H. B. F. & Boswijk, H. P.

Testing for Cointegration with Nonstationary Volatility
by Boswijk, H. P. & Zu, Y.

Bootstrapping NonStationary Stochastic Volatility
by Peter Boswijk & Giuseppe Cavaliere & Iliyan Georgiev & Anders Rahbek

Adaptive Wild Bootstrap Tests for a Unit Root With Non‐Stationary Volatility
by H. Peter Boswijk & Yang Zu