H. Peter Boswijk : Citation Profile

Are you H. Peter Boswijk?

Universiteit van Amsterdam (53% share)
Tinbergen Instituut (47% share)

16

H index

22

i10 index

1064

Citations

RESEARCH PRODUCTION:

38

Articles

40

Papers

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 34
   Journals where H. Peter Boswijk has often published
   Relations with other researchers
   Recent citing documents: 132.    Total self citations: 22 (2.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo14
   Updated: 2022-05-21    RAS profile: 2020-02-05    
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Relations with other researchers

Works with:

Zu, Yang (3)

Cavaliere, Giuseppe (2)

Rahbek, Anders (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with H. Peter Boswijk.

Is cited by:

Hommes, Cars (34)

Shahbaz, Muhammad (34)

Westerhoff, Frank (31)

Paruolo, Paolo (22)

Franses, Philip Hans (19)

del Barrio Castro, Tomás (18)

He, Xuezhong (Tony) (15)

Zwinkels, Remco (15)

Taylor, Robert (14)

Ahad, Muhammad (13)

Lütkepohl, Helmut (13)

Cites to:

Johansen, Soren (31)

Phillips, Peter (19)

Lucas, Andre (18)

Cavaliere, Giuseppe (15)

Hansen, Bruce (14)

Taylor, Robert (14)

Franses, Philip Hans (13)

Rahbek, Anders (11)

Engle, Robert (11)

Bollerslev, Tim (10)

Shiller, Robert (9)

Main data

Where H. Peter Boswijk has published?

Journals with more than one article published# docs
Journal of Econometrics14
Oxford Bulletin of Economics and Statistics3
Economics Letters3
Econometric Theory2
Journal of Business & Economic Statistics2
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute15
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance5
UvA-Econometrics Working Papers / Universiteit van Amsterdam, Dept. of Econometrics2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2
Serie Research Memoranda / VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics2

Recent works citing H. Peter Boswijk (2021 and 2020)

YearTitle of citing document
2020Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests. (2020). Nathaniel, Solomon P ; Ali, Hamisu S ; Sarkodie, Samuel A ; Bekun, Festus V ; Uzuner, Gizem. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/010.

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2020Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus ; Nathaniel, Solomon P. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/013.

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2020Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests. (2020). Nathaniel, Solomon P ; Ali, Hamisu S ; Sarkodie, Samuel A ; Bekun, Festus V ; Uzuner, Gizem. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/010.

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2020Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus V ; Nathaniel, Solomon P. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/013.

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2021Female Labour Force Participation in Saudi Arabia and its Determinants. (2021). Agboola, Mary Oluwatoyin. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:310288.

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2021Decoupling the short- and long-term behavior of stochastic volatility. (2017). Bennedsen, Mikkel ; Pakkanen, Mikko S ; Lunde, Asger. In: Papers. RePEc:arx:papers:1610.00332.

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2021New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2020Spectral Targeting Estimation of $\lambda$-GARCH models. (2020). Hetland, Simon. In: Papers. RePEc:arx:papers:2007.02588.

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2021Inference in heavy-tailed non-stationary multivariate time series. (2021). Cavaliere, Giuseppe ; Barigozzi, Matteo ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2107.13894.

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2021Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems. (2021). , Peter ; PEter, ; Kheifets, Igor L. In: Papers. RePEc:arx:papers:2108.03486.

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2022Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. (2022). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2202.02532.

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2022Bootstrap Cointegration Tests in ARDL Models. (2022). Zoia, Maria Grazia ; Vacca, Gianmarco ; Bertelli, Stefano. In: Papers. RePEc:arx:papers:2204.04939.

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2020Testing the nexus between renewable energy consumption and environmental quality in Nigeria: The role of broad‐based financial development. (2020). Dabwor, Dalis T ; Goshit, Gideon G ; Iorember, Paul Terhemba. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:2:p:163-175.

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2021Breaking the carbon curse: The role of financial development in facilitating low?carbon and sustainable development in Algeria. (2021). EFFIONG, EKPENO ; Okere, Ikechukwu Kingsley ; Okpoto, Sunday Ituma ; Nwani, Chinazaekpere. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:300-315.

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2022Consumption?based carbon emissions, renewable energy consumption, financial development and economic growth in Chile. (2022). Kirikkaleli, Dervis ; Adebayo, Tomiwa Sunday ; Gungor, Hasan. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:3:p:1123-1137.

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2022Periodic autoregressive conditional duration. (2022). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:5-29.

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2020Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach. (2020). Chen, Zhenxi. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:2:p:262-281.

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2020DOES EXCHANGE RATE HAVE ASYMMETRIC IMPACT ON TRADE BALANCE? FRESH INSIGHTS FROM COMBINED COINTEGRATION. (2020). Nathaniel, Solomon Prince. In: Studies in Business and Economics. RePEc:blg:journl:v:15:y:2020:i:1:p:259-269.

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2022Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors. (2022). Canepa, Alessandra ; Alessandra, Canepa. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:14:y:2022:i:1:p:51-85:n:1.

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2022Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data. (2022). Wang, H ; Linton, O ; Bu, R. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2218.

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2022.

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2021The Nonlinear Effects of Oil Rent Dependence on Malaysian Manufacturing: Implications from Structural Change using a Markov-Regime Switching Model. (2021). Badeeb, Ramez ; Philip, Abey P ; Clark, Jeremy. In: Working Papers in Economics. RePEc:cbt:econwp:21/11.

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2021Modelling the Impact of Energy Consumption, Natural Resources, and Urbanization on Ecological Footprint in South Africa: Assessing the Moderating Role of Human Capital. (2021). Bekun, Festus ; Faizulayev, Alimshan ; Nathaniel, Solomon Prince. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-16.

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2021Does Energy Consumption Impact The Environment? Evidence from Australia Using the JJ Bayer-Hanck Cointegration Technique and the Autoregressive Distributed Lag Test. (2021). Khanal, Avishek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-23.

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2021The Role of ICT and Energy Consumption on Carbon Emissions: An Australian Evidence Using Cointegration Test and ARDL Long-run and Short-run Methodology. (2021). Khanal, Avishek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-50.

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2020Does the “uptick rule” stabilize the stock market? Insights from adaptive rational equilibrium dynamics. (2020). Radi, Davide ; Dercole, Fabio. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:130:y:2020:i:c:s0960077919303625.

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2020Co-existence of trend and value in financial markets: Estimating an extended Chiarella model. (2020). Bouchaud, Jean-Philippe ; Ciliberti, Stefano ; Majewski, Adam A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301885.

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2021Stock prices and the risk-free rate: An internal rationality approach. (2021). Zhang, Tongbin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000385.

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2021A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts. (2021). Kurita, Takamitsu ; Castle, Jennifer L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000749.

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2021Multi-agent-based VaR forecasting. (2021). Poddig, Thorsten ; Fieberg, Christian ; Tubbenhauer, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001664.

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2020Normalising cointegrating relationships subject to long-run exclusion. (2020). Kurita, Takamitsu. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301269.

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2020Adaptive estimation of AR? models with time-varying variances. (2020). Wu, Jilin ; Zhang, Erhua. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520304018.

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2020Nonparametric filtering of conditional state-price densities. (2020). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:295-325.

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2021An automated approach towards sparse single-equation cointegration modelling. (2021). Smeekes, Stephan ; Wijler, Etienne. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:247-276.

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2021Nonparametric estimation of jump diffusion models. (2021). Wang, Bin ; Park, Joon Y. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:688-715.

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2021Bootstrapping non-stationary stochastic volatility. (2021). Rahbek, Anders ; Cavaliere, Giuseppe ; Georgiev, Iliyan ; Boswijk, Peter H. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:161-180.

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2022Occupation density estimation for noisy high-frequency data. (2022). Bollerslev, Tim ; Li, Jia ; Zhang, Congshan. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:189-211.

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2022Testing for episodic predictability in stock returns. (2022). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Georgiev, Iliyan. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:85-113.

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2021Bootstrap seasonal unit root test under periodic variation. (2021). Politis, Dimitris N ; Zou, Nan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:1-21.

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2021Household Lifetime Strategies under a Self-Contagious Market. (2021). Jin, Zhuo ; Liu, Guo. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:3:p:935-952.

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2021Cointegration of electricity consumption and GDP in the presence of smooth structural changes. (2021). Arčabić, Vladimir ; Imurina, Jurica ; Sonora, Robert J ; Gelo, Tomislav ; Arabi, Vladimir. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001018.

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2021Gas flaring, ineffective utilization of energy resource and associated economic impact in Nigeria: Evidence from ARDL and Bayer-Hanck cointegration techniques. (2021). Adeleye, Bosede N ; Okoro, Emmanuel E ; Maxwell, Omeje ; Okoye, Lawrence U. In: Energy Policy. RePEc:eee:enepol:v:153:y:2021:i:c:s0301421521001294.

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2021Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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2020Bitcoin: Speculative asset or innovative technology?. (2020). Lee, Adrian ; Zheng, Huanhuan ; Li, Mengling . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300937.

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202130 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Pea, Daniel ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337.

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2021A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs. (2021). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000042.

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2020Absence of speculation in the European sovereign debt markets. (2020). Frijns, Bart. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:245-265.

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2020Confidence and decision-making in experimental asset markets. (2020). Roulund, Rasmus Pank ; Aragon, Nicolas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:688-718.

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2021Heterogeneous expectations, housing bubbles and tax policy. (2021). Westerhoff, Frank ; Schmitt, Noemi ; Martin, Carolin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:555-573.

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2021Comparing behavioural heterogeneity across asset classes. (2021). , Remco ; Hommes, Cars H ; Ellen, Saskia Ter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:747-769.

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2021Sentiment: The bridge between financial markets and macroeconomy. (2021). Chen, Zhenxi ; Lin, Yaheng ; Lien, Donald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:1177-1190.

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2021Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics.. (2021). Makarewicz, Tomasz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:190:y:2021:i:c:p:626-673.

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2021Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets. (2021). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:117-136.

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2020Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data. (2020). Kurita, Takamitsu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:178:y:2020:i:c:s0047259x19300910.

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2020Natural resources rents nexus with financial development in the presence of globalization: Is the “resource curse” exist or myth?. (2020). Zhang, Weike ; Bibi, Ayesha ; Kirikkaleli, Dervis ; Guan, Jialin. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720301033.

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2020Are too many natural resources to blame for the shape of the Environmental Kuznets Curve in resource-based economies?. (2020). Shahbaz, Muhammad ; Lean, Hooi Hooi ; Badeeb, Ramez. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309213.

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2020The effects of shale oil production, capital and labour on economic growth in the United States: A maximum likelihood analysis of the resource curse hypothesis. (2020). Solarin, Sakiru Adebola. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309249.

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2020Crude oil price and private sector of Saudi Arabia: Do globalization and financial development matter? New evidence from combined cointegration test. (2020). Alotaibi, Mohammed Naif ; Abid, Mehdi. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420719303770.

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2021Asymmetries in the effect of oil rent shocks on economic growth: A sectoral analysis from the perspective of the oil curse. (2021). Szulczyk, Kenneth ; Badeeb, Ramez ; Lean, Hooi Hooi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003366.

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2021Jumps at ultra-high frequency: Evidence from the Chinese stock market. (2021). Liu, Qiang ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19305402.

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2021Structural vector error correction modelling of Bitcoin price. (2021). le Fur, Eric ; Lefur, Eric ; HAFFAR, Adlane . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:170-178.

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2020The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Zeng, Hongchao ; Wu, Lei ; Han, Liyan ; Jin, Jiayu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:92-117.

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2020Composite hedge and utility maximization for optimal futures hedging. (2020). Feng, Yun ; Cui, Yan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:15-32.

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2020Noise trading, institutional trading, and opinion divergence: Evidence on intraday data in the Chinese stock market. (2020). Zhang, Lin ; Zhao, Tiao ; Hu, Yingyi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:74-89.

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2020Edgeworth corrections for spot volatility estimator. (2020). Liu, Zhi ; He, Lidan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:164:y:2020:i:c:s0167715220301127.

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2020Studying dynamic market size-based adoption modeling & product diffusion under stochastic environment. (2020). Singh, Ompal ; Anand, Adarsh ; Singhal, Shakshi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:161:y:2020:i:c:s0040162520311112.

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2021How do technological innovation and fiscal decentralization affect the environment? A story of the fourth industrial revolution and sustainable growth. (2021). Ahmad, Shabbir ; Tan, Zhixiong ; Awan, Usama ; Cheng, YA. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:162:y:2021:i:c:s0040162520312245.

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2021Is technological innovation making world Greener? An evidence from changing growth story of China. (2021). Caglar, Ersin ; Akram, Rabia ; Umar, Muhammad ; Wang, Kai-Hua. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:165:y:2021:i:c:s0040162520313421.

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2020Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests. (2020). Uzuner, Gizem ; Ali, Hamisu S ; Nathaniel, Solomon P ; Sarkodie, Samuel A ; Bekun, Festus V. In: Working Papers. RePEc:exs:wpaper:20/010.

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2020Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus V ; Nathaniel, Solomon P. In: Working Papers. RePEc:exs:wpaper:20/013.

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2021State Space Model to Detect Cycles in Heterogeneous Agents Models. (2021). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2021_10.rdf.

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2022Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. (2022). Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_02.rdf.

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2020Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size. (2020). Bauer, Dietmar ; Li, Yuanyuan. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:38-:d:415196.

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2020Financial Liberalisation, Political Stability, and Economic Determinants of Real Economic Growth in Kenya. (2020). Golam, Asan Ali ; Rehman, Syed Abdul ; Mardani, Abbas ; Mursitama, Tirta Nugraha ; Loganathan, Nanthakumar ; Yakubu, Zakaria. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:13:p:3426-:d:379730.

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2020Oil Price, Energy Consumption, and CO 2 Emissions in Turkey. New Evidence from a Bootstrap ARDL Test. (2020). Samour, Ahmed ; Aga, Mehmet ; Abumunshar, Mohammed. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:21:p:5588-:d:434882.

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2021Nexus between Economic Policy Uncertainty and Renewable Energy Consumption in BRIC Nations: The Mediating Role of Foreign Direct Investment and Financial Development. (2021). Qamruzzaman, M D ; Zhang, Yongliang ; Jahan, Ishrat ; Karim, Salma. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:15:p:4687-:d:607082.

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2021Empirical Study on CO 2 Emissions, Financial Development and Economic Growth of the BRICS Countries. (2021). Wong, Wing-Keung ; Xing, Zhijie ; Wang, Mei-Chih ; Wu, Yang-Che ; Li, Fangjhy. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:21:p:7341-:d:672267.

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2021Insurance Market Development, Energy Consumption, and Turkey’s CO 2 Emissions. New Perspectives from a Bootstrap ARDL Test. (2021). Samour, Ahmed ; Danju, Danbala ; Altarhouni, Abdulsalam. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:7830-:d:685397.

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2021Risk Spillover during the COVID-19 Global Pandemic and Portfolio Management. (2021). Yousfi, Mohamed ; Bouzgarrou, Houssam ; Dhaoui, Abderrazak. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:222-:d:554950.

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2021The Impact of Public-Private Partnership Investment in Energy and Technological Innovation on Ecological Footprint: The Case of Pakistan. (2021). Memon, Javed Ahmed ; Chunling, LI ; Kirikkaleli, Dervis ; Ali, Minhaj ; le Thanh, Tiep. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10085-:d:631861.

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2021Analysis of Housing Market Dynamics Considering the Structural Characteristics of Mortgage Interest. (2021). Kim, Jaejun ; Lee, Joosung ; Baek, Insoo. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:19:p:10523-:d:640825.

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2021Are Tourism and Energy Consumption Linked? Evidence from Australia. (2021). Velayutham, Eswaran ; Khanam, Rasheda ; Rahman, Mohammad Mafizur ; Khanal, Avishek. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:19:p:10800-:d:645589.

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2021Sustainability of the Moderating Role of Financial Development in the Determinants of Environmental Degradation: Evidence from Turkey. (2021). Wong, Wing-Keung ; Adebayo, Tomiwa Sunday ; Odugbesan, Jamiu Adetola ; Rjoub, Husam. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:1844-:d:495711.

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2021A Multivariate VAR Model for Evaluating Sustainable Finance and Natural Resource Curse in West Africa: Evidence from Nigeria and Ghana. (2021). Enemona, Joseph Onuche ; Shobande, Olatunji Abdul. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2847-:d:511659.

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2021Investigating the Causal Relationships among Carbon Emissions, Economic Growth, and Life Expectancy in Turkey: Evidence from Time and Frequency Domain Causality Techniques. (2021). Wong, Wing-Keung ; Adebayo, Tomiwa Sunday ; Odugbesan, Jamiu Adetola ; Rjoub, Husam. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2924-:d:512975.

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2021Do Public–Private Partnership Investment in Energy and Technological Innovation Matter for Environmental Sustainability in the East Asia and Pacific Region? An Application of a Frequency Domain Causal. (2021). Kirikkaleli, Dervis ; Castanho, Rui Alexandre ; Gen, Sema Yilmaz ; Adebayo, Tomiwa Sunday. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3039-:d:514612.

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2021Investigating the Linkage between Economic Growth and Environmental Sustainability in India: Do Agriculture and Trade Openness Matter?. (2021). Orhan, Ayhan ; Kirikkaleli, Dervis ; Gen, Sema Yilmaz ; Adebayo, Tomiwa Sunday. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:9:p:4753-:d:542095.

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2020Assessing the long-term impact of agricultural research on productivity: Evidence from France. (2020). Schmitt, Bertrand ; Simioni, Michel ; Musolesi, Antonio ; Butault, Jean-Pierre ; Orozco, Valerie ; Lemarie, Stephane. In: Post-Print. RePEc:hal:journl:hal-02794533.

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2020Listen to the Signals from an Interactive Agent-Based Model. (2020). Cheng, Po-Keng. In: Working Papers. RePEc:hal:wpaper:hal-02982908.

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2022Foreign Direct Investments, Renewable Electricity Output, and Ecological Footprints: Do Financial Globalization Facilitate Renewable Energy Transition and Environmental Welfare in Bangladesh?. (2022). Than, Ei Thuzar ; Bassim, Mohga ; Ahmed, Rizwan ; Elheddad, Mohamed ; Murshed, Muntasir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09335-7.

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2021Microconsistency in Simple Empirical Agent-Based Financial Models. (2021). LeBaron, Blake . In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:1:d:10.1007_s10614-019-09917-8.

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2022Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4.

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2021Bubbles, crashes and information contagion in large-group asset market experiments. (2021). Sonnemans, Joep ; Hommes, Cars ; Kopanyi-Peuker, Anita. In: Experimental Economics. RePEc:kap:expeco:v:24:y:2021:i:2:d:10.1007_s10683-020-09664-w.

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2020Fundamentalists heterogeneity and the role of the sentiment indicator. (2020). Campisi, Giovanni ; Muzzioli, Silvia. In: Department of Economics. RePEc:mod:depeco:0167.

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2020On cointegration for processes integrated at different frequencies. (2020). del Barrio Castro, Tomás ; Cubadda, Gianluca ; Osborn, Denise R ; Cubada, Ginaluca. In: MPRA Paper. RePEc:pra:mprapa:102611.

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2021Testing for the cointegration rank between Periodically Integrated processes. (2021). del Barrio Castro, Tomás. In: MPRA Paper. RePEc:pra:mprapa:106603.

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2021Testing for the cointegration rank between Periodically Integrated processes. (2021). del Barrio, Tomas. In: MPRA Paper. RePEc:pra:mprapa:112731.

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2021Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume. (2021). Taylor, Robert ; Rodrigues, Paulo ; Rubia, Antonio ; Balboa, Marina. In: Working Papers. RePEc:ptu:wpaper:w202102.

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2022Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order. (2022). Nielsen, Morten ; Jansson, Michael ; Brien, Samuel. In: Working Paper. RePEc:qed:wpaper:1429.

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2020Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396.

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2020The Long-Run and Short-Run Exchange Rate Pass-Through during the Period of Economic Reforms in Nigeria: Is it Complete or Incomplete?. (2020). USMAN, OJONUGWA ; Balcilar, Mehmet ; Musa, Muhammad Sani. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:1:p:151-172.

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More than 100 citations found, this list is not complete...

Works by H. Peter Boswijk:

YearTitleTypeCited
2012Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model In: CREATES Research Papers.
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2015Improved likelihood ratio tests for cointegration rank in the VAR model.(2015) In: Journal of Econometrics.
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2012Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model.(2012) In: Working Paper.
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2012Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model.(2012) In: Tinbergen Institute Discussion Papers.
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2013Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors In: UvA-Econometrics Working Papers.
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2014Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors.(2014) In: Economics Letters.
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2016Cartel dating In: UvA-Econometrics Working Papers.
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2016Cartel Dating.(2016) In: Tinbergen Institute Discussion Papers.
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2019Cartel dating.(2019) In: Journal of Applied Econometrics.
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2001Success and Failure of Technical Trading Strategies in the Cocoa Futures Market In: CeNDEF Workshop Papers, January 2001.
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2000Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets.(2000) In: CeNDEF Working Papers.
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2001Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market.(2001) In: Computing in Economics and Finance 2001.
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2001Success and Failure of Technical Trading Strategies in the Cocoa Futures Market.(2001) In: Tinbergen Institute Discussion Papers.
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2000Testing for a Unit Root with Near-Integrated Volatility In: CeNDEF Working Papers.
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2000Testing for a Unit Root with Near-Integrated Volatility.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2001Testing for a Unit Root with Near-Integrated Volatility.(2001) In: Tinbergen Institute Discussion Papers.
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2000Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models In: CeNDEF Working Papers.
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2000Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2000Asymmetric and common absorption of shocks in nonlinear autoregressive models.(2000) In: Econometric Institute Research Papers.
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2005Behavioral Heterogeneity in Stock Prices In: CeNDEF Working Papers.
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2007Behavioral heterogeneity in stock prices.(2007) In: Journal of Economic Dynamics and Control.
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2005Behavioral Heterogeneity in Stock Prices.(2005) In: Tinbergen Institute Discussion Papers.
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2006Wake me up before you GO-GARCH In: CeNDEF Working Papers.
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2006Wake me up before you GO-GARCH.(2006) In: Tinbergen Institute Discussion Papers.
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1996Testing Identifiability of Cointegrating Vectors. In: Journal of Business & Economic Statistics.
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2005On the Econometrics of the Bass Diffusion Model In: Journal of Business & Economic Statistics.
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2002The Econometrics Of The Bass Diffusion Model.(2002) In: ERIM Report Series Research in Management.
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1996UNIT ROOTS IN PERIODIC AUTOREGRESSIONS In: Journal of Time Series Analysis.
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1992Dynamic Specification and Cointegration. In: Oxford Bulletin of Economics and Statistics.
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1993On the Formulation of Wald Tests on Long-Run Parameters. In: Oxford Bulletin of Economics and Statistics.
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2006Robust Inference on Average Economic Growth* In: Oxford Bulletin of Economics and Statistics.
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2001Robust inference on average economic growth.(2001) In: Econometric Institute Research Papers.
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2004Identifying, estimating and testing restricted cointegrated systems: An overview In: Statistica Neerlandica.
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2003Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview.(2003) In: Economics Papers.
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2013Testing for Cointegration with Nonstationary Volatility In: Working Papers.
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2000MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS In: Econometric Theory.
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2010MIXED NORMAL INFERENCE ON MULTICOINTEGRATION In: Econometric Theory.
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2007Absorption of shocks in nonlinear autoregressive models In: Computational Statistics & Data Analysis.
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2010Nuisance parameter free inference on cointegration parameters in the presence of a variance shift In: Economics Letters.
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1995Testing for periodic integration In: Economics Letters.
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2002Semi-nonparametric cointegration testing In: Journal of Econometrics.
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1997Semi-nonparametric cointegration testing.(1997) In: Serie Research Memoranda.
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2002Finite sample and asymptotic methods in econometrics In: Journal of Econometrics.
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2006Causality and exogeneity in econometrics In: Journal of Econometrics.
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2010Twenty years of cointegration In: Journal of Econometrics.
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2010Cointegration in a historical perspective In: Journal of Econometrics.
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2011Method of moments estimation of GO-GARCH models In: Journal of Econometrics.
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2014Estimating spot volatility with high-frequency financial data In: Journal of Econometrics.
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2016Inference on co-integration parameters in heteroskedastic vector autoregressions In: Journal of Econometrics.
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2013Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions.(2013) In: Discussion Papers.
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2013Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions.(2013) In: Tinbergen Institute Discussion Papers.
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2018Testing for self-excitation in jumps In: Journal of Econometrics.
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1994Testing for an unstable root in conditional and structural error correction models In: Journal of Econometrics.
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1995Efficient inference on cointegration parameters in structural error correction models In: Journal of Econometrics.
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1995Conditional and structural error correction models reply In: Journal of Econometrics.
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1997Multiple unit roots in periodic autoregression In: Journal of Econometrics.
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2017Consistent nonparametric specification tests for stochastic volatility models based on the return distribution In: Journal of Empirical Finance.
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1996Temporal aggregation in a periodically integrated autoregressive process In: Statistics & Probability Letters.
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1993Temporal aggregation in a periodically integrated autoregressive process.(1993) In: Research Memorandum.
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1988JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL In: Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics.
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1988JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL.(1988) In: Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics.
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2017Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems In: Econometrics.
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2005Distribution approximations for cointegration tests with stationary exogenous regressors In: Journal of Applied Econometrics.
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1999Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors.(1999) In: Tinbergen Institute Discussion Papers.
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2003Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices In: Computing in Economics and Finance 2003.
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1997Lagrance-multiplier tersts for weak exogeneity: a synthesis In: Econometric Reviews.
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1998Book reviews In: Econometric Reviews.
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2011Why Frequency Matters for Unit Root Testing in Financial Time Series In: Journal of Business & Economic Statistics.
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1999A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests In: Tinbergen Institute Discussion Papers.
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2001Block Local to Unity and Continuous Record Asymptotics In: Tinbergen Institute Discussion Papers.
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2002How Large is Average Economic Growth? Evidence from a Robust Method In: Tinbergen Institute Discussion Papers.
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2005Why Frequency Matters for Unit Root Testing In: Tinbergen Institute Discussion Papers.
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2006A New Multivariate Product Growth Model In: Tinbergen Institute Discussion Papers.
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2019Adaptive Testing for Cointegration with Nonstationary Volatility In: Tinbergen Institute Discussion Papers.
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2019Bootstrapping Non-Stationary Stochastic Volatility In: Tinbergen Institute Discussion Papers.
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1995Periodic Cointegration: Representation and Inference. In: The Review of Economics and Statistics.
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1998A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests In: Serie Research Memoranda.
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2018Adaptive wild bootstrap tests for a unit root with non?stationary volatility In: Econometrics Journal.
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