Pieter Omtzigt
Personal Details
First Name: | Pieter |
Middle Name: | |
Last Name: | Omtzigt |
Suffix: | |
RePEc Short-ID: | pom4 |
| |
http://www.cda.nl/omtzigt | |
Pieter Omtzigt Tweede Kamer der Staten-Generaal Postbus 20018 2500 EA Den Haag Netherlands | |
+31 70 318 2524 | |
Terminal Degree: | Department of Economics; European University Institute (from RePEc Genealogy) |
Affiliation
Tweede Kamer der Staten-Generaal (Dutch Parliament)
https://www.tweedekamer.nlThe Hague
Research output
Jump to: Working papers ArticlesWorking papers
- Cubadda, Gianluca & Omtzigt, Pieter, 2003.
"Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems,"
Economics & Statistics Discussion Papers
esdp03012, University of Molise, Department of Economics.
- 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.
- 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.
- Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2003. "Expectations and perceived causality in fiscal policy: an experimental analysis using real world data," Sonderforschungsbereich 504 Publications 03-03, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2003. "Expectations and Perceived Causality in Fiscal Policy : An Experimental Analysis Using Real World Data," Papers 03-03, Sonderforschungsbreich 504.
- 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.
- Omtzigt Pieter, 2003. "Bartlett corrections in stationary VARs," Economics and Quantitative Methods qf0006, Department of Economics, University of Insubria.
- Omtzigt Pieter, 2002. "Money Demand in the Netherlands," Economics and Quantitative Methods qf0214, Department of Economics, University of Insubria.
- Omtzigt Pieter & Paruolo Paolo, 2002.
"Impact factors,"
Economics and Quantitative Methods
qf0203, Department of Economics, University of Insubria.
- Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
- Omtzigt Pieter, 2002. "Automatic identification of simultaneous equations models," Economics and Quantitative Methods qf0201, Department of Economics, University of Insubria.
- 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.
- Omtzigt Pieter, 2002. "Automatic identification and restriction of the cointegration space," Economics and Quantitative Methods qf0213, Department of Economics, University of Insubria.
- 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.
Articles
- 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.
- Omtzigt, Pieter & Paruolo, Paolo, 2005.
"Impact factors,"
Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
- Omtzigt Pieter & Paruolo Paolo, 2002. "Impact factors," Economics and Quantitative Methods qf0203, Department of Economics, University of Insubria.
- 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.
- Cubadda, Gianluca & Omtzigt, Pieter, 2003. "Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems," Economics & Statistics Discussion Papers esdp03012, University of Molise, Department of Economics.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Cubadda, Gianluca & Omtzigt, Pieter, 2003.
"Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems,"
Economics & Statistics Discussion Papers
esdp03012, University of Molise, Department of Economics.
- 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.
Cited by:
- Gianluca Cubadda, 2007.
"A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series,"
CEIS Research Paper
102, Tor Vergata University, CEIS.
- Cubadda, Gianluca, 2007. "A unifying framework for analysing common cyclical features in cointegrated time series," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 896-906, October.
- Seong, Byeongchan, 2009. "Bonferroni correction for seasonal cointegrating ranks," Economics Letters, Elsevier, vol. 103(1), pages 42-44, April.
- Jacek Kotlowski, 2005. "Money and prices in the Polish economy. Seasonal cointegration approach," Working Papers 20, Department of Applied Econometrics, Warsaw School of Economics.
- Tomás del Barrio Castro & Gianluca Cubadda & Denise R. Osborn, 2022.
"On cointegration for processes integrated at different frequencies,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 412-435, May.
- Tomás del Barrio Castro & Gianluca Cubadda & Denise R. Osborn, 2020. "On Cointegration for Processes Integrated at Different Frequencies," CEIS Research Paper 502, Tor Vergata University, CEIS, revised 11 Sep 2020.
- del Barrio Castro, Tomás & Cubada, Ginaluca & Osborn, Denise R., 2020. "On cointegration for processes integrated at different frequencies," MPRA Paper 102611, University Library of Munich, Germany.
- Fabio Busetti, 2006.
"Tests of seasonal integration and cointegration in multivariate unobserved component models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 419-438.
- Fabio Busetti, 2003. "Tests of seasonal integration and cointegration in multivariate unobserved component models," Temi di discussione (Economic working papers) 476, Bank of Italy, Economic Research and International Relations Area.
- Fabio Busetti, 2006. "Tests of seasonal integration and cointegration in multivariate unobserved component models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 419-438, May.
- Fabio Busetti, 2004. "Tests of seasonal integration and cointegration in multivariate unobserved component models," Econometrics 0411003, University Library of Munich, Germany.
- Marco Centoni & Gianluca Cubadda, 2011.
"Modelling Comovements of Economic Time Series: A Selective Survey,"
CEIS Research Paper
215, Tor Vergata University, CEIS, revised 26 Oct 2011.
- Marco Centoni & Gianluca Cubadda, 2011. "Modelling comovements of economic time series: a selective survey," Statistica, Department of Statistics, University of Bologna, vol. 71(2), pages 267-294.
- Justyna Wr'oblewska, 2020. "Bayesian analysis of seasonally cointegrated VAR model," Papers 2012.14820, arXiv.org, revised Apr 2021.
- Gil-Alana, L.A., 2008. "Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand," Economic Modelling, Elsevier, vol. 25(2), pages 326-339, March.
- Bauer, Dietmar, 2019. "Periodic and seasonal (co-)integration in the state space framework," Economics Letters, Elsevier, vol. 174(C), pages 165-168.
- 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.
- Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2003. "Expectations and perceived causality in fiscal policy: an experimental analysis using real world data," Sonderforschungsbereich 504 Publications 03-03, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2003. "Expectations and Perceived Causality in Fiscal Policy : An Experimental Analysis Using Real World Data," Papers 03-03, Sonderforschungsbreich 504.
Cited by:
- Roberto Ricciuti, 2005.
"Bringing Macroeconomics into the Lab,"
Labsi Experimental Economics Laboratory University of Siena
004, University of Siena.
- Roberto Ricciuti, 2004. "Bringing Macroeconomics into the Lab," ICER Working Papers 26-2004, ICER - International Centre for Economic Research.
- Ricciuti, Roberto, 2008. "Bringing macroeconomics into the lab," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 216-237, March.
- Roberto Ricciuti, 2003. "Bringing Macroeconomics into the Lab," Royal Holloway, University of London: Discussion Papers in Economics 03/9, Department of Economics, Royal Holloway University of London, revised Dec 2003.
- Omtzigt Pieter & Paruolo Paolo, 2002.
"Impact factors,"
Economics and Quantitative Methods
qf0203, Department of Economics, University of Insubria.
- Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
Cited by:
- Paruolo, Paolo, 2006.
"Common trends and cycles in I(2) VAR systems,"
Journal of Econometrics, Elsevier, vol. 132(1), pages 143-168, May.
- Paruolo Paolo, 2003. "Common trends and cycles in I(2) VAR systems," Economics and Quantitative Methods qf0217bis, Department of Economics, University of Insubria.
- Paruolo Paolo, 2004. "Common trends and cycles in I(2) VAR systems," Economics and Quantitative Methods qf0217tris, Department of Economics, University of Insubria.
- Paruolo Paolo, 2002. "Testing for common trends in conditional I(2) VAR models," Economics and Quantitative Methods qf0216, Department of Economics, University of Insubria.
- Paolo Paruolo & Riccardo Girardi, 2010.
"Wages and prices in Europe before and after the onset of the Monetary Union,"
Economics and Quantitative Methods
qf1009, Department of Economics, University of Insubria.
- Girardi, Riccardo & Paruolo, Paolo, 2013. "Wages and prices in Europe before and after the onset of the Monetary Union," Economic Modelling, Elsevier, vol. 35(C), pages 643-653.
- Paolo Paruolo & Ben Murphy & Greet Janssen-Maenhout, 2012.
"Do Emissions and Income Have a Common Trend? A Country-Specific, Time-Series, Global Analysis, 1970-2008,"
Working Paper series
32_12, Rimini Centre for Economic Analysis.
- Paolo Paruolo & Ben Murphy & Greet Janssens-Maenhout, 2011. "Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008," Economics and Quantitative Methods qf1113, Department of Economics, University of Insubria.
- Paolo Paruolo, 2006.
"The Likelihood Ratio Test for the Rank of a Cointegration Submatrix,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 921-948, December.
- Paruolo Paolo, 2004. "The likelihood ratio test for the rank of a cointegration submatrix," Economics and Quantitative Methods qf04024, Department of Economics, University of Insubria.
- Massimo Franchi & Paolo Paruolo, 2019.
"A general inversion theorem for cointegration,"
Econometric Reviews, Taylor & Francis Journals, vol. 38(10), pages 1176-1201, November.
- Massimo Franchi & Paolo Paruolo, 2017. "A general inversion theorem for cointegration," DSS Empirical Economics and Econometrics Working Papers Series 2017/3, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Fanelli, Luca & Paruolo, Paolo, 2007.
"Speed of Adjustment in Cointegrated Systems,"
MPRA Paper
9174, University Library of Munich, Germany.
- Fanelli, Luca & Paruolo, Paolo, 2010. "Speed of adjustment in cointegrated systems," Journal of Econometrics, Elsevier, vol. 158(1), pages 130-141, September.
- Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2016.
"Dynamic Factor Models, Cointegration, and Error Correction Mechanisms,"
Finance and Economics Discussion Series
2016-018, Board of Governors of the Federal Reserve System (U.S.).
- Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2014. "Dynamic Factor Models, Cointegration and Error Correction Mechanisms," Working Papers ECARES ECARES 2014-14, ULB -- Universite Libre de Bruxelles.
- Omtzigt Pieter, 2002.
"Automatic identification of simultaneous equations models,"
Economics and Quantitative Methods
qf0201, Department of Economics, University of Insubria.
Cited by:
- Omtzigt Pieter, 2002. "Automatic identification and restriction of the cointegration space," Economics and Quantitative Methods qf0213, Department of Economics, University of Insubria.
- 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.
Cited by:
- Cubadda, Gianluca & Omtzigt, Pieter, 2003.
"Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems,"
Economics & Statistics Discussion Papers
esdp03012, University of Molise, Department of Economics.
- 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.
- H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2013.
"Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions,"
Tinbergen Institute Discussion Papers
13-187/III, Tinbergen Institute.
- H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A.M. Robert Taylor, 2013. "Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions," Discussion Papers 13-13, University of Copenhagen. Department of Economics.
- Boswijk, H. Peter & Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2016. "Inference on co-integration parameters in heteroskedastic vector autoregressions," Journal of Econometrics, Elsevier, vol. 192(1), pages 64-85.
- Fernanda Maria Müller & Fábio M Bayer, 2017. "Improved two-component tests in Beta-Skew-t-EGARCH models," Economics Bulletin, AccessEcon, vol. 37(4), pages 2364-2373.
- Alain W. HECQ, 2005. "Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach," Computing in Economics and Finance 2005 258, Society for Computational Economics.
- Davidson, Russell & MacKinnon, James G., 2007.
"Improving the reliability of bootstrap tests with the fast double bootstrap,"
Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3259-3281, April.
- Russell Davidson & James Mackinnon, 2006. "Improving the reliability of bootstrap tests with the fast double bootstrap," Working Papers halshs-00439247, HAL.
- James G. MacKinnon & Russell Davidson, 2006. "Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap," Working Paper 1044, Economics Department, Queen's University.
- Stefano Fachin, 2007.
"Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 401-428.
- Stefano Fachin, 2005. "Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units," Econometrics 0507002, University Library of Munich, Germany.
- Giuseppe Cavaliere & Anders Rahbek, 2019. "A Primer On Bootstrap Testing Of Hypotheses In Time Series Models: With An Application To Double Autoregressive Models," Discussion Papers 19-03, University of Copenhagen. Department of Economics.
- 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, November.
- 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.
- Bruggeman, Annick & Donati, Paola & Warne, Anders, 2003. "Is the demand for euro area M3 stable?," Working Paper Series 255, European Central Bank.
- Matteo Manera & Alessandro Cologni, 2005.
"Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries,"
Working Papers
2005.101, Fondazione Eni Enrico Mattei.
- Cologni, Alessandro & Manera, Matteo, 2008. "Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries," Energy Economics, Elsevier, vol. 30(3), pages 856-888, May.
- Cologni, Alessandro & Manera, Matteo, 2005. "Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries," International Energy Markets Working Papers 12110, Fondazione Eni Enrico Mattei (FEEM).
- Eriksson , Åsa, 2004. "Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study," Working Papers 2004:29, Lund University, Department of Economics.
- Omtzigt Pieter, 2002. "Automatic identification and restriction of the cointegration space," Economics and Quantitative Methods qf0213, Department of Economics, University of Insubria.
- James G. MacKinnon, 2006. "Applications Of The Fast Double Bootstrap," Working Paper 1023, Economics Department, Queen's University.
- Roberto ESPOSTI, 2007. "On the Decline of Agriculture. Evidence from Italian Regions in the Post-WWII Period," Working Papers 300, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Cubadda, Gianluca & Omtzigt, Pieter, 2003.
"Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems,"
Economics & Statistics Discussion Papers
esdp03012, University of Molise, Department of Economics.
- Omtzigt Pieter, 2002.
"Automatic identification and restriction of the cointegration space,"
Economics and Quantitative Methods
qf0213, Department of Economics, University of Insubria.
Cited by:
- David Hendry & Hans-Martin Krolzig, 2003.
"The Properties of Automatic Gets Modelling,"
Economics Papers
2003-W14, Economics Group, Nuffield College, University of Oxford.
- Hendry, David F & Hans-Martin Krolzig, 2003. "The Properties of Automatic Gets Modelling," Royal Economic Society Annual Conference 2003 105, Royal Economic Society.
- David F. Hendry & Hans-Martin Krolzig, 2005. "The Properties of Automatic "GETS" Modelling," Economic Journal, Royal Economic Society, vol. 115(502), pages 32-61, March.
- Hans-Martin Krolzig, 2003.
"General-to-Specific Model Selection Procedures for Structural Vector Autoregressions,"
Economics Papers
2003-W15, Economics Group, Nuffield College, University of Oxford.
- Hans‐Martin Krolzig, 2003. "General‐to‐Specific Model Selection Procedures for Structural Vector Autoregressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 769-801, December.
- Peter Winker & Dietmar Maringer, 2004.
"Optimal Lag Structure Selection in VEC-Models,"
Contributions to Economic Analysis, in: New Directions in Macromodelling, pages 213-234,
Emerald Group Publishing Limited.
- Dietmar Maringer & Peter Winker, 2004. "Optimal Lag Structure Selection in VEC-Models," Computing in Economics and Finance 2004 155, Society for Computational Economics.
- Marçal, Emerson Fernandes & Zimmermann, Beatrice Aline & Mendonça, Diogo de Prince & Merlin, Giovanni Tondin, 2015. "Addressing important econometric issues on how to construct theoretical based exchange rate misalignment estimates," Textos para discussão 401, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- David Hendry & Hans-Martin Krolzig, 2003.
"The Properties of Automatic Gets Modelling,"
Economics Papers
2003-W14, Economics Group, Nuffield College, University of Oxford.
Articles
- 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.
Cited by:
- H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2013.
"Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions,"
Tinbergen Institute Discussion Papers
13-187/III, Tinbergen Institute.
- H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A.M. Robert Taylor, 2013. "Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions," Discussion Papers 13-13, University of Copenhagen. Department of Economics.
- Boswijk, H. Peter & Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2016. "Inference on co-integration parameters in heteroskedastic vector autoregressions," Journal of Econometrics, Elsevier, vol. 192(1), pages 64-85.
- Di Iorio, Francesca & Fachin, Stefano, 2007. "Cointegration testing in dependent panels with breaks," MPRA Paper 3139, University Library of Munich, Germany.
- Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Carsten Jentsch & Dimitris N. Politis & Efstathios Paparoditis, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 416-441, May.
- Chor Foon Tang & Kean Siang Ch’ng, 2012. "A Multivariate Analysis of the Nexus between Savings and Economic Growth in the ASEAN-5 Economies," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 6(3), pages 385-406, August.
- Binet, Marie-Estelle & Pentecôte, Jean-Sébastien, 2015.
"Macroeconomic idiosyncrasies and European monetary unification: A sceptical long run view,"
Economic Modelling, Elsevier, vol. 51(C), pages 412-423.
- Marie-Estelle Binet & Jean-Sébastien Pentecôte, 2015. "Macroeconomic idiosyncrasies and European monetary unification: A sceptical long run view," Post-Print halshs-01238568, HAL.
- Ahlgren, Niklas & Antell, Jan, 2006.
"Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series,"
Working Papers
519, Hanken School of Economics.
- Ahlgren, N. & Antell, J., 2008. "Bootstrap and fast double bootstrap tests of cointegration rank with financial time series," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4754-4767, June.
- Takamitsu Kurita, 2009. "A note on small-sample correction for hypothesis testing on cointegrating vectors: recursive Monte Carlo analysis," Economics Bulletin, AccessEcon, vol. 29(3), pages 1588-1595.
- Zohrabyan, Tatevik & Leatham, David J. & Bessler, David A., 2008. "Cointegration Analysis of Regional House Prices in U.S," 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48138, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
- Gunnar Bårdsen & Luca Fanelli, 2015.
"Frequentist Evaluation of Small DSGE Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 307-322, July.
- Gunnar Bårdsen & Luca Fanelli, 2013. "Frequentist evaluation of small DSGE models," Working Paper Series 14113, Department of Economics, Norwegian University of Science and Technology.
- Tang, Chor Foon & Tan, Bee Wah & Ozturk, Ilhan, 2016. "Energy consumption and economic growth in Vietnam," Renewable and Sustainable Energy Reviews, Elsevier, vol. 54(C), pages 1506-1514.
- Russell Davidson & Mirza Trokić, 2020.
"The fast iterated bootstrap,"
Post-Print
hal-02965001, HAL.
- Davidson, Russell & Trokić, Mirza, 2020. "The fast iterated bootstrap," Journal of Econometrics, Elsevier, vol. 218(2), pages 451-475.
- Tang, Chor-Foon & Lau, Evan, 2011. "The Behaviour of Disaggregated Public Expenditures and Income in Malaysia," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 7(1-2), pages 1-13, March.
- Swensen, Anders Rygh, 2011. "A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables," Journal of Econometrics, Elsevier, vol. 165(2), pages 152-162.
- Canepa, Alessandra, 2020. "Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202006, University of Turin.
- H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2013.
"Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions,"
Tinbergen Institute Discussion Papers
13-187/III, Tinbergen Institute.
- Omtzigt, Pieter & Paruolo, Paolo, 2005.
"Impact factors,"
Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
See citations under working paper version above.
- Omtzigt Pieter & Paruolo Paolo, 2002. "Impact factors," Economics and Quantitative Methods qf0203, Department of Economics, University of Insubria.
- 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.
See citations under working paper version above.
- Cubadda, Gianluca & Omtzigt, Pieter, 2003. "Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems," Economics & Statistics Discussion Papers esdp03012, University of Molise, Department of Economics.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- 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
- NEP-ETS: Econometric Time Series (3) 2003-05-15 2003-05-15 2003-11-09
- NEP-CMP: Computational Economics (2) 2003-04-27 2003-05-15
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