Details about Pieter Omtzigt

Access statistics for papers by Pieter Omtzigt.

Last updated 2008-05-04. Update your information in the RePEc Author Service.

Short-id: pom4

Working Papers

2003

1. Bartlett corrections in stationary VARs
   Economics and Quantitative Methods, Department of Economics, University of Insubria
2. Expectations and perceived causality in fiscal policy: an experimental analysis using real world data
   Economics and Quantitative Methods, Department of Economics, University of Insubria
3. Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems
   Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS
   See also Journal Article in Computational Statistics & Data Analysis (2005)
4. Stationary preserving and efficiency increasing probability mass transfer made possible
   Economics and Quantitative Methods, Department of Economics, University of Insubria

2002

5. Automatic identification and restriction of the cointegration space
   Economics and Quantitative Methods, Department of Economics, University of Insubria View citations
6. Automatic identification of simultaneous equations models
   Economics and Quantitative Methods, Department of Economics, University of Insubria View citations
7. Bootstrapping and Bartlett corrections in the cointegrated VAR model
   Economics and Quantitative Methods, Department of Economics, University of Insubria View citations
8. Impact factors
   Economics and Quantitative Methods, Department of Economics, University of Insubria View citations
   See also Journal Article in Journal of Econometrics (2005)
9. Money Demand in the Netherlands
   Economics and Quantitative Methods, Department of Economics, University of Insubria

2001

10. Globalization's challenge to pension reform in Western Europe
    Economics and Quantitative Methods, Department of Economics, University of Insubria

Journal Articles

2005

1. Impact factors
   Journal of Econometrics, 2005, 128, (1), 31-68 View citations
   See also Working Paper (2002)
2. Small-sample improvements in the statistical analysis of seasonally cointegrated systems
   Computational Statistics & Data Analysis, 2005, 49, (2), 333-348 View citations
   See also Working Paper (2003)