Details about Pieter Omtzigt

Access statistics for papers by Pieter Omtzigt.

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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 View citations (1)
3. Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems
   Economics & Statistics Discussion Papers, University of Molise, Department of Economics View citations (2)
   See also Journal Article Small-sample improvements in the statistical analysis of seasonally cointegrated systems, Computational Statistics & Data Analysis, Elsevier (2005) View citations (11) (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 (4)
6. Automatic identification of simultaneous equations models
   Economics and Quantitative Methods, Department of Economics, University of Insubria View citations (1)
7. Bootstrapping and Bartlett corrections in the cointegrated VAR model
   Economics and Quantitative Methods, Department of Economics, University of Insubria View citations (20)
8. Impact factors
   Economics and Quantitative Methods, Department of Economics, University of Insubria View citations (4)
   See also Journal Article Impact factors, Journal of Econometrics, Elsevier (2005) View citations (11) (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

2006

1. The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors
   Econometric Reviews, 2006, 25, (1), 41-60 View citations (15)

2005

2. Impact factors
   Journal of Econometrics, 2005, 128, (1), 31-68 View citations (11)
   See also Working Paper Impact factors, Economics and Quantitative Methods (2002) View citations (4) (2002)
3. Small-sample improvements in the statistical analysis of seasonally cointegrated systems
   Computational Statistics & Data Analysis, 2005, 49, (2), 333-348 View citations (11)
   See also Working Paper Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems, Economics & Statistics Discussion Papers (2003) View citations (2) (2003)