Access Statistics for Robert de jong

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 7 0 0 0 31
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 0 0 0 5
Dynamic time series binary choice 0 0 0 251 0 0 2 824
Dynamic time series binary choice 0 0 2 182 0 1 5 458
Nonlinear estimators with integrated regressors but without exogeneity 1 1 1 84 1 2 4 270
Total Working Papers 1 1 3 524 1 3 11 1,588


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
02.5.1. A Mixingale Inequality Using an Exponential Moment 0 0 2 23 0 0 2 61
A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION 1 1 1 3 1 1 4 17
A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS 0 0 0 22 0 0 0 117
A location model with an endogenous dummy variable 0 0 0 8 0 0 1 17
A model for level induced conditional heteroskedasticity 0 0 0 0 0 0 0 12
A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates 0 0 0 63 0 0 1 150
A note on binary choice duration models 0 0 0 9 0 0 1 59
A note on nonlinear models with integrated regressors and convergence order results 0 0 0 11 0 0 1 52
A robust version of the KPSS test based on indicators 0 0 0 63 0 0 2 171
A strong law of large numbers for triangular mixingale arrays 0 0 0 49 0 0 2 135
ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES” 0 0 0 3 0 0 0 20
Are US real house prices stationary? New evidence from univariate and panel data 0 0 1 35 0 0 3 187
Central Limit Theorems for Dependent Heterogeneous Random Variables 0 0 0 51 0 0 3 134
Closest Moment Estimationunder General Conditions 1 1 1 1 1 1 1 15
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 0 1 6 315
Consistency of kernel variance estimators for sums of semiparametric linear processes 0 0 0 31 0 0 0 324
Consistency of the stationary bootstrap under weak moment conditions 0 0 1 76 1 1 4 221
Convergence of averages of scaled functions of I(1) linear processes 0 0 0 2 0 0 0 29
DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY 0 0 1 19 0 0 1 67
DYNAMIC TIME SERIES BINARY CHOICE 0 0 2 53 0 0 4 157
Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules 0 0 0 65 0 0 0 186
Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration 0 2 4 141 0 4 10 442
Exponential functionals of integrated processes 0 0 0 12 0 0 0 69
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 0 10 0 0 0 52
Laws of Large Numbers for Dependent Heterogeneous Processes 0 0 0 13 0 0 0 42
Logarithmic spurious regressions 0 0 1 12 0 0 1 79
Mixing properties of the dynamic Tobit model with mixing errors 0 0 0 11 0 0 2 59
Money demand function estimation by nonlinear cointegration 0 0 1 341 0 1 4 964
Nonlinear estimation using estimated cointegrating relations 0 0 0 21 0 0 0 77
Nonlinear minimization estimators in the presence of cointegrating relations 1 1 1 9 1 1 1 75
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 0 3 34 0 0 3 98
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large 0 2 11 432 0 10 33 1,034
Spurious logarithms and the KPSS statistic 0 0 0 8 0 0 0 62
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 0 0 0 46 0 0 0 165
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 1 1 42 0 1 2 140
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 0 0 0 63 0 0 4 167
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 0 6 0 0 2 52
THE SUM OF THE RECIPROCAL OF THE RANDOM WALK 0 0 0 3 0 0 0 14
The Bierens test under data dependence 0 0 0 77 0 0 0 221
The Econometrics of the Hodrick-Prescott Filter 3 6 18 192 5 12 44 530
Uniform laws of large numbers and stochastic Lipschitz-continuity 0 0 1 52 0 0 5 147
Weak Laws of Large Numbers for Dependent Random Variables 0 0 2 19 1 1 4 84
Total Journal Articles 6 14 52 2,131 10 34 151 7,019


Statistics updated 2024-05-04