Access Statistics for Robert de jong

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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 2 2 3 34
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 0 5 6 11
Dynamic time series binary choice 0 0 0 251 1 1 1 825
Dynamic time series binary choice 0 1 1 183 0 1 2 460
Nonlinear estimators with integrated regressors but without exogeneity 0 0 2 85 1 1 3 272
Total Working Papers 0 1 3 526 4 10 15 1,602

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 0 23 0 0 0 61
A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION 0 1 2 4 0 1 2 18
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 1 2 19
A model for level induced conditional heteroskedasticity 0 0 0 0 0 0 1 13
A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates 1 1 2 65 1 1 5 155
A note on binary choice duration models 0 0 0 9 0 0 0 59
A note on nonlinear models with integrated regressors and convergence order results 0 0 0 11 0 0 0 52
A robust version of the KPSS test based on indicators 0 0 1 64 0 1 5 176
A strong law of large numbers for triangular mixingale arrays 0 0 1 50 0 1 5 140
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 36 1 2 4 191
Central Limit Theorems for Dependent Heterogeneous Random Variables 1 1 1 52 1 3 3 137
Closest Moment Estimationunder General Conditions 0 0 1 1 0 0 1 15
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 0 0 1 315
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 0 76 0 1 4 224
Convergence of averages of scaled functions of I(1) linear processes 0 0 0 2 0 1 1 30
DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY 0 0 0 19 0 0 0 67
DYNAMIC TIME SERIES BINARY CHOICE 0 0 0 53 0 0 1 158
Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules 0 0 1 66 0 0 1 187
Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration 0 1 5 144 1 3 12 450
Exponential functionals of integrated processes 0 0 1 13 0 0 1 70
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 0 10 0 1 1 53
Laws of Large Numbers for Dependent Heterogeneous Processes 0 0 0 13 1 1 1 43
Logarithmic spurious regressions 0 0 0 12 0 0 4 83
Mixing properties of the dynamic Tobit model with mixing errors 0 0 1 12 0 0 2 61
Money demand function estimation by nonlinear cointegration 0 0 0 341 1 2 5 968
Nonlinear estimation using estimated cointegrating relations 0 0 0 21 0 0 1 78
Nonlinear minimization estimators in the presence of cointegrating relations 0 0 1 9 0 1 3 77
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 0 1 35 2 2 3 101
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large 1 4 16 448 1 8 40 1,070
Spurious logarithms and the KPSS statistic 0 0 0 8 0 1 2 64
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 0 0 0 46 1 1 2 167
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 1 1 2 44 2 3 7 147
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 1 1 3 66 1 1 4 171
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 0 6 0 0 1 53
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 0 2 17 204 0 5 38 558
Uniform laws of large numbers and stochastic Lipschitz-continuity 0 0 1 53 0 1 3 150
Weak Laws of Large Numbers for Dependent Random Variables 0 0 0 19 0 0 3 86
Total Journal Articles 5 12 58 2,179 13 42 169 7,163

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Statistics updated 2025-03-03