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 1 3 35
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 0 0 6 11
Dynamic time series binary choice 0 0 1 183 0 1 4 462
Dynamic time series binary choice 1 1 1 252 1 1 2 826
Nonlinear estimators with integrated regressors but without exogeneity 0 0 1 85 0 0 2 272
Total Working Papers 1 1 3 527 1 3 17 1,606

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 0 1 4 1 1 2 19
A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS 0 0 0 22 1 1 1 118
A location model with an endogenous dummy variable 0 0 0 8 1 1 3 21
A model for level induced conditional heteroskedasticity 0 0 0 0 2 2 3 15
A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates 0 1 3 66 0 1 5 156
A note on binary choice duration models 0 0 0 9 2 2 2 61
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 1 1 5 177
A strong law of large numbers for triangular mixingale arrays 0 1 1 51 1 2 5 142
ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES” 0 0 0 3 1 1 2 22
Are US real house prices stationary? New evidence from univariate and panel data 0 0 1 36 0 0 4 191
Central Limit Theorems for Dependent Heterogeneous Random Variables 1 1 2 53 1 1 4 138
Closest Moment Estimationunder General Conditions 0 0 0 1 0 0 0 15
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 1 2 2 317
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 0 1 224
Convergence of averages of scaled functions of I(1) linear processes 0 0 0 2 0 0 1 30
DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY 0 0 0 19 1 3 3 70
DYNAMIC TIME SERIES BINARY CHOICE 0 0 0 53 0 1 2 159
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 2 4 146 0 2 7 452
Exponential functionals of integrated processes 0 0 0 13 0 0 0 70
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 0 10 1 1 2 54
Laws of Large Numbers for Dependent Heterogeneous Processes 0 0 0 13 1 1 3 45
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 2 2 4 63
Money demand function estimation by nonlinear cointegration 0 1 1 342 1 2 6 971
Nonlinear estimation using estimated cointegrating relations 0 0 0 21 1 1 2 79
Nonlinear minimization estimators in the presence of cointegrating relations 0 0 0 9 0 0 2 77
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 0 1 35 0 0 5 103
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large 1 5 14 453 4 10 32 1,082
Spurious logarithms and the KPSS statistic 0 0 0 8 0 0 2 65
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 0 0 0 46 1 1 3 168
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 0 1 44 0 0 5 147
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 0 0 3 67 0 1 4 173
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 0 6 1 1 1 54
THE SUM OF THE RECIPROCAL OF THE RANDOM WALK 0 0 0 3 1 1 1 15
The Bierens test under data dependence 0 0 0 77 1 2 2 223
The Econometrics of the Hodrick-Prescott Filter 2 6 14 210 3 13 33 573
Uniform laws of large numbers and stochastic Lipschitz-continuity 0 0 1 53 1 3 5 153
Weak Laws of Large Numbers for Dependent Random Variables 0 0 0 19 0 0 2 86
Total Journal Articles 4 17 50 2,197 31 60 171 7,235

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Statistics updated 2025-08-05