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 5 0 0 3 25
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 1 1 2 2
Dynamic time series binary choice 0 0 0 175 3 5 9 438
Dynamic time series binary choice 0 0 0 251 2 3 10 818
Nonlinear estimators with integrated regressors but without exogeneity 0 0 2 82 0 1 7 260
Total Working Papers 0 0 2 513 6 10 31 1,543


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 18 0 1 2 53
A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION 0 0 0 0 3 6 6 6
A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS 0 0 0 21 1 1 1 113
A location model with an endogenous dummy variable 0 1 1 1 1 5 5 5
A model for level induced conditional heteroskedasticity 0 0 0 0 1 1 3 8
A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates 0 0 0 63 0 0 3 148
A note on binary choice duration models 0 0 0 8 2 2 2 55
A note on nonlinear models with integrated regressors and convergence order results 0 0 0 11 0 1 2 49
A robust version of the KPSS test based on indicators 0 0 0 63 0 0 5 166
A strong law of large numbers for triangular mixingale arrays 0 0 0 47 0 0 2 123
ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES” 0 0 1 3 0 1 3 19
Are US real house prices stationary? New evidence from univariate and panel data 0 2 6 30 3 5 25 154
Central Limit Theorems for Dependent Heterogeneous Random Variables 0 0 4 50 1 2 8 121
Closest Moment Estimationunder General Conditions 0 0 0 0 0 0 3 14
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 0 3 6 295
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 68 0 0 7 201
Convergence of averages of scaled functions of I(1) linear processes 0 0 0 2 0 1 1 29
DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY 0 0 0 18 0 0 1 65
DYNAMIC TIME SERIES BINARY CHOICE 0 0 1 45 3 6 12 127
Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules 0 0 0 63 0 0 3 181
Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration 1 2 5 123 2 8 19 379
Exponential functionals of integrated processes 0 1 1 11 0 2 5 68
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 1 10 0 1 4 50
Laws of Large Numbers for Dependent Heterogeneous Processes 0 0 1 10 0 0 2 35
Logarithmic spurious regressions 0 0 0 9 0 0 2 73
Mixing properties of the dynamic Tobit model with mixing errors 0 0 1 10 0 3 8 44
Money demand function estimation by nonlinear cointegration 0 0 2 338 1 4 14 942
Nonlinear estimation using estimated cointegrating relations 0 0 0 21 0 2 2 76
Nonlinear minimization estimators in the presence of cointegrating relations 0 0 1 8 0 1 3 74
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 0 0 26 0 0 1 85
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large 3 7 38 366 9 19 71 861
Spurious logarithms and the KPSS statistic 0 0 0 8 0 0 4 61
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 0 0 2 46 0 3 6 164
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 0 1 40 0 0 5 134
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 0 0 2 60 0 1 10 153
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 0 6 0 1 2 44
THE SUM OF THE RECIPROCAL OF THE RANDOM WALK 0 2 2 2 1 5 8 8
The Bierens test under data dependence 0 0 0 76 2 3 4 211
The Econometrics of the Hodrick-Prescott Filter 7 14 47 115 14 36 116 329
Uniform laws of large numbers and stochastic Lipschitz-continuity 0 0 1 51 0 1 5 134
Weak Laws of Large Numbers for Dependent Random Variables 0 2 7 11 1 13 34 60
Total Journal Articles 11 31 126 1,889 45 138 425 6,241


Statistics updated 2021-01-03