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 0 0 0 0 5
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 7 0 0 0 31
Dynamic time series binary choice 0 0 0 251 0 1 3 822
Dynamic time series binary choice 0 1 2 180 0 1 4 453
Nonlinear estimators with integrated regressors but without exogeneity 0 0 0 83 0 1 1 266
Total Working Papers 0 1 2 521 0 3 8 1,577

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 1 21 0 0 1 59
A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION 0 0 0 2 0 1 1 13
A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS 0 0 1 22 0 0 1 117
A location model with an endogenous dummy variable 0 0 0 8 0 1 2 16
A model for level induced conditional heteroskedasticity 0 0 0 0 0 0 1 12
A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates 0 0 0 63 0 0 0 149
A note on binary choice duration models 0 0 0 9 0 0 0 58
A note on nonlinear models with integrated regressors and convergence order results 0 0 0 11 0 0 0 51
A robust version of the KPSS test based on indicators 0 0 0 63 1 2 2 170
A strong law of large numbers for triangular mixingale arrays 0 0 0 49 0 0 4 133
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 0 34 0 3 5 184
Central Limit Theorems for Dependent Heterogeneous Random Variables 0 0 1 51 0 0 3 131
Closest Moment Estimationunder General Conditions 0 0 0 0 0 0 0 14
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 0 2 3 309
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 2 75 0 0 5 217
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 0 18 0 0 1 66
DYNAMIC TIME SERIES BINARY CHOICE 1 1 3 52 1 4 12 154
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 1 1 4 138 1 3 15 433
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 1 13 0 0 3 42
Logarithmic spurious regressions 0 0 1 11 0 0 1 78
Mixing properties of the dynamic Tobit model with mixing errors 0 0 0 11 0 2 4 57
Money demand function estimation by nonlinear cointegration 0 0 1 340 2 3 6 962
Nonlinear estimation using estimated cointegrating relations 0 0 0 21 0 0 0 77
Nonlinear minimization estimators in the presence of cointegrating relations 0 0 0 8 0 0 0 74
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 1 2 31 0 1 3 95
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large 0 2 13 421 1 7 35 1,002
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 0 0 41 1 2 3 139
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 0 0 0 63 1 1 2 164
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 0 6 0 0 0 50
THE SUM OF THE RECIPROCAL OF THE RANDOM WALK 0 0 1 3 0 0 1 14
The Bierens test under data dependence 0 0 0 77 0 0 4 221
The Econometrics of the Hodrick-Prescott Filter 0 2 15 174 2 7 39 488
Uniform laws of large numbers and stochastic Lipschitz-continuity 0 0 0 51 0 1 2 142
Weak Laws of Large Numbers for Dependent Random Variables 0 0 2 17 0 0 7 80
Total Journal Articles 2 7 48 2,081 10 40 166 6,878

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Statistics updated 2023-06-05