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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2021-01-03