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 3 6 38
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 0 2 3 13
Dynamic time series binary choice 0 1 2 253 0 1 3 827
Dynamic time series binary choice 0 0 1 183 2 6 11 470
Nonlinear estimators with integrated regressors but without exogeneity 0 0 0 85 1 6 8 279
Total Working Papers 0 1 3 528 3 18 31 1,627

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 1 1 24 2 3 3 64
A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION 0 1 2 5 1 2 4 21
A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS 0 0 0 22 3 4 5 122
A location model with an endogenous dummy variable 0 0 0 8 0 0 2 21
A model for level induced conditional heteroskedasticity 0 1 1 1 1 3 5 18
A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates 0 2 4 68 1 3 5 159
A note on binary choice duration models 0 0 0 9 4 5 7 66
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 0 64 0 2 4 179
A strong law of large numbers for triangular mixingale arrays 0 0 1 51 2 4 9 148
ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES” 0 0 0 3 3 4 6 26
Are US real house prices stationary? New evidence from univariate and panel data 0 0 0 36 0 0 1 191
Central Limit Theorems for Dependent Heterogeneous Random Variables 0 1 3 54 0 5 8 143
Closest Moment Estimationunder General Conditions 0 1 1 2 1 3 3 18
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 1 3 5 320
Consistency of kernel variance estimators for sums of semiparametric linear processes 0 0 0 31 5 7 7 331
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 3 5 6 229
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 1 1 20 1 3 6 73
DYNAMIC TIME SERIES BINARY CHOICE 0 1 1 54 3 9 11 169
Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules 0 0 0 66 2 2 2 189
Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration 0 0 2 146 1 3 8 457
Exponential functionals of integrated processes 0 0 0 13 1 1 2 72
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 0 10 0 2 3 56
Laws of Large Numbers for Dependent Heterogeneous Processes 0 0 0 13 0 0 5 47
Logarithmic spurious regressions 0 0 0 12 1 1 1 84
Mixing properties of the dynamic Tobit model with mixing errors 0 0 0 12 2 4 6 67
Money demand function estimation by nonlinear cointegration 0 0 2 343 0 1 7 973
Nonlinear estimation using estimated cointegrating relations 0 0 0 21 0 0 1 79
Nonlinear minimization estimators in the presence of cointegrating relations 0 0 0 9 0 0 2 78
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 1 1 36 0 2 7 106
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large 1 3 13 458 8 18 39 1,103
Spurious logarithms and the KPSS statistic 0 0 0 8 2 5 7 70
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 1 1 1 47 2 3 6 172
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 1 2 45 1 4 7 151
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 0 1 3 68 4 6 9 179
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 1 1 7 1 3 4 57
THE SUM OF THE RECIPROCAL OF THE RANDOM WALK 0 1 1 4 1 2 3 17
The Bierens test under data dependence 0 0 0 77 3 4 6 227
The Econometrics of the Hodrick-Prescott Filter 0 3 13 215 4 14 40 593
Uniform laws of large numbers and stochastic Lipschitz-continuity 0 0 0 53 0 2 5 155
Weak Laws of Large Numbers for Dependent Random Variables 0 0 0 19 5 5 7 93
Total Journal Articles 2 21 54 2,223 69 147 275 7,405

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Statistics updated 2026-01-09