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 1 1 7 12
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 7 2 2 5 37
Dynamic time series binary choice 0 0 1 252 0 0 2 826
Dynamic time series binary choice 0 0 1 183 1 3 6 465
Nonlinear estimators with integrated regressors but without exogeneity 0 0 1 85 3 4 6 276
Total Working Papers 0 0 3 527 7 10 26 1,616

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 0 0 2 19
A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS 0 0 0 22 1 1 2 119
A location model with an endogenous dummy variable 0 0 0 8 0 0 3 21
A model for level induced conditional heteroskedasticity 1 1 1 1 1 1 3 16
A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates 1 1 3 67 1 1 3 157
A note on binary choice duration models 0 0 0 9 0 0 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 0 64 1 1 4 178
A strong law of large numbers for triangular mixingale arrays 0 0 1 51 2 4 7 146
ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES” 0 0 0 3 0 0 2 22
Are US real house prices stationary? New evidence from univariate and panel data 0 0 0 36 0 0 2 191
Central Limit Theorems for Dependent Heterogeneous Random Variables 0 0 2 53 1 1 5 139
Closest Moment Estimationunder General Conditions 0 0 0 1 1 1 1 16
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 0 0 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 0 0 3 70
DYNAMIC TIME SERIES BINARY CHOICE 1 1 1 54 3 4 5 163
Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules 0 0 0 66 0 0 0 187
Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration 0 0 3 146 2 4 9 456
Exponential functionals of integrated processes 0 0 0 13 0 1 1 71
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 0 10 0 0 2 54
Laws of Large Numbers for Dependent Heterogeneous Processes 0 0 0 13 0 2 5 47
Logarithmic spurious regressions 0 0 0 12 0 0 0 83
Mixing properties of the dynamic Tobit model with mixing errors 0 0 0 12 0 0 3 63
Money demand function estimation by nonlinear cointegration 0 1 2 343 0 1 6 972
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 1 2 78
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 0 0 35 1 2 6 105
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large 2 4 14 457 9 12 34 1,094
Spurious logarithms and the KPSS statistic 0 0 0 8 2 2 4 67
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 0 0 0 46 1 2 4 170
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 0 1 44 1 1 4 148
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 0 0 2 67 1 1 4 174
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 0 6 1 1 2 55
THE SUM OF THE RECIPROCAL OF THE RANDOM WALK 0 0 0 3 0 0 1 15
The Bierens test under data dependence 0 0 0 77 1 1 3 224
The Econometrics of the Hodrick-Prescott Filter 2 4 12 214 3 9 31 582
Uniform laws of large numbers and stochastic Lipschitz-continuity 0 0 1 53 2 2 7 155
Weak Laws of Large Numbers for Dependent Random Variables 0 0 0 19 0 2 2 88
Total Journal Articles 7 12 44 2,209 35 58 179 7,293

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Statistics updated 2025-11-08