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 2 2 9 43
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 2 2 5 16
Dynamic time series binary choice 0 0 0 183 3 5 15 476
Dynamic time series binary choice 0 0 2 253 0 1 9 834
Nonlinear estimators with integrated regressors but without exogeneity 0 0 0 85 1 2 10 282
Total Working Papers 0 0 2 528 8 12 48 1,651

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 24 3 3 6 67
A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION 0 0 1 5 1 1 6 24
A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS 0 1 1 23 3 4 14 131
A location model with an endogenous dummy variable 0 0 0 8 3 3 7 27
A model for level induced conditional heteroskedasticity 0 0 1 1 0 0 7 20
A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates 0 1 4 69 5 7 16 171
A note on binary choice duration models 0 0 0 9 2 2 14 73
A note on nonlinear models with integrated regressors and convergence order results 0 0 0 11 1 3 5 57
A robust version of the KPSS test based on indicators 0 0 0 64 1 1 5 181
A strong law of large numbers for triangular mixingale arrays 0 0 1 51 6 7 15 155
ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES” 0 0 0 3 1 1 8 29
Are US real house prices stationary? New evidence from univariate and panel data 0 0 0 36 1 3 3 194
Central Limit Theorems for Dependent Heterogeneous Random Variables 0 0 3 55 3 6 16 153
Closest Moment Estimationunder General Conditions 0 0 1 2 1 6 12 27
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 1 2 12 327
Consistency of kernel variance estimators for sums of semiparametric linear processes 0 0 0 31 1 2 15 339
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 3 3 15 239
Convergence of averages of scaled functions of I(1) linear processes 0 0 0 2 2 2 2 32
DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY 0 0 1 20 1 1 8 75
DYNAMIC TIME SERIES BINARY CHOICE 0 0 1 54 1 2 18 176
Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules 0 0 0 66 1 1 5 192
Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration 0 0 2 146 3 3 12 462
Exponential functionals of integrated processes 0 0 0 13 1 2 4 74
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 0 10 5 5 12 65
Laws of Large Numbers for Dependent Heterogeneous Processes 0 0 0 13 0 2 9 53
Logarithmic spurious regressions 0 0 0 12 1 2 4 87
Mixing properties of the dynamic Tobit model with mixing errors 0 0 0 12 3 4 10 71
Money demand function estimation by nonlinear cointegration 0 0 2 343 5 6 11 980
Nonlinear estimation using estimated cointegrating relations 0 0 0 21 1 1 5 83
Nonlinear minimization estimators in the presence of cointegrating relations 0 0 0 9 0 0 2 79
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 0 1 36 1 2 11 114
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large 0 2 13 461 2 5 40 1,112
Spurious logarithms and the KPSS statistic 0 0 0 8 1 3 10 75
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 0 0 1 47 1 2 11 178
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 0 1 45 2 4 10 157
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 0 0 1 68 0 3 12 184
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 1 7 3 3 11 64
THE SUM OF THE RECIPROCAL OF THE RANDOM WALK 0 0 1 4 0 3 8 22
The Bierens test under data dependence 1 1 1 78 4 8 23 244
The Econometrics of the Hodrick-Prescott Filter 1 1 12 216 6 16 57 617
Uniform laws of large numbers and stochastic Lipschitz-continuity 0 0 0 53 2 2 8 158
Weak Laws of Large Numbers for Dependent Random Variables 1 1 1 20 2 3 14 100
Total Journal Articles 3 7 52 2,232 84 139 493 7,668

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Statistics updated 2026-05-06