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 1 4 24
Dynamic time series binary choice 0 0 0 251 2 4 12 815
Dynamic time series binary choice 0 0 0 175 0 0 4 432
Nonlinear estimators with integrated regressors but without exogeneity 1 1 2 82 1 2 9 258
Total Working Papers 1 1 2 513 3 7 29 1,529


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 18 0 0 3 51
A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS 0 0 0 21 0 0 0 112
A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates 0 0 0 63 0 0 1 146
A note on binary choice duration models 0 0 0 8 0 0 0 53
A note on nonlinear models with integrated regressors and convergence order results 0 0 0 11 0 0 2 48
A robust version of the KPSS test based on indicators 0 0 0 63 0 1 6 165
A strong law of large numbers for triangular mixingale arrays 0 0 1 47 0 0 4 123
ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES†0 1 1 3 0 2 3 18
Are US real house prices stationary? New evidence from univariate and panel data 0 0 5 27 2 4 27 144
Central Limit Theorems for Dependent Heterogeneous Random Variables 1 2 6 49 1 3 9 118
Closest Moment Estimationunder General Conditions 0 0 0 0 0 1 6 14
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 0 2 6 291
Consistency of kernel variance estimators for sums of semiparametric linear processes 0 0 0 31 0 0 1 324
Consistency of the stationary bootstrap under weak moment conditions 0 0 1 68 0 1 8 201
Convergence of averages of scaled functions of I(1) linear processes 0 0 1 2 0 0 2 28
DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY 0 0 0 18 0 0 1 65
DYNAMIC TIME SERIES BINARY CHOICE 0 0 1 45 1 2 9 121
Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules 0 0 1 63 0 1 3 179
Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration 0 0 6 120 2 2 21 368
Exponential functionals of integrated processes 0 0 0 10 0 1 4 66
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 1 1 10 0 2 3 49
Laws of Large Numbers for Dependent Heterogeneous Processes 0 0 2 10 0 0 4 35
Logarithmic spurious regressions 0 0 0 9 0 1 3 73
Money demand function estimation by nonlinear cointegration 0 0 4 337 0 3 18 935
Nonlinear estimation using estimated cointegrating relations 0 0 0 21 0 0 2 74
Nonlinear minimization estimators in the presence of cointegrating relations 0 0 0 7 0 0 2 72
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 0 1 26 0 0 5 85
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large 3 12 30 351 4 22 65 830
Spurious logarithms and the KPSS statistic 0 0 0 8 0 1 4 60
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 0 0 2 46 0 0 4 161
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 0 1 40 2 3 9 134
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 0 0 2 59 1 2 18 151
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 0 6 0 0 2 42
The Bierens test under data dependence 0 0 0 76 0 0 3 208
The Econometrics of the Hodrick-Prescott Filter 2 9 45 96 6 29 133 281
Uniform laws of large numbers and stochastic Lipschitz-continuity 1 1 1 51 1 1 5 133
Weak Laws of Large Numbers for Dependent Random Variables 0 1 3 7 2 10 21 43
Total Journal Articles 7 27 116 1,827 22 94 417 6,001


Statistics updated 2020-08-05