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 0 2 5 16
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 7 0 2 8 43
Dynamic time series binary choice 0 0 0 183 0 4 15 477
Dynamic time series binary choice 0 0 2 253 0 1 10 835
Nonlinear estimators with integrated regressors but without exogeneity 0 0 0 85 0 1 10 282
Total Working Papers 0 0 2 528 0 10 48 1,653

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 0 4 7 68
A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION 0 0 1 5 1 2 7 25
A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS 0 0 1 23 0 3 14 131
A location model with an endogenous dummy variable 0 0 0 8 0 3 7 27
A model for level induced conditional heteroskedasticity 0 0 1 1 1 1 8 21
A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates 0 0 3 69 0 5 15 171
A note on binary choice duration models 0 0 0 9 0 2 14 73
A note on nonlinear models with integrated regressors and convergence order results 0 0 0 11 0 1 5 57
A robust version of the KPSS test based on indicators 0 0 0 64 0 1 5 181
A strong law of large numbers for triangular mixingale arrays 0 0 0 51 1 9 17 158
ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES” 0 0 0 3 0 3 10 31
Are US real house prices stationary? New evidence from univariate and panel data 0 0 0 36 0 2 4 195
Central Limit Theorems for Dependent Heterogeneous Random Variables 0 0 3 55 0 4 17 154
Closest Moment Estimationunder General Conditions 0 0 1 2 1 2 13 28
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 0 2 12 328
Consistency of kernel variance estimators for sums of semiparametric linear processes 0 0 0 31 0 1 15 339
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 0 4 16 240
Convergence of averages of scaled functions of I(1) linear processes 0 0 0 2 0 2 2 32
DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY 1 1 2 21 1 2 7 76
DYNAMIC TIME SERIES BINARY CHOICE 0 0 1 54 0 1 17 176
Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules 0 0 0 66 0 1 5 192
Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration 0 0 0 146 0 4 11 463
Exponential functionals of integrated processes 0 0 0 13 0 1 4 74
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 0 10 0 5 12 65
Laws of Large Numbers for Dependent Heterogeneous Processes 0 0 0 13 0 1 10 54
Logarithmic spurious regressions 0 0 0 12 1 3 6 89
Mixing properties of the dynamic Tobit model with mixing errors 0 0 0 12 0 4 11 72
Money demand function estimation by nonlinear cointegration 0 0 1 343 0 6 11 981
Nonlinear estimation using estimated cointegrating relations 0 0 0 21 0 2 6 84
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 0 1 11 114
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large 2 3 12 464 4 8 40 1,118
Spurious logarithms and the KPSS statistic 0 0 0 8 1 2 11 76
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 0 0 1 47 0 1 11 178
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 0 1 45 0 2 10 157
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 0 0 1 68 0 1 12 185
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 1 7 0 3 11 64
THE SUM OF THE RECIPROCAL OF THE RANDOM WALK 0 0 1 4 0 1 9 23
The Bierens test under data dependence 0 1 1 78 0 4 22 244
The Econometrics of the Hodrick-Prescott Filter 0 3 10 218 2 132 173 743
Uniform laws of large numbers and stochastic Lipschitz-continuity 0 0 0 53 0 2 6 158
Weak Laws of Large Numbers for Dependent Random Variables 0 1 1 20 0 3 15 101
Total Journal Articles 3 9 45 2,238 13 241 621 7,825

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Statistics updated 2026-07-10