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 1 5 0 0 3 20
Dynamic time series binary choice 0 0 0 251 1 1 11 804
Dynamic time series binary choice 0 0 2 175 0 1 3 428
Nonlinear estimators with integrated regressors but without exogeneity 0 1 2 80 0 2 6 249
Total Working Papers 0 1 5 511 1 4 23 1,501


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 17 0 0 1 48
A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS 0 0 1 21 0 0 2 112
A Strong Law of Large Numbers 0 0 3 17 0 0 5 36
A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates 0 1 1 63 0 1 2 145
A note on binary choice duration models 0 0 0 8 0 1 2 53
A note on nonlinear models with integrated regressors and convergence order results 0 0 0 11 0 0 1 46
A robust version of the KPSS test based on indicators 0 0 1 63 0 0 2 159
A strong law of large numbers for triangular mixingale arrays 0 0 0 46 0 0 1 119
ADDENDUM TO 0 0 0 2 0 0 1 15
Are US real house prices stationary? New evidence from univariate and panel data 1 1 1 23 6 10 33 123
Central Limit Theorems for Dependent Heterogeneous Random Variables 0 0 1 43 0 0 3 109
Closest Moment Estimationunder General Conditions 0 0 0 0 0 0 1 8
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 0 0 2 285
Consistency of kernel variance estimators for sums of semiparametric linear processes 0 0 0 31 0 0 0 323
Consistency of the stationary bootstrap under weak moment conditions 0 1 2 67 0 1 6 193
Convergence of averages of scaled functions of I(1) linear processes 0 0 0 1 0 0 1 26
DYNAMIC NONLINEAR ECONOMETRIC MODELS ASYMPTOTIC THEORY 0 0 0 18 0 0 1 64
DYNAMIC TIME SERIES BINARY CHOICE 0 0 0 44 1 1 3 113
Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules 1 1 2 63 1 2 3 177
Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration 1 5 6 115 4 9 21 351
Exponential functionals of integrated processes 0 0 0 10 0 0 1 62
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 0 9 0 0 0 46
Laws of Large Numbers for Dependent Heterogeneous Processes 0 0 0 8 1 1 2 32
Logarithmic spurious regressions 0 0 1 9 0 0 2 70
Money demand function estimation by nonlinear cointegration 0 2 6 333 0 2 14 917
Nonlinear estimation using estimated cointegrating relations 0 0 0 21 0 0 0 72
Nonlinear minimization estimators in the presence of cointegrating relations 0 0 0 7 0 0 1 70
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 0 1 25 1 1 2 81
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large 0 10 36 321 7 24 114 772
SUMS OF EXPONENTIALS OF RANDOM WALKS WITH DRIFT 0 0 1 7 0 0 3 46
Spurious logarithms and the KPSS statistic 0 0 0 8 0 0 1 56
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 0 0 0 44 0 0 2 157
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 1 2 39 0 2 7 125
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 0 1 2 57 3 5 10 136
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 0 6 0 0 1 40
The Bierens test under data dependence 0 0 1 76 0 1 4 205
The Econometrics of the Hodrick-Prescott Filter 1 3 23 52 4 13 66 152
Uniform laws of large numbers and stochastic Lipschitz-continuity 0 0 0 50 0 0 2 128
Weak Laws of Large Numbers for Dependent Random Variables 0 0 1 4 0 2 4 22
Total Journal Articles 4 26 92 1,739 28 76 327 5,694


Statistics updated 2019-09-09