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 2 3 14
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 7 3 4 9 41
Dynamic time series binary choice 0 0 0 183 1 6 11 471
Dynamic time series binary choice 0 1 2 253 6 7 9 833
Nonlinear estimators with integrated regressors but without exogeneity 0 0 0 85 1 4 9 280
Total Working Papers 0 1 2 528 12 23 41 1,639

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 1 1 24 0 3 3 64
A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION 0 1 1 5 2 4 5 23
A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS 0 0 0 22 5 8 10 127
A location model with an endogenous dummy variable 0 0 0 8 3 3 5 24
A model for level induced conditional heteroskedasticity 0 0 1 1 2 4 7 20
A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates 0 1 4 68 5 7 10 164
A note on binary choice duration models 0 0 0 9 5 10 12 71
A note on nonlinear models with integrated regressors and convergence order results 0 0 0 11 2 2 2 54
A robust version of the KPSS test based on indicators 0 0 0 64 1 2 4 180
A strong law of large numbers for triangular mixingale arrays 0 0 1 51 0 2 8 148
ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES” 0 0 0 3 2 6 8 28
Are US real house prices stationary? New evidence from univariate and panel data 0 0 0 36 0 0 1 191
Central Limit Theorems for Dependent Heterogeneous Random Variables 1 2 4 55 4 8 11 147
Closest Moment Estimationunder General Conditions 0 1 1 2 3 5 6 21
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 5 8 10 325
Consistency of kernel variance estimators for sums of semiparametric linear processes 0 0 0 31 6 13 13 337
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 7 12 12 236
Convergence of averages of scaled functions of I(1) linear processes 0 0 0 2 0 0 0 30
DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY 0 1 1 20 1 4 7 74
DYNAMIC TIME SERIES BINARY CHOICE 0 0 1 54 5 11 16 174
Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules 0 0 0 66 2 4 4 191
Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration 0 0 2 146 2 3 10 459
Exponential functionals of integrated processes 0 0 0 13 0 1 2 72
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 0 10 4 6 7 60
Laws of Large Numbers for Dependent Heterogeneous Processes 0 0 0 13 4 4 9 51
Logarithmic spurious regressions 0 0 0 12 1 2 2 85
Mixing properties of the dynamic Tobit model with mixing errors 0 0 0 12 0 4 6 67
Money demand function estimation by nonlinear cointegration 0 0 2 343 1 2 7 974
Nonlinear estimation using estimated cointegrating relations 0 0 0 21 3 3 4 82
Nonlinear minimization estimators in the presence of cointegrating relations 0 0 0 9 1 1 2 79
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 1 1 36 6 7 13 112
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large 1 2 12 459 4 13 38 1,107
Spurious logarithms and the KPSS statistic 0 0 0 8 2 5 8 72
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 0 1 1 47 4 6 10 176
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 1 2 45 2 5 8 153
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 0 1 3 68 2 7 11 181
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 1 1 7 4 6 8 61
THE SUM OF THE RECIPROCAL OF THE RANDOM WALK 0 1 1 4 2 4 5 19
The Bierens test under data dependence 0 0 0 77 9 12 15 236
The Econometrics of the Hodrick-Prescott Filter 0 1 11 215 8 19 43 601
Uniform laws of large numbers and stochastic Lipschitz-continuity 0 0 0 53 1 1 6 156
Weak Laws of Large Numbers for Dependent Random Variables 0 0 0 19 4 9 11 97
Total Journal Articles 2 16 51 2,225 124 236 379 7,529

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Statistics updated 2026-02-12