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 0 5 16
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 7 0 0 8 43
Dynamic time series binary choice 0 0 0 183 0 1 15 477
Dynamic time series binary choice 0 0 1 253 0 1 9 835
Nonlinear estimators with integrated regressors but without exogeneity 0 0 0 85 0 0 10 282
Total Working Papers 0 0 1 528 0 2 47 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 1 7 68
A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION 0 0 1 5 1 2 7 26
A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS 0 0 1 23 0 0 13 131
A location model with an endogenous dummy variable 0 0 0 8 0 0 6 27
A model for level induced conditional heteroskedasticity 0 0 1 1 0 1 6 21
A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates 0 0 3 69 2 2 17 173
A note on binary choice duration models 0 0 0 9 1 1 13 74
A note on nonlinear models with integrated regressors and convergence order results 0 0 0 11 0 0 5 57
A robust version of the KPSS test based on indicators 0 0 0 64 0 0 4 181
A strong law of large numbers for triangular mixingale arrays 0 0 0 51 0 3 16 158
ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES” 0 0 0 3 0 2 9 31
Are US real house prices stationary? New evidence from univariate and panel data 1 1 1 37 1 2 5 196
Central Limit Theorems for Dependent Heterogeneous Random Variables 0 0 2 55 1 2 17 155
Closest Moment Estimationunder General Conditions 0 0 1 2 0 1 13 28
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 1 2 12 329
Consistency of kernel variance estimators for sums of semiparametric linear processes 0 0 0 31 1 1 16 340
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 0 1 16 240
Convergence of averages of scaled functions of I(1) linear processes 0 0 0 2 0 0 2 32
DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY 0 1 2 21 0 1 6 76
DYNAMIC TIME SERIES BINARY CHOICE 0 0 1 54 0 0 17 176
Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules 0 0 0 66 1 1 6 193
Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration 0 0 0 146 1 2 12 464
Exponential functionals of integrated processes 0 0 0 13 0 0 4 74
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 0 10 0 0 11 65
Laws of Large Numbers for Dependent Heterogeneous Processes 0 0 0 13 0 1 9 54
Logarithmic spurious regressions 0 0 0 12 1 3 7 90
Mixing properties of the dynamic Tobit model with mixing errors 0 0 0 12 0 1 9 72
Money demand function estimation by nonlinear cointegration 0 0 1 343 0 1 10 981
Nonlinear estimation using estimated cointegrating relations 0 0 0 21 1 2 6 85
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 0 11 114
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large 2 5 13 466 2 8 38 1,120
Spurious logarithms and the KPSS statistic 0 0 0 8 1 2 12 77
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 0 0 1 47 0 0 10 178
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 0 1 45 0 0 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 1 1 11 65
THE SUM OF THE RECIPROCAL OF THE RANDOM WALK 0 0 1 4 1 2 9 24
The Bierens test under data dependence 0 0 1 78 1 1 22 245
The Econometrics of the Hodrick-Prescott Filter 1 3 9 219 4 130 174 747
Uniform laws of large numbers and stochastic Lipschitz-continuity 0 0 0 53 1 1 6 159
Weak Laws of Large Numbers for Dependent Random Variables 0 0 1 20 1 2 16 102
Total Journal Articles 4 10 45 2,242 24 181 614 7,849

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Statistics updated 2026-08-07