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 1 1 4 21
Dynamic time series binary choice 0 0 2 175 1 1 4 429
Dynamic time series binary choice 0 0 0 251 1 3 12 806
Nonlinear estimators with integrated regressors but without exogeneity 0 0 1 80 1 2 7 251
Total Working Papers 0 0 4 511 4 7 27 1,507


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 1 1 1 18 2 2 3 50
A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS 0 0 0 21 0 0 1 112
A Strong Law of Large Numbers 0 0 2 17 0 0 4 36
A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates 0 0 1 63 0 0 1 145
A note on binary choice duration models 0 0 0 8 0 0 2 53
A note on nonlinear models with integrated regressors and convergence order results 0 0 0 11 0 0 0 46
A robust version of the KPSS test based on indicators 0 0 1 63 1 2 4 161
A strong law of large numbers for triangular mixingale arrays 1 1 1 47 2 2 2 121
ADDENDUM TO 0 0 0 2 0 0 1 15
Are US real house prices stationary? New evidence from univariate and panel data 0 2 2 24 1 10 31 127
Central Limit Theorems for Dependent Heterogeneous Random Variables 0 1 1 44 0 1 3 110
Closest Moment Estimationunder General Conditions 0 0 0 0 1 2 3 10
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 0 0 1 285
Consistency of kernel variance estimators for sums of semiparametric linear processes 0 0 0 31 1 1 1 324
Consistency of the stationary bootstrap under weak moment conditions 0 0 2 67 0 0 6 193
Convergence of averages of scaled functions of I(1) linear processes 1 1 1 2 2 2 3 28
DYNAMIC NONLINEAR ECONOMETRIC MODELS ASYMPTOTIC THEORY 0 0 0 18 0 0 0 64
DYNAMIC TIME SERIES BINARY CHOICE 0 0 0 44 0 3 5 115
Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules 0 1 1 63 0 2 3 178
Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration 2 3 8 117 4 9 25 356
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 0 1 2 32
Logarithmic spurious regressions 0 0 1 9 0 0 2 70
Money demand function estimation by nonlinear cointegration 2 2 6 335 3 5 16 922
Nonlinear estimation using estimated cointegrating relations 0 0 0 21 2 2 2 74
Nonlinear minimization estimators in the presence of cointegrating relations 0 0 0 7 1 1 1 71
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 1 2 26 0 3 4 83
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large 2 4 34 325 5 19 97 784
SUMS OF EXPONENTIALS OF RANDOM WALKS WITH DRIFT 0 0 1 7 0 0 2 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 0 157
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 0 2 39 0 3 9 128
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 1 1 3 58 2 8 14 141
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 0 6 1 1 2 41
The Bierens test under data dependence 0 0 1 76 0 1 4 206
The Econometrics of the Hodrick-Prescott Filter 2 5 23 56 16 27 77 175
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 0 4 22
Total Journal Articles 12 23 95 1,758 44 107 339 5,773


Statistics updated 2019-11-03