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Details about Robert de jong

Homepage:http://www.econ.ohio-state.edu/dejong
Workplace:Department of Economics, Ohio State University, (more information at EDIRC)

Access statistics for papers by Robert de jong.

Last updated 2016-11-17. Update your information in the RePEc Author Service.

Short-id: pde708


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Working Papers

2007

  1. Dynamic time series binary choice
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics Downloads View citations (23)
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) Downloads View citations (2)

    See also Journal Article in Econometric Theory (2011)

2004

  1. Nonlinear estimators with integrated regressors but without exogeneity
    Econometric Society 2004 North American Winter Meetings, Econometric Society Downloads View citations (5)

1996

  1. Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    See also Journal Article in Econometrica (2000)

Journal Articles

2016

  1. Are US real house prices stationary? New evidence from univariate and panel data
    Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (1), 1-18 Downloads
  2. The Econometrics of the Hodrick-Prescott Filter
    The Review of Economics and Statistics, 2016, 98, (2), 310-317 Downloads

2012

  1. Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration
    Journal of Econometrics, 2012, 167, (1), 16-37 Downloads View citations (12)
  2. SUMS OF EXPONENTIALS OF RANDOM WALKS WITH DRIFT
    Econometric Theory, 2012, 28, (04), 915-924 Downloads

2011

  1. A note on nonlinear models with integrated regressors and convergence order results
    Economics Letters, 2011, 111, (1), 23-25 Downloads View citations (1)
  2. DYNAMIC TIME SERIES BINARY CHOICE
    Econometric Theory, 2011, 27, (04), 673-702 Downloads View citations (24)
    See also Working Paper (2007)

2009

  1. A note on binary choice duration models
    Economics Letters, 2009, 102, (1), 17-18 Downloads View citations (1)

2008

  1. Exponential functionals of integrated processes
    Economics Letters, 2008, 100, (2), 181-184 Downloads
  2. Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
    Journal of Econometrics, 2008, 146, (1), 118-134 Downloads View citations (100)

2007

  1. A robust version of the KPSS test based on indicators
    Journal of Econometrics, 2007, 137, (2), 311-333 Downloads View citations (15)
  2. Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules
    Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (4), 1-35 Downloads View citations (1)
  3. Money demand function estimation by nonlinear cointegration
    Journal of Applied Econometrics, 2007, 22, (4), 767-793 Downloads View citations (20)

2005

  1. FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
    Econometric Theory, 2005, 21, (02), 413-430 Downloads View citations (10)

2004

  1. ADDENDUM TO
    Econometric Theory, 2004, 20, (03), 627-635 Downloads View citations (5)
  2. Closest Moment Estimationunder General Conditions
    Annals of Economics and Statistics, 2004, (74), 1-13 Downloads

2003

  1. 02.5.1. A Mixingale Inequality Using an Exponential Moment
    Econometric Theory, 2003, 19, (05), 880-881 Downloads
  2. Consistency of the stationary bootstrap under weak moment conditions
    Economics Letters, 2003, 81, (2), 273-278 Downloads View citations (8)
  3. Logarithmic spurious regressions
    Economics Letters, 2003, 81, (1), 13-21 Downloads View citations (3)

2002

  1. A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates
    Journal of Econometrics, 2002, 111, (1), 1-9 Downloads View citations (15)
  2. Consistency of kernel variance estimators for sums of semiparametric linear processes
    Econometrics Journal, 2002, 5, (1), 160-175 Downloads View citations (1)
  3. Nonlinear minimization estimators in the presence of cointegrating relations
    Journal of Econometrics, 2002, 110, (2), 241-259 Downloads View citations (8)
  4. Spurious logarithms and the KPSS statistic
    Economics Letters, 2002, 76, (3), 383-391 Downloads View citations (1)
  5. THE PROPERTIES OF Lp-GMM ESTIMATORS
    Econometric Theory, 2002, 18, (02), 491-504 Downloads View citations (2)

2001

  1. Convergence of averages of scaled functions of I(1) linear processes
    Economics Letters, 2001, 71, (1), 27-33 Downloads View citations (1)
  2. Nonlinear estimation using estimated cointegrating relations
    Journal of Econometrics, 2001, 101, (1), 109-122 Downloads View citations (15)

2000

  1. A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS
    Econometric Theory, 2000, 16, (02), 262-268 Downloads View citations (14)
  2. Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
    Econometrica, 2000, 68, (2), 407-424 View citations (49)
    See also Working Paper (1996)
  3. DYNAMIC NONLINEAR ECONOMETRIC MODELS ASYMPTOTIC THEORY
    Econometric Theory, 2000, 16, (01), 127-130 Downloads
  4. THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I
    Econometric Theory, 2000, 16, (05), 621-642 Downloads View citations (46)
    Also in Econometric Theory, 2000, 16, (05), 643-666 (2000) Downloads View citations (28)

1998

  1. Uniform laws of large numbers and stochastic Lipschitz-continuity
    Journal of Econometrics, 1998, 86, (2), 243-268 Downloads
  2. Weak Laws of Large Numbers for Dependent Random Variables
    Annals of Economics and Statistics, 1998, (51), 209-225 Downloads View citations (3)

1997

  1. Central Limit Theorems for Dependent Heterogeneous Random Variables
    Econometric Theory, 1997, 13, (03), 353-367 Downloads View citations (21)
  2. Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results
    Econometric Reviews, 1997, 16, (3), 251-279 Downloads View citations (8)

1996

  1. A Strong Law of Large Numbers
    Econometric Theory, 1996, 12, (01), 210-214 Downloads View citations (3)
  2. A strong law of large numbers for triangular mixingale arrays
    Statistics & Probability Letters, 1996, 27, (1), 1-9 Downloads View citations (3)
  3. The Bierens test under data dependence
    Journal of Econometrics, 1996, 72, (1-2), 1-32 Downloads View citations (39)

1995

  1. Laws of Large Numbers for Dependent Heterogeneous Processes
    Econometric Theory, 1995, 11, (02), 347-358 Downloads View citations (9)

1994

  1. On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity
    Econometric Theory, 1994, 10, (01), 70-90 Downloads View citations (19)
 
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