Robert M. de Jong

Available identifiers

zbMath Open de-jong.robert-mMaRDI QIDQ174852

List of research outcomes

Publication	Date of Publication	Type
The spectral analysis of the Hodrick–Prescott filter	2022-08-08	Paper
NEGATIVE POWERS OF INTEGRATED PROCESSES	2022-04-22	Paper
A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION	2021-04-16	Paper
A location model with an endogenous dummy variable	2020-11-04	Paper
THE SUM OF THE RECIPROCAL OF THE RANDOM WALK	2020-03-03	Paper
A model for level induced conditional heteroskedasticity	2019-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q4687050	2018-10-10	Paper
Mixing properties of the dynamic Tobit model with mixing errors	2018-10-05	Paper
Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration	2016-08-15	Paper
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large	2016-06-13	Paper
https://portal.mardi4nfdi.de/entity/Q5256014	2015-06-22	Paper
Exponential functionals of integrated processes	2013-01-29	Paper
Logarithmic spurious regressions	2013-01-01	Paper
Consistency of the stationary bootstrap under weak moment conditions	2013-01-01	Paper
SUMS OF EXPONENTIALS OF RANDOM WALKS WITH DRIFT	2012-08-30	Paper
DYNAMIC TIME SERIES BINARY CHOICE	2011-08-16	Paper
A note on nonlinear models with integrated regressors and convergence order results	2011-05-10	Paper
Dynamic Censored Regression and the Open Market Desk Reaction Function	2011-04-13	Paper
Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules	2010-07-02	Paper
A note on binary choice duration models	2009-11-17	Paper
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES	2005-06-07	Paper
ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES”	2005-03-07	Paper
THE PROPERTIES OF Lp-GMM ESTIMATORS	2003-05-18	Paper
A note on ``Convergence rates and asymptotic normality for series estimators: uniform convergence rates	2003-04-09	Paper
Nonlinear minimization estimators in the presence of cointegrating relations.	2003-02-17	Paper
Nonlinear estimation using estimated cointegrating relations	2001-09-02	Paper
Convergence of averages of scaled functions of I(1) linear processes	2001-08-20	Paper
A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS	2001-03-29	Paper
Uniform laws of large numbers and stochastic Lipschitz-continuity	2000-12-03	Paper
A strong law of large numbers for triangular mixingale arrays	1997-04-09	Paper
The Bierens test under data dependence	1996-07-15	Paper

Research outcomes over time

Doctoral students

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