The following pages link to Robert de Jong (Q174852):
Displaying 36 items.
- A robust version of the KPSS test based on indicators (Q276913) (← links)
- (Q295706) (redirect page) (← links)
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707) (← links)
- (Q533928) (redirect page) (← links)
- A note on nonlinear models with integrated regressors and convergence order results (Q533929) (← links)
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration (Q738131) (← links)
- A note on binary choice duration models (Q1038087) (← links)
- Uniform laws of large numbers and stochastic Lipschitz-continuity (Q1305641) (← links)
- A model for level induced conditional heteroskedasticity (Q1726803) (← links)
- Mixing properties of the dynamic Tobit model with mixing errors (Q1787245) (← links)
- Nonlinear minimization estimators in the presence of cointegrating relations. (Q1858971) (← links)
- A note on ``Convergence rates and asymptotic normality for series estimators'': uniform convergence rates (Q1868964) (← links)
- The Bierens test under data dependence (Q1915460) (← links)
- A strong law of large numbers for triangular mixingale arrays (Q1916163) (← links)
- Logarithmic spurious regressions (Q1927368) (← links)
- Consistency of the stationary bootstrap under weak moment conditions (Q1927395) (← links)
- Exponential functionals of integrated processes (Q1934854) (← links)
- A location model with an endogenous dummy variable (Q2208903) (← links)
- The functional central limit theorem and weak convergence to stochastic integrals. I: Weakly dependent processes (Q2716481) (← links)
- The functional central limit theorem and weak convergence to stochastic integrals. II: Fractionally integrated processes (Q2716482) (← links)
- Sums of exponentials of random walks with drift (Q2909253) (← links)
- Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules (Q3574705) (← links)
- A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS (Q4512682) (← links)
- ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES” (Q4653564) (← links)
- FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES (Q4680630) (← links)
- (Q4687050) (← links)
- THE PROPERTIES OF <i>L</i><sub><i>p</i></sub>-GMM ESTIMATORS (Q4807297) (← links)
- NEGATIVE POWERS OF INTEGRATED PROCESSES (Q5071688) (← links)
- The spectral analysis of the Hodrick–Prescott filter (Q5095293) (← links)
- DYNAMIC TIME SERIES BINARY CHOICE (Q5199495) (← links)
- THE SUM OF THE RECIPROCAL OF THE RANDOM WALK (Q5218428) (← links)
- (Q5256014) (← links)
- Dynamic Censored Regression and the Open Market Desk Reaction Function (Q5392699) (← links)
- A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION (Q5859556) (← links)
- Nonlinear estimation using estimated cointegrating relations (Q5931141) (← links)
- Convergence of averages of scaled functions of I(1) linear processes (Q5940891) (← links)
