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isPartOf:"International economic review"
subject:"Risk"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~person:"Jong, Robert M. de"
~person:"White, Halbert"
~subject:"Schätztheorie"
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Jong, Robert M. de
White, Halbert
Gouriéroux, Christian
13
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12
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9
Zakoïan, Jean-Michel
8
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7
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7
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International economic review
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Oxford bulletin of economics and statistics
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion paper / Department of Economics, University of California San Diego
5
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4
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1
The properties of Lp-GMM estimators
Jong, Robert M. de
;
Han, Chirok
- In:
Econometric theory
18
(
2002
)
2
,
pp. 491-504
Persistent link: https://www.econbiz.de/10001661310
Saved in:
2
A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Jong, Robert M. de
- In:
Econometric theory
16
(
2000
)
2
,
pp. 262-268
Persistent link: https://www.econbiz.de/10001483373
Saved in:
3
The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 1 : weakly dependent processes
Jong, Robert M. de
;
Davidson, James E. H.
- In:
Econometric theory
16
(
2000
)
5
,
pp. 621-642
Persistent link: https://www.econbiz.de/10001533160
Saved in:
4
The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 2 : fractionally integrated processes
Davidson, James E. H.
;
Jong, Robert M. de
- In:
Econometric theory
16
(
2000
)
5
,
pp. 643-666
Persistent link: https://www.econbiz.de/10001533165
Saved in:
5
Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications
Chen, Xiaohong
- In:
Econometric theory
14
(
1998
)
2
,
pp. 260-284
Persistent link: https://www.econbiz.de/10001245306
Saved in:
6
Consistent specification testing with nuisance parameters present only under the alternative
Stinchcombe, Maxwell B.
- In:
Econometric theory
14
(
1998
)
3
,
pp. 295-325
Persistent link: https://www.econbiz.de/10001245316
Saved in:
7
Laws of large numbers for Hilbert space-valued mixingales with applications
Chen, Xiaohong
- In:
Econometric theory
12
(
1996
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10001205641
Saved in:
8
On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity
Jong, Robert M. de
- In:
Econometric theory
10
(
1994
)
1
,
pp. 70-90
Persistent link: https://www.econbiz.de/10001163337
Saved in:
9
Determination of estimators with minimum asymptotic covariance matrices
Bates, Charles E.
- In:
Econometric theory
9
(
1993
)
4
,
pp. 633-648
Persistent link: https://www.econbiz.de/10001156712
Saved in:
10
Some invariance principles and central limit theorems for dependent heterogeneous processes
Wooldridge, Jeffrey M.
- In:
Econometric theory
4
(
1988
)
2
,
pp. 210-230
Persistent link: https://www.econbiz.de/10001052659
Saved in:
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