Narrow search
Showing 1 - 4 of 4
Cover Image
Sums of exponentials of random walks with drift
Qu, Xi; Jong, Robert M. de - In: Econometric theory 28 (2012) 4, pp. 915-924
Persistent link: https://www.econbiz.de/10009669724
Cover Image
Further results on the asymptotics for nonlinear transformations of integrated time series
Jong, Robert M. de; Wang, Chien-ho - In: Econometric theory 21 (2005) 2, pp. 413-430
Persistent link: https://www.econbiz.de/10002740750
Cover Image
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
Cover Image
Addendum to asymptotics for nonlinear transformations of integrated time series
Jong, Robert M. de - In: Econometric theory 20 (2004) 3, pp. 627-635
Persistent link: https://www.econbiz.de/10002068302