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~isPartOf:"Econometric theory"
~person:"Jong, Robert M. de"
~subject:"Heteroscedasticity"
~subject:"Zeitreihenanalyse"
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Heteroscedasticity
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Jong, Robert M. de
Phillips, Peter C. B.
12
Hong, Yongmiao
6
Saikkonen, Pentti
6
Lütkepohl, Helmut
5
Taylor, Robert
5
Vogelsang, Timothy J.
5
Chambers, Marcus J.
4
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4
Johansen, Søren
4
Linton, Oliver
4
Park, Joon Y.
4
Robinson, Peter M.
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Wang, Qiying
4
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3
Cavaliere, Giuseppe
3
Chen, Bin
3
Choi, In
3
Gao, Jiti
3
Grégoir, Stéphane
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
Perron, Pierre
3
Pötscher, Benedikt M.
3
Abadir, Karim Maher
2
Bandi, Federico M.
2
Barrio Castro, Tomás del
2
Breitung, Jörg
2
Cai, Zongwu
2
Chong, Terence Tai-Leung
2
Florens, Jean-Pierre
2
Francq, Christian
2
Hassler, Uwe
2
He, Changli
2
Hidalgo, Javier
2
Jansson, Michael
2
Jeganathan, P.
2
Kiefer, Nicholas Maximilian
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Econometric theory
Journal of econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The review of economics and statistics
1
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ECONIS (ZBW)
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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
Saved in:
2
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
Saved in:
3
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:
4
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
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