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Schätztheorie
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Jong, Robert M. de
16
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Herrera, Ana María
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Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Dynamic censored regression and the open market desk reaction function
Jong, Robert M. de
;
Herrera, Ana María
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
2
,
pp. 228-237
Persistent link: https://www.econbiz.de/10009160014
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2
Estimation for spatial dynamic panel data with fixed effects : the case of spatial cointegration
Yu, Jihai
;
Jong, Robert M. de
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 16-37
Persistent link: https://www.econbiz.de/10009551450
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3
A note on nonlinear models with integrated regressors and convergence order results
Jong, Robert M. de
;
Hu, Ling
- In:
Economics letters
111
(
2011
)
1
,
pp. 23-25
Persistent link: https://www.econbiz.de/10009241367
Saved in:
4
Dynamic time series binary choice
Jong, Robert M. de
;
Woutersen, Tiemen
- In:
Econometric theory
27
(
2011
)
4
,
pp. 673-702
Persistent link: https://www.econbiz.de/10009311780
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5
Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing
;
Jong, Robert M. de
;
Haurin, Donald R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
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6
Closest moment estimation under general conditions
Han, Chirok
;
Jong, Robert M. de
- In:
Annales d'économie et de statistique
(
2004
),
pp. 1-13
Persistent link: https://www.econbiz.de/10002509894
Saved in:
7
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:
8
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:
9
Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices
Jong, Robert M. de
;
Davidson, James E. H.
-
1996
Persistent link: https://www.econbiz.de/10000936005
Saved in:
10
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
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