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Asymptotic theory of expanding parameter space methods and data dependence in econometrics
Jong, Robert M. de - 1993
Persistent link: https://www.econbiz.de/10000879181
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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
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Nonlinear minimization estimators in the presence of cointegrating relations
Jong, Robert M. de - In: Journal of econometrics 110 (2002) 2, pp. 241-259
Persistent link: https://www.econbiz.de/10001703512
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Weak laws of large numbers for dependent random variables
Jong, Robert M. de - In: Annales d'économie et de statistique (1998), pp. 209-225
Persistent link: https://www.econbiz.de/10001534418
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Logarithmic spurious regressions
Jong, Robert M. de - In: Economics letters 81 (2003) 1, pp. 13-21
Persistent link: https://www.econbiz.de/10001796375
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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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Nonlinear estimation using estimated cointegrated relations
Jong, Robert M. de - In: Journal of econometrics 101 (2001) 1, pp. 109-122
Persistent link: https://www.econbiz.de/10001545122
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Uniform laws of large numbers and stochastic Lipschitz-continuity
Jong, Robert M. de - In: Journal of econometrics 86 (1998) 2, pp. 243-268
Persistent link: https://www.econbiz.de/10001243490
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The Bierens test under data dependence
Jong, Robert M. de - In: Journal of econometrics 72 (1996) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10001198034
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Convergence of averages of scaled functions of I (1) linear processes
Jong, Robert M. de - In: Economics letters 71 (2001) 1, pp. 27-33
Persistent link: https://www.econbiz.de/10001564052