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Logarithmic spurious regressions

de Jong, Robert M. - In: Economics letters 81 (2003) 1, pp. 13-22

Persistent link: https://www.econbiz.de/10006760674

A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates

de Jong, Robert M. - In: Journal of econometrics 111 (2002) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10006766962

Nonlinear minimization estimators in the presence of cointegrating relations

de Jong, Robert M. - In: Journal of econometrics 110 (2002) 2, pp. 241-260

Persistent link: https://www.econbiz.de/10006766971

Spurious logarithms and the KPSS statistic

de Jong, Robert M.; Schmidt, Peter - In: Economics letters 76 (2002) 3, pp. 383-392

Persistent link: https://www.econbiz.de/10006767245

Exponential functionals of integrated processes

Lee, Jungick; de Jong, Robert M. - In: Economics letters 100 (2008) 2, pp. 181-185

Persistent link: https://www.econbiz.de/10008883912

DYNAMIC TIME SERIES BINARY CHOICE

de Jong, Robert M.; Woutersen, Tiemen - In: Econometric theory 27 (2011) 4, pp. 673-703

Persistent link: https://www.econbiz.de/10009177574

Convergence of averages of scaled functions of I(1) linear processes

de Jong, Robert M. - In: Economics letters 71 (2001) 1, pp. 27-34

Persistent link: https://www.econbiz.de/10006775549

A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates

Jong, Robert M. de - In: Journal of Econometrics 111 (2002) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10005239047

Money demand function estimation by nonlinear cointegration

Bae, Youngsoo; Jong, Robert M. de - In: Journal of Applied Econometrics 22 (2007) 4, pp. 767-793

Conventionally, the money demand function is estimated using a regression of the logarithm of money demand on either the interest rate or the logarithm of the interest rate. This equation is presumed to be a cointegrating regression. In this paper, we aim to combine the logarithmic...

Persistent link: https://www.econbiz.de/10005247787

A Strong Law of Large Numbers

Jong, Robert M. de; Gordon, C.R. Kemp; John, Xu Zheng - In: Econometric Theory 12 (1996) 01, pp. 210-214

Persistent link: https://www.econbiz.de/10005250031