Robert de jong : Citation Profile


Are you Robert de jong?

Ohio State University

13

H index

13

i10 index

481

Citations

RESEARCH PRODUCTION:

39

Articles

4

Papers

RESEARCH ACTIVITY:

   22 years (1994 - 2016). See details.
   Cites by year: 21
   Journals where Robert de jong has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 8 (1.64 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde708
   Updated: 2017-09-16    RAS profile: 2016-11-17    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert de jong.

Is cited by:

Kanaya, Shin (15)

Phillips, Peter (13)

LINTON, OLIVER (9)

Prucha, Ingmar (9)

Kristensen, Dennis (8)

Hill, Jonathan (8)

Davidson, James (8)

Rahbek, Anders (8)

Pelagatti, Matteo (7)

Pesaran, M (7)

Lee, Lung-Fei (7)

Cites to:

Phillips, Peter (27)

Park, Joon (13)

Andrews, Donald (10)

Prucha, Ingmar (8)

Lee, Lung-Fei (7)

Bierens, Herman (7)

Davidson, James (6)

Baltagi, Badi (5)

Pesaran, M (5)

Hansen, Bruce (5)

Newey, Whitney (4)

Main data


Where Robert de jong has published?


Journals with more than one article published# docs
Econometric Theory14
Journal of Econometrics8
Economics Letters7
Studies in Nonlinear Dynamics & Econometrics2
Annals of Economics and Statistics2

Recent works citing Robert de jong (2017 and 2016)


YearTitle of citing document
2016Convergence rates of sums of a-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes. (2016). Kanaya, Shin. In: CREATES Research Papers. RePEc:aah:create:2016-24.

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2016HEGY test under seasonal heterogeneity. (2016). Politis, Dimitris . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2q4054kf.

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2016Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach. (2016). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem . In: CORE Discussion Papers. RePEc:cor:louvco:2016053.

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2017Identification-Robust Subvector Inference. (2017). , Donald . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3005.

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2016Entrepreneurial Spillovers over Space and Time. (2016). Martin, Thorsten ; Fossen, Frank. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1618.

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2017Nonparametric estimation of dynamic discrete choice models for time series data. (2017). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:108:y:2017:i:c:p:97-120.

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2016A new approach to risk-return trade-off dynamics via decomposition. (2016). Liu, Xiaochun ; Frazier, David T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:62:y:2016:i:c:p:43-55.

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2016Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined. (2016). Sandberg, Rickard . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:699-713.

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2016Estimation and test for quantile nonlinear cointegrating regression. (2016). Li, Haiqi ; Guo, YU ; Zheng, Chaowen . In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:27-32.

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2016Series estimation under cross-sectional dependence. (2016). Lee, Jungyoon ; Robinson, Peter M. In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:1:p:1-17.

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2016Testing for Granger causality with mixed frequency data. (2016). Ghysels, Eric ; Motegi, Kaiji ; Hill, Jonathan B. In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:207-230.

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2016Kernel estimation of hazard functions when observations have dependent and common covariates. (2016). Wolter, James Lewis . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:1-16.

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2016Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients. (2016). Parrella, Maria Lucia ; Dou, Baojun ; Yao, Qiwei . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:2:p:369-382.

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2016Spillover dynamics for systemic risk measurement using spatial financial time series models. (2016). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; Schaumburg, Julia . In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:2:p:211-223.

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2017Inference and testing breaks in large dynamic panels with strong cross sectional dependence. (2017). Hidalgo, Javier ; Schafgans, Marcia. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:259-274.

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2017QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices. (2017). Qu, XI ; Yu, Jihai ; Lee, Lung-Fei . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:173-201.

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2017Spatial dynamic panel data models with interactive fixed effects. (2017). Shi, Wei ; Lee, Lung-Fei . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:323-347.

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2017Fixed-effects dynamic spatial panel data models and impulse response analysis. (2017). Li, Kunpeng . In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:102-121.

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2017Long memory, fractional integration, and cross-sectional aggregation. (2017). Haldrup, Niels ; Vera, Eduardo J. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:1-11.

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2017Binary time series models driven by a latent process. (2017). Fokianos, Konstantinos ; Moysiadis, Theodoros . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:117-130.

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2017Probabilistic forecasting of wind power ramp events using autoregressive logit models. (2017). Taylor, James W. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:2:p:703-712.

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2016Modeling and forecasting multivariate electricity price spikes. (2016). Eichler, Michael ; Manner, Hans ; Turk, Dennis . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:255-265.

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2016Bank integration and co-movements across housing markets. (2016). Milcheva, Stanimira ; Zhu, Bing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s148-s171.

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2016The research on generalized regional “resource curse” in Chinas new normal stage. (2016). Xu, Xiaoliang ; Che, Ying ; Chen, Qian . In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:12-19.

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2016Local economic impact of boom and bust in mineral resource extraction in the United States: A spatial econometrics analysis. (2016). Ouedraogo, Abdoulaye. In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:292-305.

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2016A regional unemployment model simultaneously accounting for serial dynamics, spatial dependence and common factors. (2016). Elhorst, J.Paul ; Vega, Solmaria Halleck . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:60:y:2016:i:c:p:85-95.

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2016Bias correction and refined inferences for fixed effects spatial panel data models. (2016). Yang, Zhen Lin ; Liu, Shew Fan ; Yu, Jihai . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:61:y:2016:i:c:p:52-72.

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2017Estimation and model selection of higher-order spatial autoregressive model: An efficient Bayesian approach. (2017). Hsieh, Chih-Sheng ; Lee, Lung-Fei ; Han, Xiaoyi . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:63:y:2017:i:c:p:97-120.

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2017How Do Regional Interactions in Space Affect China’s Mitigation Targets and Economic Development?. (2017). Wei, Yi-Ming ; Yi-Ming, Wei ; Yu, Hao ; Lu, Wang . In: Working Papers. RePEc:fem:femwpa:2017.21.

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2016A dynamic spatial model of agricultural price transmission: Evidence from the Niger millet market. (2016). Goundan, Anatole. In: IFPRI discussion papers. RePEc:fpr:ifprid:1536.

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2016Fixed- b Inference for Testing Structural Change in a Time Series Regression. (2016). Cho, Cheol-Keun ; Vogelsang, Timothy J. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2016:i:1:p:2-:d:86546.

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2017Testing for a Structural Break in a Spatial Panel Model. (2017). Sengupta, Aparna . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:12-:d:92290.

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2016Convergence rates of sums of α-mixing triangular arrays : with an application to non-parametric drift function estimation of continuous-time processes. (2016). Kanaya, Shin. In: Discussion Paper Series. RePEc:hit:hituec:646.

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2017Information sharing, neighborhood demarcation, and yardstick competition: an empirical analysis of intergovernmental expenditure interaction in Japan. (2017). Hayashi, Masayoshi ; Yamamoto, Wataru . In: International Tax and Public Finance. RePEc:kap:itaxpf:v:24:y:2017:i:1:d:10.1007_s10797-016-9413-4.

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2016Convergence rates of sums of α-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes. (2016). Kanaya, Shin. In: KIER Working Papers. RePEc:kyo:wpaper:947.

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2016Assessing the Role of Tramsmission Channels in Sovereign Risk: A Spatial Econometrics Approach. (2016). Debarsy, Nicolas ; Dossougoin, Cyrille ; Gnabo, Jean-Yves ; Ertur, Cem . In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2441.

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2017Fundamentos de Econometría Espacial Aplicada. (2017). Herrera, Marcos. In: MPRA Paper. RePEc:pra:mprapa:80871.

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2016Forecasting banking crises with dynamic panel probit models. (2016). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, Antonio R ; Monteiro, Nuno . In: Working Papers. RePEc:ptu:wpaper:w201613.

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2016Nonparametric Estimation of Dynamic Discrete Choice Models for Time Series Data. (2016). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: CEPA Working Papers Series. RePEc:qld:uqcepa:116.

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2016Spatial panel data models using Stata. (2016). Piano Mortari, Andrea ; Belotti, Federico ; Hughes, Gordon . In: CEIS Research Paper. RePEc:rtv:ceisrp:373.

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2017A study on environmental infractions for Brazilian municipalities: a spatial dynamic panel approach. (2017). Ziero, Julia Gallego ; de Abreu, Daniel . In: Working Papers, Department of Economics. RePEc:spa:wpaper:2017wpecon13.

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2016Testing the constancy of Spearman’s rho in multivariate time series. (2016). Kojadinovic, Ivan ; Rohmer, Tom ; Quessy, Jean-Franois . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:68:y:2016:i:5:d:10.1007_s10463-015-0520-2.

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2017Spurious regression due to neglected of non-stationary volatility. (2017). Jin, Hao ; Zhang, Jinsuo . In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:3:d:10.1007_s00180-016-0687-x.

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2016A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence. (2016). Kelejian, Harry H ; Piras, Gianfranco . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1056-2.

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2016Biophysical and socioeconomic drivers of the dynamics in snow hazard impacts across scales and over heterogeneous landscape in Northern Tibet. (2016). Wang, Jun . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:81:y:2016:i:3:d:10.1007_s11069-015-2142-7.

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2016Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties. (2016). Hartigan, Luke . In: Discussion Papers. RePEc:swe:wpaper:2016-06.

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2016Money demand in the Arab Republic of Egypt : a vector equilibrium correction model. (2016). Rostom, Ahmed ; Tawfick, Ahmed Mohamed . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7679.

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2016Rigid relations: External adjustment under the Gold Standard (1880-1913). (2016). Chen, Yao ; Ward, Felix . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145930.

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Works by Robert de jong:


YearTitleTypeCited
1998Weak Laws of Large Numbers for Dependent Random Variables In: Annals of Economics and Statistics.
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article3
2004Closest Moment Estimationunder General Conditions In: Annals of Economics and Statistics.
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article0
2007Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2016Are US real house prices stationary? New evidence from univariate and panel data In: Studies in Nonlinear Dynamics & Econometrics.
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article0
1994On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity In: Econometric Theory.
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article19
1995Laws of Large Numbers for Dependent Heterogeneous Processes In: Econometric Theory.
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article7
1996A Strong Law of Large Numbers In: Econometric Theory.
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article3
1997Central Limit Theorems for Dependent Heterogeneous Random Variables In: Econometric Theory.
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article21
2000DYNAMIC NONLINEAR ECONOMETRIC MODELS ASYMPTOTIC THEORY In: Econometric Theory.
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article0
2000A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS In: Econometric Theory.
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article15
2000THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I In: Econometric Theory.
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article51
2000THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II.(2000) In: Econometric Theory.
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article
2002THE PROPERTIES OF Lp-GMM ESTIMATORS In: Econometric Theory.
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article2
200302.5.1. A Mixingale Inequality Using an Exponential Moment In: Econometric Theory.
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article0
2004ADDENDUM TO In: Econometric Theory.
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article4
2005FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES In: Econometric Theory.
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article9
2011DYNAMIC TIME SERIES BINARY CHOICE In: Econometric Theory.
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article39
2004Dynamic time series binary choice.(2004) In: Econometric Society 2004 North American Summer Meetings.
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This paper has another version. Agregated cites: 39
paper
2007Dynamic time series binary choice.(2007) In: Economics Working Paper Archive.
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This paper has another version. Agregated cites: 39
paper
2012SUMS OF EXPONENTIALS OF RANDOM WALKS WITH DRIFT In: Econometric Theory.
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article0
2000Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices In: Econometrica.
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article47
1996Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices.(1996) In: Discussion Paper.
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This paper has another version. Agregated cites: 47
paper
2004Nonlinear estimators with integrated regressors but without exogeneity In: Econometric Society 2004 North American Winter Meetings.
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paper6
2002Consistency of kernel variance estimators for sums of semiparametric linear processes In: Econometrics Journal.
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article1
2008Exponential functionals of integrated processes In: Economics Letters.
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article0
2009A note on binary choice duration models In: Economics Letters.
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article1
2011A note on nonlinear models with integrated regressors and convergence order results In: Economics Letters.
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article1
2001Convergence of averages of scaled functions of I(1) linear processes In: Economics Letters.
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article1
2002Spurious logarithms and the KPSS statistic In: Economics Letters.
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article1
2003Logarithmic spurious regressions In: Economics Letters.
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article3
2003Consistency of the stationary bootstrap under weak moment conditions In: Economics Letters.
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article8
2001Nonlinear estimation using estimated cointegrating relations In: Journal of Econometrics.
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article15
2002Nonlinear minimization estimators in the presence of cointegrating relations In: Journal of Econometrics.
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article8
2002A note on Convergence rates and asymptotic normality for series estimators: uniform convergence rates In: Journal of Econometrics.
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article15
2007A robust version of the KPSS test based on indicators In: Journal of Econometrics.
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article15
2008Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large In: Journal of Econometrics.
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article101
2012Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration In: Journal of Econometrics.
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article14
1996The Bierens test under data dependence In: Journal of Econometrics.
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article39
1998Uniform laws of large numbers and stochastic Lipschitz-continuity In: Journal of Econometrics.
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article0
1996A strong law of large numbers for triangular mixingale arrays In: Statistics & Probability Letters.
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article3
2007Money demand function estimation by nonlinear cointegration In: Journal of Applied Econometrics.
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article20
1997Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results In: Econometric Reviews.
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article8
2016The Econometrics of the Hodrick-Prescott Filter In: The Review of Economics and Statistics.
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article0

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