Robert de jong : Citation Profile


Are you Robert de jong?

Ohio State University

13

H index

14

i10 index

618

Citations

RESEARCH PRODUCTION:

39

Articles

4

Papers

RESEARCH ACTIVITY:

   22 years (1994 - 2016). See details.
   Cites by year: 28
   Journals where Robert de jong has often published
   Relations with other researchers
   Recent citing documents: 109.    Total self citations: 8 (1.28 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde708
   Updated: 2019-07-14    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:

Lee, Lung-Fei (16)

Kanaya, Shin (15)

Phillips, Peter (13)

Yu, Jihai (12)

SEO, MYUNG HWAN (10)

Chen, Xiaohong (9)

Pesaran, M (9)

Prucha, Ingmar (9)

LINTON, OLIVER (9)

Rahbek, Anders (8)

Kristensen, Dennis (8)

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)

Arellano, Manuel (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 (2018 and 2017)


YearTitle of citing document
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: MITP: Mitigation, Innovation and Transformation Pathways. RePEc:ags:feemmi:257876.

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2018Agricultural Productivity in Space - An econometric assessment on Italian farm-level data. (2018). Esposti, Roberto ; Baldoni, Edoardo. In: Working Papers. RePEc:anc:wpaper:428.

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2018Spatial effects on local government efficiency. (2018). SANTOLINI, RAFFAELLA. In: Working Papers. RePEc:anc:wpaper:432.

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2017Improved asymptotic analysis of Gaussian QML estimators in spatial models. (2017). Olejnik, Alicja. In: Lodz Economics Working Papers. RePEc:ann:wpaper:9/2017.

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2018Best Subset Binary Prediction. (2018). Lee, Sokbae (Simon) ; Chen, Le-Yu. In: Papers. RePEc:arx:papers:1610.02738.

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2019Nonparametric Estimation and Inference in Psychological and Economic Experiments. (2019). Centorrino, Samuele ; Bernasconi, Michele ; Seri, Raffaello. In: Papers. RePEc:arx:papers:1904.11156.

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2018Do Indian States Mimic, Compete or Interact in Local Public Spending? A Spatial Econometric Analysis. (2018). Sasidharan, Subash ; Sofi, Arfat Ahmad. In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:2:p:187-213.

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2019LEARNING BY BREWING: HOMEBREWING LEGALIZATION AND THE BREWING INDUSTRY. (2019). Berning, Joshua ; Hanson, Jason L ; McCullough, Michael. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:37:y:2019:i:1:p:25-39.

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2018Unit Root Testing with Unstable Volatility. (2018). Beare, Brendan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:816-835.

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2019Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices. (2019). Pesaran, M ; Bailey, Natalia ; Aquaro, Michele. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7542.

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2017Testing Distributional Assumptions Using a Continuum of Moments. (2017). Sentana, Enrique ; Amengual, Dante ; Carrasco, Marine. In: Working Papers. RePEc:cmf:wpaper:wp2017_1709.

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2017Testing Distributional Assumptions Using a Continuum of Moments. (2017). Amengual, Dante ; Sentana, Enrique ; Carrasco, Marine. In: Working Papers. RePEc:cmf:wpaper:wp2018_1709.

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2018Transborder Ethnic Kin and Local Prosperity: Evidence form Night-Time Light Intensity in Africa. (2018). Pecher, Pierre ; Muller, Christophe. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2018006.

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2017Identification-Robust Subvector Inference. (2017). , Donald. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2105.

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

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2018Money-Financed Fiscal Stimulus: The Effects of Implementation Lag. (2018). Tsuruga, Takayuki ; Wake, Shota. In: ISER Discussion Paper. RePEc:dpr:wpaper:1038.

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2019Spatial-temporal forecasting of tourism demand. (2019). Zhang, Honglei ; Yang, Yang. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:106-119.

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2019Bubbles or fundamentals? Modeling provincial house prices in China allowing for cross-sectional dependence. (2019). Shen, Yan ; Mao, Guangyu. In: China Economic Review. RePEc:eee:chieco:v:53:y:2019:i:c:p:53-64.

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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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2018Alternative HAC covariance matrix estimators with improved finite sample properties. (2018). Hartigan, Luke . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:119:y:2018:i:c:p:55-73.

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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

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2018Mixing properties of the dynamic Tobit model with mixing errors. (2018). Michel, Jon ; de Jong, Robert M. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:112-115.

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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). Yu, Jihai ; Lee, Lung-Fei ; Qu, XI. 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). Lee, Lung-Fei ; Shi, Wei. 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). Vera-Valdés, J ; Haldrup, Niels. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:1-11.

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2017Tests of additional conditional moment restrictions. (2017). Parente, Paulo ; Smith, Richard J. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:1-16.

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2017New goodness-of-fit diagnostics for conditional discrete response models. (2017). Velasco, Carlos ; Kheifets, Igor . In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:135-149.

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2018Nonparametric specification testing via the trinity of tests. (2018). Gupta, Abhimanyu. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:169-185.

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2018Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects. (2018). Malikov, Emir ; Sun, Yiguo. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:359-378.

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2018Best subset binary prediction. (2018). Lee, Sokbae (Simon) ; Chen, Le-Yu. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:39-56.

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2018Portmanteau-type tests for unit-root and cointegration. (2018). Zhang, Rongmao ; Chan, Ngai Hang. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:307-324.

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2019Banded spatio-temporal autoregressions. (2019). Gao, Zhaoxing ; Yao, Qiwei ; Wang, Hansheng ; Ma, Yingying . In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:211-230.

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2019Portal nodes screening for large scale social networks. (2019). Wang, Hansheng ; Li, Runze ; Chang, Xiangyu ; Zhu, Xuening. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:145-157.

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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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2018Convergence in CO2 emissions: A spatial economic analysis with cross-country interactions. (2018). Rios, Vicente ; Gianmoena, Lisa. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:222-238.

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2019When do fixed exchange rates work? Evidence from the Gold Standard. (2019). Chen, Yao ; Ward, Felix. In: Journal of International Economics. RePEc:eee:inecon:v:116:y:2019:i:c:p:158-172.

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2018Forecasting banking crises with dynamic panel probit models. (2018). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, António ; Monteiro, Nuno . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:249-275.

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2018Exact probability distribution function for the volatility of cumulative production. (2018). Zadourian, Rubina ; Klumper, Andreas . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:59-66.

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2018Delayed mimicking: the timing of fiscal interactions in Europe. (2018). Hory, Marie-Pierre. In: European Journal of Political Economy. RePEc:eee:poleco:v:55:y:2018:i:c:p:97-118.

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

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2017GMM gradient tests for spatial dynamic panel data models. (2017). Tapinar, Suleyman ; Bera, Anil K ; Doan, Osman. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:65:y:2017:i:c:p:65-88.

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2018Simple tests for endogeneity of spatial weights matrices. (2018). Bera, Anil K ; Tapinar, Suleyman ; Doan, Osman. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:69:y:2018:i:c:p:130-142.

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2018Entrepreneurial dynamics over space and time. (2018). Fossen, Frank ; Martin, Thorsten. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:70:y:2018:i:c:p:204-214.

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2018Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter. (2018). Debarsy, Nicolas ; Yang, Zhenlin. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:72:y:2018:i:c:p:1-5.

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2018A dynamic spatial econometric diffusion model with common factors: The rise and spread of cigarette consumption in Italy. (2018). Elhorst, J.Paul ; Ciccarelli, Carlo. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:72:y:2018:i:c:p:131-142.

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2018A spatial panel data model with time varying endogenous weights matrices and common factors. (2018). Lee, Lung-Fei ; Shi, Wei. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:72:y:2018:i:c:p:6-34.

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2019Spatial spillover effect of non-fossil fuel power generation on carbon dioxide emissions across Chinas provinces. (2019). Li, Jun ; Wang, Yongpei. In: Renewable Energy. RePEc:eee:renene:v:136:y:2019:i:c:p:317-330.

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2017Domestic transport effects on regional export trade in Greece. (2017). Tsekeris, Theodore. In: Research in Transportation Economics. RePEc:eee:retrec:v:61:y:2017:i:c:p:2-14.

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2018Relative improvements in road mobility as compared to improvements in road accessibility and urban growth: A panel data analysis. (2018). Ng, Choy Peng ; Kulanthayan, S ; Jakarni, Fauzan Mohd ; Law, Teik Hua. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:117:y:2018:i:c:p:292-301.

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2017Empirical likelihood for random sets. (2017). Otsu, Taisuke ; Adusumilli, Karun. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:76770.

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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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2017Simultaneous Spatial Panel Data Models with Common Shocks. (2017). Lu, Lina. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa17-3.

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2018How Cyclical Is Bank Capital?. (2018). Haubrich, Joseph. In: Working Papers (Old Series). RePEc:fip:fedcwp:1504.

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2018How Cyclical Is Bank Capital?. (2018). Haubrich, Joseph. In: Working Papers (New Series). RePEc:fip:fedcwq:150401.

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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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2017Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?. (2017). Telg, Sean ; Lieb, Lenard ; Hecq, Alain. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:48-:d:117025.

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2018Identification of a Nonseparable Model under Endogeneity using Binary Proxies for Unobserved Heterogeneity. (2018). Williams, Benjamin. In: Working Papers. RePEc:gwc:wpaper:2018-003.

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2018Transborder Ethnic Kin and Local Prosperity: Evidence from Night-Time Light Intensity in Africa. (2018). Pecher, Pierre ; Muller, Christophe. In: Working Papers. RePEc:hal:wpaper:halshs-01801170.

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2017Best subset binary prediction. (2017). Lee, Sokbae (Simon) ; Chen, Le-Yu. In: CeMMAP working papers. RePEc:ifs:cemmap:50/17.

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2018Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models. (2018). Parente, Paulo ; Smith, Richard J. In: Working Papers REM. RePEc:ise:remwps:wp0592018.

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2019Asymmetric impacts of foreign exchange rate on the demand for money in Turkey: new evidence from nonlinear ARDL. (2019). Mrabet, Zouhair ; Alsamara, Mouyad ; Al Samara, Mouyad . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:16:y:2019:i:2:d:10.1007_s10368-018-0421-y.

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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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2018Bank Competition with Financing and Savings Substitutes. (2018). Martin-Oliver, Alfredo. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:2:d:10.1007_s10693-016-0267-9.

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2019Spatial Dependence in the Residential Canadian Housing Market. (2019). Stengos, Thanasis ; Sun, Yiguo ; Zhang, Yuan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:2:d:10.1007_s11146-017-9623-2.

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2019How Effective are Policy Interventions in a Spatially-Embedded International Real Estate Market?. (2019). Mishra, Tapas ; Wolfe, Simon ; Parhi, Mamata ; Duan, Kun. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:4:d:10.1007_s11146-018-9654-3.

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2018Information and transparency in wholesale electricity markets: evidence from Alberta. (2018). Brown, David ; Lin, James ; Eckert, Andrew. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:54:y:2018:i:3:d:10.1007_s11149-018-9372-z.

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2018Temporal and Spatial Dependence of Inter-Regional Risk Sharing: Evidence from Russia. (2018). Fidrmuc, Jarko ; Degler, Moritz. In: Working Papers. RePEc:ost:wpaper:373.

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

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2017GMM Gradient Tests for Spatial Dynamic Panel Data Models. (2017). Taspinar, Suleyman ; Bera, Anil K ; Dogan, Osman . In: MPRA Paper. RePEc:pra:mprapa:82830.

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2017Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects. (2017). Malikov, Emir ; Sun, Yiguo. In: MPRA Paper. RePEc:pra:mprapa:83671.

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2018Cyclical Behavior of Fiscal Policy in the Western Balkans. (2018). Sabaj, Ernil. In: MPRA Paper. RePEc:pra:mprapa:84279.

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2018Spatial panel data models with structural change. (2018). Li, Kunpeng. In: MPRA Paper. RePEc:pra:mprapa:85388.

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2018A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors. (2018). Fingleton, Bernard ; Pirotte, Alain ; Baltagi, Badi H. In: MPRA Paper. RePEc:pra:mprapa:86371.

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2018Globalisation, Economic Growth and Energy Consumption in the BRICS Region: The Importance of Asymmetries. (2018). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Apergis, Nicholas ; Alam, Shaista ; Hussain, Syed Jawad. In: MPRA Paper. RePEc:pra:mprapa:86979.

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2018Common Factors and Spatial Dependence: An Application to US House Prices. (2018). Yang, Cynthia Fan. In: MPRA Paper. RePEc:pra:mprapa:89032.

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2018Forecasting the state of the Finnish business cycle. (2018). Pönkä, Harri ; Stenborg, Markku. In: MPRA Paper. RePEc:pra:mprapa:91226.

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2018The Government Spending Multiplier at the Zero Lower Bound: Evidence from the Euro Area. (2018). Fragetta, Matteo ; Di Serio, Mario ; Amendola, Adalgiso . In: CELPE Discussion Papers. RePEc:sal:celpdp:0153.

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2018Strategiczne interakcje przestrzenne między decyzjami wydatkowymi gmin w Polsce w latach 2008–2014. (2018). Karska, Magdalena ; Toroj, Andrzej. In: Collegium of Economic Analysis Annals. RePEc:sgh:annals:i:53:y:2018:p:29-46.

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2017Türkiye’de İBBS 2 Bölgeleri Arasında Gelir Yakınsaması Var mıdır? Mekânsal Ekonometrik Bir Katkı. (2017). Gundem, Firat. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:170407.

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

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2018Spatiotemporal analysis of German real-estate prices. (2018). Otto, Philipp ; Schmid, Wolfgang. In: The Annals of Regional Science. RePEc:spr:anresc:v:60:y:2018:i:1:d:10.1007_s00168-016-0789-y.

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2018Measuring resilience to economic shocks: an application to Spain. (2018). mur, jesus ; Trivez, F J ; Angulo, A M. In: The Annals of Regional Science. RePEc:spr:anresc:v:60:y:2018:i:2:d:10.1007_s00168-017-0815-8.

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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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2018Strategic decisions on bilateral bidding behavior: evidence from a wholesale electricity market. (2018). Cerdeira Bento, João ; Paulo, Joo ; Moreira, Antonio C ; Moutinho, Victor F. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1261-2.

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2018The effects of gun control on crimes: a spatial interactive fixed effects approach. (2018). Lee, Lung-Fei ; Shi, Wei. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-017-1415-2.

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2017Institutions and economic growth in Africa: a spatial econometric approach. (2017). Ganau, Roberto. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:34:y:2017:i:3:d:10.1007_s40888-017-0057-3.

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2018Testing the adequacy of semiparametric transformation models. (2018). Allison, J S ; Meintanis, S G ; Hukova, M. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:1:d:10.1007_s11749-017-0544-4.

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2018Bootstrap Assisted Tests of Symmetry for Dependent Data. (2018). Vavra, Marian ; Psaradakis, Zacharias. In: Working and Discussion Papers. RePEc:svk:wpaper:1058.

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2018Testing for Stationarity at High Frequency. (2018). Jiang, Bibo ; Park, Joon Y ; Lu, YE. In: Working Papers. RePEc:syd:wpaper:2018-09.

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2017Blaming suicide on NASA and divorce on margarine: the hazard of using cointegration to derive inference on spurious correlation. (2017). Moosa, Imad A. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:15:p:1483-1490.

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2017Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes. (2017). Bierens, Herman J ; Wang, LI. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:1-3:p:103-135.

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2017Fourier--type tests involving martingale difference processes. (2017). Hlavka, Zdenk ; Meintanis, Simos G ; Kirch, Claudia ; Hukova, Marie. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:4:p:468-492.

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2017Specification Test for Spatial Autoregressive Models. (2017). Su, Liangjun ; Qu, XI. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:4:p:572-584.

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2017Urban and rural population growth in a spatial panel of municipalities. (2017). Firmino Costa da Silva, Diego ; Elhorst, J.Paul ; da Mota, Raul. In: Regional Studies. RePEc:taf:regstd:v:51:y:2017:i:6:p:894-908.

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2017The spatial impact of employment centres on housing markets. (2017). Fuerst, Franz ; Laszkiewicz, Edyta ; Szumilo, Nikodem. In: Spatial Economic Analysis. RePEc:taf:specan:v:12:y:2017:i:4:p:472-491.

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2019Essays in econometric theory. (2019). Sadikoglu, Serhan . In: Other publications TiSEM. RePEc:tiu:tiutis:99d83644-f9dc-49e3-a4e1-5ca8a8d3f784.

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More than 100 citations found, this list is not complete...

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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2004Closest Moment Estimationunder General Conditions In: Annals of Economics and Statistics.
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2007Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules In: Studies in Nonlinear Dynamics & Econometrics.
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2016Are US real house prices stationary? New evidence from univariate and panel data In: Studies in Nonlinear Dynamics & Econometrics.
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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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article27
1995Laws of Large Numbers for Dependent Heterogeneous Processes In: Econometric Theory.
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1996A Strong Law of Large Numbers In: Econometric Theory.
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1997Central Limit Theorems for Dependent Heterogeneous Random Variables In: Econometric Theory.
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article26
2000DYNAMIC NONLINEAR ECONOMETRIC MODELS ASYMPTOTIC THEORY In: Econometric Theory.
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2000A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS In: Econometric Theory.
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2000THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I In: Econometric Theory.
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2000THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II.(2000) In: Econometric Theory.
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2002THE PROPERTIES OF Lp-GMM ESTIMATORS In: Econometric Theory.
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200302.5.1. A Mixingale Inequality Using an Exponential Moment In: Econometric Theory.
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2004ADDENDUM TO In: Econometric Theory.
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2005FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES In: Econometric Theory.
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2011DYNAMIC TIME SERIES BINARY CHOICE In: Econometric Theory.
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2004Dynamic time series binary choice.(2004) In: Econometric Society 2004 North American Summer Meetings.
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2007Dynamic time series binary choice.(2007) In: Economics Working Paper Archive.
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2012SUMS OF EXPONENTIALS OF RANDOM WALKS WITH DRIFT In: Econometric Theory.
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2000Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices In: Econometrica.
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1996Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices.(1996) In: Discussion Paper.
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2004Nonlinear estimators with integrated regressors but without exogeneity In: Econometric Society 2004 North American Winter Meetings.
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2002Consistency of kernel variance estimators for sums of semiparametric linear processes In: Econometrics Journal.
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2008Exponential functionals of integrated processes In: Economics Letters.
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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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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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article17
2007A robust version of the KPSS test based on indicators In: Journal of Econometrics.
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article19
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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article155
2012Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration In: Journal of Econometrics.
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article31
1996The Bierens test under data dependence In: Journal of Econometrics.
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article42
1998Uniform laws of large numbers and stochastic Lipschitz-continuity In: Journal of Econometrics.
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article1
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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article25
1997Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results In: Econometric Reviews.
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article9
2016The Econometrics of the Hodrick-Prescott Filter In: The Review of Economics and Statistics.
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article11

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