Robert de jong : Citation Profile


Are you Robert de jong?

Ohio State University

13

H index

13

i10 index

544

Citations

RESEARCH PRODUCTION:

39

Articles

4

Papers

RESEARCH ACTIVITY:

   22 years (1994 - 2016). See details.
   Cites by year: 24
   Journals where Robert de jong has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 8 (1.45 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde708
   Updated: 2018-06-23    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)

Yu, Jihai (12)

LINTON, OLIVER (9)

Prucha, Ingmar (9)

Chen, Xiaohong (9)

Rahbek, Anders (8)

Lee, Lung-Fei (8)

Hill, Jonathan (8)

Davidson, James (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)

Hansen, Bruce (5)

Pesaran, M (5)

Johansen, Soren (4)

Main data


Where Robert de jong has published?


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

Recent works citing Robert de jong (2018 and 2017)


YearTitle of citing document
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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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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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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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). 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). 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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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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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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2018Forecasting banking crises with dynamic panel probit models. (2018). Rodrigues, Paulo ; Bonfim, Diana ; Monteiro, Nuno ; Antunes, Antonio. 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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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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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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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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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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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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2018Transborder Ethnic Kin and Local Prosperity: Evidence from Night-Time Light Intensity in Africa. (2018). Muller, Christophe ; PECHER, Pierre . 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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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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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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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). Shahbaz, Muhammad ; Apergis, Nicholas ; Alam, Shaista ; Hussain, Syed Jawad. In: MPRA Paper. RePEc:pra:mprapa:86979.

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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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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). Angulo, A M ; Trivez, F J ; Mur, J. 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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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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2018A correlated random effects spatial Durbin model. (2018). Miranda, Karen ; Manjon, Miguel C ; Ibaez, Oscar Martinez. In: Working Papers. RePEc:urv:wpaper:2072/313840.

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2018The Propagation of Business Sentiment within the European Union?. (2018). Oberhofer, Harald ; Kukuvec, Anja. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2018:i:549.

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2018The propagation of business sentiment within the European Union. (2018). Oberhofer, Harald ; Kukuvec, Anja. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp257.

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2018The propagation of business sentiment within the European Union. (2018). Oberhofer, Harald ; Kukuvec, Anja. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:6003.

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2018On the cyclical properties of Hamiltons regression filter. (2018). Schüler, Yves ; Schuler, Yves S. In: Discussion Papers. RePEc:zbw:bubdps:032018.

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2017Carbon emission effect of urbanization at regional level: Empirical evidence from China. (2017). Niu, Honglei ; Lekse, William. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201762.

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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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article2
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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article21
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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article24
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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article17
2000THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I In: Econometric Theory.
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article53
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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article44
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: 44
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2007Dynamic time series binary choice.(2007) In: Economics Working Paper Archive.
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This paper has another version. Agregated cites: 44
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2012SUMS OF EXPONENTIALS OF RANDOM WALKS WITH DRIFT In: Econometric Theory.
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article1
2000Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices In: Econometrica.
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article52
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: 52
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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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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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article7
2002A note on Convergence rates and asymptotic normality for series estimators: uniform convergence rates In: Journal of Econometrics.
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article16
2007A robust version of the KPSS test based on indicators In: Journal of Econometrics.
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article17
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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article127
2012Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration In: Journal of Econometrics.
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article21
1996The Bierens test under data dependence In: Journal of Econometrics.
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article40
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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article21
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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article3

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