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Robert de jong : Citation Profile


Are you Robert de jong?

Ohio State University

13

H index

13

i10 index

515

Citations

RESEARCH PRODUCTION:

39

Articles

4

Papers

RESEARCH ACTIVITY:

   22 years (1994 - 2016). See details.
   Cites by year: 23
   Journals where Robert de jong has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 8 (1.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde708
   Updated: 2018-02-17    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 (11)

Prucha, Ingmar (9)

LINTON, OLIVER (9)

Hill, Jonathan (8)

Rahbek, Anders (8)

Kristensen, Dennis (8)

Davidson, James (8)

Pelagatti, Matteo (7)

Velasco, Carlos (7)

Cites to:

Phillips, Peter (27)

Park, Joon (13)

Andrews, Donald (10)

Prucha, Ingmar (8)

Bierens, Herman (7)

Lee, Lung-Fei (7)

Davidson, James (6)

Pesaran, M (5)

Hansen, Bruce (5)

Baltagi, Badi (5)

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

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2017Best Subset Binary Prediction. (2017). Chen, Le-Yu ; Lee, Sokbae. 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: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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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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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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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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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). Lieb, Lenard ; Hecq, Alain ; Telg, Sean . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:48-:d:117025.

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2017Best subset binary prediction. (2017). Chen, Le-Yu ; Lee, Sokbae. 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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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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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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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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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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article23
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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article52
2000THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II.(2000) In: Econometric Theory.
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This paper has another version. Agregated cites: 52
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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article42
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: 42
paper
2007Dynamic time series binary choice.(2007) In: Economics Working Paper Archive.
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This paper has another version. Agregated cites: 42
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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article51
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: 51
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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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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article16
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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article112
2012Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration In: Journal of Econometrics.
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article18
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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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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article20
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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article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 12 2018. Contact: CitEc Team