Robert de jong : Citation Profile

Are you Robert de jong?

Ohio State University

14

H index

19

i10 index

992

Citations

RESEARCH PRODUCTION:

42

Articles

5

Papers

RESEARCH ACTIVITY:

   26 years (1994 - 2020). See details.
   Cites by year: 38
   Journals where Robert de jong has often published
   Relations with other researchers
   Recent citing documents: 82.    Total self citations: 10 (1 %)

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   Permalink: http://citec.repec.org/pde708
   Updated: 2023-11-04    RAS profile: 2020-11-04    
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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:

Phillips, Peter (23)

Lee, Lung-Fei (21)

SEO, MYUNG HWAN (17)

Yu, Jihai (16)

Kapetanios, George (16)

Pesaran, Mohammad (15)

Velasco, Carlos (15)

Kanaya, Shin (12)

LeSage, James (12)

Davidson, James (12)

LINTON, OLIVER (12)

Cites to:

Phillips, Peter (31)

Park, Joon (13)

Andrews, Donald (12)

Lee, Lung-Fei (10)

Prucha, Ingmar (8)

Bierens, Herman (8)

Pesaran, Mohammad (7)

Newey, Whitney (6)

Davidson, James (6)

Hansen, Bruce (6)

Baltagi, Badi (5)

Main data

Where Robert de jong has published?

Journals with more than one article published# docs
Econometric Theory14
Economics Letters9
Journal of Econometrics8
Statistics & Probability Letters2
Annals of Economics and Statistics2
Studies in Nonlinear Dynamics & Econometrics2

Recent works citing Robert de jong (2023 and 2022)

YearTitle of citing document
2023Spatial and Temporal Spillovers in US Cropland Values. (2023). Burnett, James ; Wallander, Steven ; Lacombe, Donald J. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:337550.

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2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2023Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2022Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2022Lasso Inference for High-Dimensional Time Series. (2020). Smeekes, Stephan ; Wilms, Ines ; Adamek, Robert. In: Papers. RePEc:arx:papers:2007.10952.

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2023Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140.

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2022Consistent specification testing under spatial dependence. (2021). Gupta, Abhimanyu ; Qu, XI. In: Papers. RePEc:arx:papers:2101.10255.

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2022Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability. (2021). Fissler, Tobias ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2104.10673.

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2023Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2022Long Run Risk in Stationary Structural Vector Autoregressive Models. (2022). Gourieroux, Christian ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2202.09473.

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2022Dynamic Spatiotemporal ARCH Models. (2022). Otto, Philipp ; Tacspinar, Suleyman ; Dougan, Osman. In: Papers. RePEc:arx:papers:2202.13856.

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2022A Multivariate Spatial and Spatiotemporal ARCH Model. (2022). Otto, Philipp. In: Papers. RePEc:arx:papers:2204.12472.

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2022Is climate change time reversible?. (2022). Morana, Claudio ; Hecq, Alain ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2205.07579.

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2022Testing Endogeneity of Spatial Weights Matrices in Spatial Dynamic Panel Data Models. (2022). Lee, Jieun. In: Papers. RePEc:arx:papers:2209.05563.

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2022The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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2022Multiscale Comparison of Nonparametric Trend Curves. (2022). Vogt, Michael ; Khismatullina, Marina. In: Papers. RePEc:arx:papers:2209.10841.

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2023The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2023Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables. (2023). Zhu, KE ; Su, Bing. In: Papers. RePEc:arx:papers:2301.06658.

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2023Data-driven Approach for Static Hedging of Exchange Traded Options. (2023). Jain, Shashi ; Dhandapani, Vikranth Lokeshwar. In: Papers. RePEc:arx:papers:2302.00728.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023Spatial and Spatiotemporal Volatility Models: A Review. (2023). Bera, Anil K ; Schmid, Wolfgang ; Tacspinar, Suleyman ; Dougan, Osman ; Otto, Philipp. In: Papers. RePEc:arx:papers:2308.13061.

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2022The end of tax incentives in mining? Tax policy and mining foreign direct investment in Africa. (2022). Camara, Abdramane ; Coulibaly, Seydou. In: African Development Review. RePEc:bla:afrdev:v:34:y:2022:i:s1:p:s177-s194.

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2022Dynamic spatial effects of determinants of foreign direct investment: A case of the southern key economic region of Vietnam. (2022). Huynh, The Nguyen. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:3:p:436-454.

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2023House price volatility in China: Demand versus supply. (2023). Germaschewski, Yin. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:1:p:199-220.

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2022Do spatial dependence and market power matter in the diversification of cooperative banks?. (2022). Migliardo, Carlo ; Algeri, Carmelo ; Forgione, Antonio F. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:3:n:e12204.

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2022The effect of weather conditions on fertilizer applications: A spatial dynamic panel data analysis. (2022). Rogna, Marco ; Billé, Anna Gloria. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:1:p:3-36.

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2022Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2022). Schweikert, Karsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:83-104.

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2022The spectral analysis of the Hodrick–Prescott filter. (2022). Sakarya, Neslihan ; de Jong, Robert M. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:3:p:479-489.

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2022Testing for Asymmetric Comovements. (2022). Taamouti, Abderrahim ; Song, Xiaojun ; Chuang, Ochia. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:5:p:1153-1180.

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2023Dynamic returns to scale and geography in U.S. banking. (2023). Kenjegalieva, Karligash ; Glass, Anthony J. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:1:p:53-85.

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2023Robust dynamic space-time panel data models using ?-contamination: An application to crop yields and climate change. (2023). Chaturvedi, Anoop ; Lacroix, Guy ; Bresson, Georges ; Baltagi, Badi H. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-01.

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2022The boosted HP filter is more general than you might think. (2022). , Peter ; PEter, ; Shi, Zhentao ; Mei, Ziwei. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2348.

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2022Generalized ordinal patterns allowing for ties and their applications in hydrology. (2022). Fischer, Svenja ; Schnurr, Alexander. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:171:y:2022:i:c:s0167947322000524.

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2023Grouped spatial autoregressive model. (2023). Zhang, BO ; Jing, Bingyi ; Hu, Wei ; Huang, Danyang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001815.

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2023Imputed quantile tensor regression for near-sited spatial-temporal data. (2023). Tian, Maozai ; Hardle, Wolfgang Karl ; Liang, Jinwen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000245.

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2022Is money demand really unstable? Evidence from Divisia monetary aggregates. (2022). Adil, Masudul Hasan ; Ghosh, Taniya ; Barnett, William A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:606-622.

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2022Instability spillovers in the banking sector: A spatial econometrics approach. (2022). Karkowska, Renata ; Acedaski, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000493.

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2022Consistency without compactness of the parameter space in spatial econometrics. (2022). Lee, Lung-Fei ; Xu, Xingbai ; Liu, Tuo. In: Economics Letters. RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004675.

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2022Posterior-based Wald-type statistics for hypothesis testing. (2022). Yu, Jun ; Zeng, Tao ; JunYu, ; Li, Yong ; Liu, Xiaobin. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:83-113.

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2023Sparse spatio-temporal autoregressions by profiling and bagging. (2023). Wang, Hansheng ; Guo, Shaojun ; Ma, Yingying. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:132-147.

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2023A spatial panel quantile model with unobserved heterogeneity. (2023). Lu, Lina ; Li, Kunpeng ; Ando, Tomohiro. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:191-213.

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2023Shrinkage estimation of network spillovers with factor structured errors. (2023). Martellosio, Federico ; Higgins, Ayden. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:66-87.

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2023Quasi score-driven models. (2023). Laurent, Sebastien ; Francq, Christian ; Blasques, F. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:251-275.

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2022A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union. (2022). Zoia, Maria ; Nava, Consuelo R ; Cassetta, Ernesto. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005491.

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2022EU electricity market integration and cross-country convergence in residential and industrial end-user prices. (2022). Zoia, Maria Grazia ; Nava, Consuelo R ; Cassetta, Ernesto. In: Energy Policy. RePEc:eee:enepol:v:165:y:2022:i:c:s0301421522001598.

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2022Mind the Basel gap. (2022). Lof, Matthijs ; Jylha, Petri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000841.

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2022Fiscal stabilization in high-debt economies without monetary independence. (2022). Wang, Shu-Ling ; Germaschewski, Yin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:72:y:2022:i:c:s0164070422000027.

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2022Estimation of spatial autoregressive models with covariate measurement errors. (2022). Pang, Zhen ; Wu, Mixia ; Luo, Guowang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:192:y:2022:i:c:s0047259x22000872.

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2022Spatial response of cultivated land use efficiency to the maize structural adjustment policy in the Sickle Bend region of China: An empirical study from the cold area of northeast. (2022). Ren, Gaofeng ; Song, GE. In: Land Use Policy. RePEc:eee:lauspo:v:123:y:2022:i:c:s0264837722004483.

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2022Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:386-400.

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2023Strong mixing properties of discrete-valued time series with exogenous covariates. (2023). Truquet, Lionel. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:160:y:2023:i:c:p:294-317.

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2022The effects of low-carbon pilot policy on technological innovation: Evidence from prefecture-level data in China. (2022). Lee, Chien-Chiang ; Zhu, Chen. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:183:y:2022:i:c:s0040162522004760.

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2022Spatial interdependence and spillovers of fiscal grants in Benin: Static and dynamic diffusions. (2022). Kwadwo, Victor Osei ; Vincent, Rose Camille. In: World Development. RePEc:eee:wdevel:v:158:y:2022:i:c:s0305750x22001966.

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2022Armed conflict, institutions and deforestation: A dynamic spatiotemporal analysis of Colombia 2000–2018. (2022). Garza, Nestor ; Cantillo, Tatiana. In: World Development. RePEc:eee:wdevel:v:160:y:2022:i:c:s0305750x22002315.

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2022Non-Renewable Resources and Sustainable Resource Extraction: An Empirical Test of the Hotelling Rule’s Significance to Gold Extraction in South Africa. (2022). Mlambo, Courage. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:17:p:10619-:d:897904.

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2023Serial Dynamics, Spatial Spillover and Common Factors of Carbon Emission Intensity in China’s Bohai Economic Rim. (2023). Zhang, Liyan ; Wang, Xin ; Gao, Yan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:9:p:7182-:d:1132840.

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2022Is Money Demand Really Unstable? Evidence from Divisia Monetary Aggregates. (2022). Ghosh, Taniya ; Barnett, William ; Adil, Masudul Hasan. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202204.

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2022$$\ell _{1}$$ ? 1 Common Trend Filtering. (2022). Bao, Ruoyi ; Yamada, Hiroshi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10114-9.

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2023Estimating dynamic spatial panel data models with endogenous regressors using synthetic instruments. (2023). Fingleton, Bernard. In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:25:y:2023:i:1:d:10.1007_s10109-022-00397-3.

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2022Foreign Development Assistance and Macroeconomic Policy Stance: The Underlying Levers of Growth in Emerging SSA Countries. (2022). Ogunrinola, Ifeoluwa ; Matthew, Oluwatoyin ; Edo, Samson. In: Managing Global Transitions. RePEc:mgt:youmgt:v:20:y:2022:i:4:p:353-374.

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2023IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk. (2023). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:2:p:124-146..

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2022Is money demand really unstable? Evidence from Divisia monetary aggregates. (2022). Ghosh, Taniya ; Adil, Masudul Hasan ; Barnett, William A. In: MPRA Paper. RePEc:pra:mprapa:111762.

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2022Threshold spatial autoregressive model. (2022). Li, Kunpeng. In: MPRA Paper. RePEc:pra:mprapa:113568.

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2023A Sufficient Statistical Test for Dynamic Stability. (2023). Nawaz, Nasreen ; Ahmed, Muhammad Ashfaq. In: MPRA Paper. RePEc:pra:mprapa:116684.

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2022The role of Chinese fiscal decentralization in the governance of carbon emissions: perspectives from spatial effects decomposition and its heterogeneity. (2022). Doan, Buhari ; Pang, Yumeng ; Lv, Yulan. In: The Annals of Regional Science. RePEc:spr:anresc:v:68:y:2022:i:3:d:10.1007_s00168-021-01096-5.

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2022Nonlinear responses of consumption to wealth, income, and interest rate shocks. (2022). Coskun, Esra Alp ; Apergis, Nicholas. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02171-8.

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2023Observed-data DIC for spatial panel data models. (2023). Tapinar, Suleyman ; Doan, Osman ; Yang, YE. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02286-6.

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2023Quantile regression version of Hodrick–Prescott filter. (2023). Yamada, Hiroshi. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02292-8.

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2023Scalable Semiparametric Spatio-temporal Regression for Large Data Analysis. (2023). Lewiska, Katarzyna E ; Ives, Anthony R ; Zhu, Jun ; Wang, Fangfang ; Ma, Ting Fung. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:28:y:2023:i:2:d:10.1007_s13253-022-00525-y.

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2022Spatial dependence in regional business cycles: evidence from Mexican states. (2022). Kondo, Keisuke. In: Journal of Spatial Econometrics. RePEc:spr:jospat:v:3:y:2022:i:1:d:10.1007_s43071-021-00018-z.

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2022Wave after wave: determining the temporal lag in Covid-19 infections and deaths using spatial panel data from Germany. (2022). Fritz, Manuela. In: Journal of Spatial Econometrics. RePEc:spr:jospat:v:3:y:2022:i:1:d:10.1007_s43071-022-00027-6.

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2022Quantifying the data-dredging bias in structural break tests. (2022). Hoga, Yannick. In: Statistical Papers. RePEc:spr:stpapr:v:63:y:2022:i:1:d:10.1007_s00362-021-01233-4.

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2023To Boost or Not to Boost? That is the Question. (2023). Pagan, Adrian ; Lu, YE. In: Working Papers. RePEc:syd:wpaper:2023-05.

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2022A boosted HP filter for business cycle analysis: evidence from New Zealand’s small open economy. (2022). Hall, Viv ; Thomson, Peter. In: Working Paper Series. RePEc:vuw:vuwecf:21184.

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2022A boosted HP filter for business cycle analysis: evidence from New Zealand’s small open economy.. (2022). Hall, Viv ; Thomson, Peter. In: Working Paper Series. RePEc:vuw:vuwecf:9473.

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2023Top management team stability and enterprise innovation: A chairmans implicit human capital perspective. (2023). Yu, Yike ; Cao, Danting. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:4:p:2346-2365.

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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.
[Full Text][Citation analysis]		article7
2004Closest Moment Estimationunder General Conditions In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article0
2007Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article6
2016Are US real house prices stationary? New evidence from univariate and panel data In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article3
1994On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity In: Econometric Theory.
[Full Text][Citation analysis]		article36
1995Laws of Large Numbers for Dependent Heterogeneous Processes In: Econometric Theory.
[Full Text][Citation analysis]		article13
1997Central Limit Theorems for Dependent Heterogeneous Random Variables In: Econometric Theory.
[Full Text][Citation analysis]		article43
2000DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY In: Econometric Theory.
[Full Text][Citation analysis]		article0
2000A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS In: Econometric Theory.
[Full Text][Citation analysis]		article22
2000THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I In: Econometric Theory.
[Full Text][Citation analysis]		article89
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.
[Full Text][Citation analysis]		article2
200302.5.1. A Mixingale Inequality Using an Exponential Moment In: Econometric Theory.
[Full Text][Citation analysis]		article0
2004ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES” In: Econometric Theory.
[Full Text][Citation analysis]		article4
2005FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article13
2011DYNAMIC TIME SERIES BINARY CHOICE In: Econometric Theory.
[Full Text][Citation analysis]		article66
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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This paper has another version. Agregated cites: 66		paper
2020THE SUM OF THE RECIPROCAL OF THE RANDOM WALK In: Econometric Theory.
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2020A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION In: Econometric Theory.
[Full Text][Citation analysis]		article14
2000Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices In: Econometrica.
[Citation analysis]		article77
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: 77		paper
1996Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices.(1996) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 77		paper
2004Nonlinear estimators with integrated regressors but without exogeneity In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]		paper5
2002Consistency of kernel variance estimators for sums of semiparametric linear processes In: Econometrics Journal.
[Full Text][Citation analysis]		article3
2008Exponential functionals of integrated processes In: Economics Letters.
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2009A note on binary choice duration models In: Economics Letters.
[Full Text][Citation analysis]		article1
2011A note on nonlinear models with integrated regressors and convergence order results In: Economics Letters.
[Full Text][Citation analysis]		article1
2018Mixing properties of the dynamic Tobit model with mixing errors In: Economics Letters.
[Full Text][Citation analysis]		article1
2020A location model with an endogenous dummy variable In: Economics Letters.
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