Robert de jong : Citation Profile


Are you Robert de jong?

Ohio State University

14

H index

19

i10 index

981

Citations

RESEARCH PRODUCTION:

42

Articles

5

Papers

RESEARCH ACTIVITY:

   26 years (1994 - 2020). See details.
   Cites by year: 37
   Journals where Robert de jong has often published
   Relations with other researchers
   Recent citing documents: 125.    Total self citations: 10 (1.01 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde708
   Updated: 2023-08-19    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)

Kapetanios, George (16)

Yu, Jihai (16)

Velasco, Carlos (15)

Pesaran, Mohammad (15)

LeSage, James (12)

LINTON, OLIVER (12)

Kanaya, Shin (12)

Davidson, James (12)

Cites to:

Phillips, Peter (30)

Park, Joon (13)

Andrews, Donald (12)

Lee, Lung-Fei (10)

Bierens, Herman (8)

Prucha, Ingmar (8)

Pesaran, Mohammad (7)

Newey, Whitney (6)

Davidson, James (6)

Baltagi, Badi (5)

Hansen, Bruce (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 (2022 and 2021)


YearTitle of citing document
2021Working Paper 354 - Taxation, Foreign Direct Investment and Spillover Effects in the Mining Sector. (2021). Camara, Abdramane ; Coulibaly, Seydou. In: Working Paper Series. RePEc:adb:adbwps:2480.

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2021Is There a Change in the Money Demand Stability in Turkey? A Nonlinear Approach. (2021). Şıklar, İlyas. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2021:p:28-42.

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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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2021Shrinkage Estimation of Network Spillovers with Factor Structured Errors. (2019). Martellosio, Federico ; Higgins, Ayden. In: Papers. RePEc:arx:papers:1909.02823.

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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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2021Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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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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2022Powerful 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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2021Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings. (2021). Perron, Pierre ; Grassi, Stefano ; Catania, Leopoldo ; Casini, Alessandro ; Belotti, Federico. In: Papers. RePEc:arx:papers:2103.00060.

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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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2021Sparse Generalized Yule-Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data. (2021). Wijler, Etienne ; Reuvers, Hanno. In: Papers. RePEc:arx:papers:2108.02864.

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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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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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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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2021Age cohort effects on unemployment in the USA: Evidence from the regional level. (2021). Ochsen, Carsten. In: Papers in Regional Science. RePEc:bla:presci:v:100:y:2021:i:4:p:1025-1053.

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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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2022.

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2021Spillover effects of trade openness on CO2 emissions in middle?income countries: A spatial panel data approach. (2021). Mighri, Zouheir ; Ragoubi, Hanen. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:13:y:2021:i:3:p:835-877.

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2021On the link between temperature and regional COVID?19 severity: Evidence from Italy. (2021). Gianmoena, Lisa ; Rios, Vicente. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:13:y:2021:i:s1:p:109-137.

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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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2021Property rights, expropriations, and business cycles in China. (2021). Germaschewski, Yin ; Rubini, Loris ; Horvath, Jaroslav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s016518892100035x.

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2021Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks. (2021). Lee, Lung-Fei ; Jeong, Hanbat. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001214.

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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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2021Sparse HP filter: Finding kinks in the COVID-19 contact rate. (2021). Shin, Youngki ; Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Liao, Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:1:p:158-180.

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2021Estimation of dynamic panel spatial vector autoregression: Stability and spatial multivariate cointegration. (2021). Lee, Lung-Fei ; Yang, Kai. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:337-367.

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2021Spatial dynamic panel data models with correlated random effects. (2021). Yang, Zhenlin ; Li, Liyao. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:424-454.

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2021Dynamic spatial panel data models with common shocks. (2021). Li, Kunpeng ; Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:134-160.

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2021Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models. (2021). Baltagi, Badi ; Yang, Zhenlin ; Pirotte, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:2:p:245-270.

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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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2021Revisiting the environmental Kuznets curve in China: A spatial dynamic panel data approach. (2021). Yu, Jihai ; Wang, Wei ; Chang, Hsuan-Yu. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004680.

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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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2021Bagging weak predictors. (2021). Wei, Wei ; Lukas, Manuel ; Hillebrand, Eric. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:237-254.

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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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2021Liquidity creation cyclicality, capital regulation and interbank credit: Evidence from Chinese commercial banks. (2021). Deng, Chao ; Chen, Jing ; Li, Zhiyong ; Tang, Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000305.

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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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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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2021Wealthy, healthy and green: Are we there yet?. (2021). Scuffham, Paul ; Byrnes, Joshua ; Afoakwah, Clifford ; Tran, Bach ; Nghiem, Son. In: World Development. RePEc:eee:wdevel:v:147:y:2021:i:c:s0305750x21002436.

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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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2021Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions. (2021). Wagner, Martin ; Knorre, Fabian ; Grupe, Maximilian. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:12-:d:516201.

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2021The Impact of Informatization on the Relationship between the Tourism Industry and Regional Economic Development. (2021). Chen, Weiwei ; Zhou, Xianghong. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:9399-:d:619086.

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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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2021Is money demand really unstable? Evidence from divisia monetary aggregates. (2021). Ghosh, Taniya ; Barnett, William ; Adil, Masudul Hasan. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2021-005.

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2021Predicting French SME Failures: New Evidence from Machine Learning Techniques. (2021). Schalck, Meryem. In: Working Papers. RePEc:ipg:wpaper:2021-009.

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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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2021Stationarity Statistics on Rolling Windows. (2021). Ross, Joseph . In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09974-4.

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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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2021Shadow rates and spillovers across the Eurozone: a spatial dynamic panel model. (2021). Fiorelli, Cristiana ; Foglia, Matteo ; Cartone, Alfredo. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:1:d:10.1007_s10663-020-09483-5.

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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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2021Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients. (2021). Gao, Jiti ; Liang, Xuan ; Gong, Xiaodong. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-5.

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2021Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients. (2021). Xiaodong, Gong ; Jiti, Gao ; Xuan, Liang. In: MPRA Paper. RePEc:pra:mprapa:108497.

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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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2021Personal Income Tax Compliance at the Regional Level: The Role of Persistence, Neighborhood, and Decentralization. (2021). Zrate-Marco, Anabel ; Valls-Gimnez, Jaime ; Lpez-Laborda, Julio . In: International Regional Science Review. RePEc:sae:inrsre:v:44:y:2021:i:2:p:289-317.

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2021Winter tourism dependence: A cyclical and cointegration analysis. Case study for the Alps. (2021). Such-Devesa, Mara Jess ; Lpez-Morales, Jos Mara ; Aranda-Cullar, Patricia. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:7:p:1540-1560.

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2021A simple measure of beta-convergence revisited. (2021). Gray, David. In: Urban Studies. RePEc:sae:urbstu:v:58:y:2021:i:12:p:2569-2583.

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2021Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data. (2021). GUPTA, RANGAN ; Gil-Alana, Luis ; Miller, Stephen M ; Canarella, Giorgio. In: Urban Studies. RePEc:sae:urbstu:v:58:y:2021:i:1:p:53-72.

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2021Interdependence among mental health care providers: evidence from a spatial dynamic panel data model with interactive fixed effects. (2021). Wu, Lizi ; Lin, XU. In: The Annals of Regional Science. RePEc:spr:anresc:v:67:y:2021:i:1:d:10.1007_s00168-020-01043-w.

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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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article7
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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article6
2016Are US real house prices stationary? New evidence from univariate and panel data In: Studies in Nonlinear Dynamics & Econometrics.
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article3
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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article36
1995Laws of Large Numbers for Dependent Heterogeneous Processes In: Econometric Theory.
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article12
1997Central Limit Theorems for Dependent Heterogeneous Random Variables In: Econometric Theory.
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article42
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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article22
2000THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I In: Econometric Theory.
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article89
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: 89
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 “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES” 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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article13
2011DYNAMIC TIME SERIES BINARY CHOICE In: Econometric Theory.
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article65
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: 65
paper
2007Dynamic time series binary choice.(2007) In: Economics Working Paper Archive.
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This paper has another version. Agregated cites: 65
paper
2020THE SUM OF THE RECIPROCAL OF THE RANDOM WALK In: Econometric Theory.
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article0
2020A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION In: Econometric Theory.
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article13
2000Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices In: Econometrica.
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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.
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paper5
2002Consistency of kernel variance estimators for sums of semiparametric linear processes In: Econometrics Journal.
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article3
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
2018Mixing properties of the dynamic Tobit model with mixing errors In: Economics Letters.
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article1
2020A location model with an endogenous dummy variable In: Economics Letters.
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article0
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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article5
2003Consistency of the stationary bootstrap under weak moment conditions In: Economics Letters.
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article14
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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article9
2002A note on Convergence rates and asymptotic normality for series estimators: uniform convergence rates In: Journal of Econometrics.
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article20
2007A robust version of the KPSS test based on indicators In: Journal of Econometrics.
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article24
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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article283
2012Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration In: Journal of Econometrics.
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article60
1996The Bierens test under data dependence In: Journal of Econometrics.
[Full Text][Citation analysis]
article49
1998Uniform laws of large numbers and stochastic Lipschitz-continuity In: Journal of Econometrics.
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article1
2019A model for level induced conditional heteroskedasticity In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0
1996A strong law of large numbers for triangular mixingale arrays In: Statistics & Probability Letters.
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article3
2007Money demand function estimation by nonlinear cointegration In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article38
1997Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results In: Econometric Reviews.
[Full Text][Citation analysis]
article11
2016The Econometrics of the Hodrick-Prescott Filter In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article45

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