Robert de jong : Citation Profile

Are you Robert de jong?

Ohio State University

14

H index

20

i10 index

1031

Citations

RESEARCH PRODUCTION:

42

Articles

5

Papers

RESEARCH ACTIVITY:

   26 years (1994 - 2020). See details.
   Cites by year: 39
   Journals where Robert de jong has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 10 (0.96 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde708
   Updated: 2024-11-04    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)

Velasco, Carlos (15)

Pesaran, Mohammad (15)

LeSage, James (12)

LINTON, OLIVER (12)

Kanaya, Shin (12)

Elhorst, J.Paul (12)

Cites to:

Phillips, Peter (31)

Park, Joon (13)

Andrews, Donald (12)

Lee, Lung-Fei (10)

Bierens, Herman (8)

Prucha, Ingmar (8)

Pesaran, Mohammad (7)

Davidson, James (6)

Newey, Whitney (6)

Hansen, Bruce (6)

Chang, Yoosoon (5)

Main data

Where Robert de jong has published?

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

Recent works citing Robert de jong (2024 and 2023)

YearTitle of citing document
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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2024Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140.

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2024Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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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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2024The 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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2024The 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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2024Data-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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2024Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

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2023GCov-Based Portmanteau Test. (2023). Neyazi, Aryan Manafi ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2312.05373.

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2023Dynamic Spatiotemporal ARCH Models: Small and Large Sample Results. (2023). Dougan, Osman ; Otto, Philipp ; Tacspinar, Suleyman. In: Papers. RePEc:arx:papers:2312.05898.

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2024Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2403.10907.

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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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2023Cointegrating regressions with messy regressors and an application to mixed-frequency series. (2010). Miller, J.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:4:p:255-277.

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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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2023.

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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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2023Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test. (2023). Wilfling, Bernd ; Monschang, Verena ; Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:10623.

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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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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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2023The role of score and information bias in panel data likelihoods. (2023). Tripathi, Gautam ; Severini, Thomas A ; Schumann, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1215-1238.

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2023Identifying latent group structures in spatial dynamic panels. (2023). Su, Liangjun ; Xu, Xingbai ; Wang, Wuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1955-1980.

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2023Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392.

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2023News-implied linkages and local dependency in the equity market. (2023). Linton, Oliver ; Ge, Shuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:779-815.

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2024Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity. (2024). Zhu, Qianqian ; Li, Wenyu ; Feng, Xingdong. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002750.

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2024Semi-parametric single-index predictive regression models with cointegrated regressors. (2024). GAO, Jiti ; Zhou, Weilun ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002932.

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2024Estimation and variable selection for high-dimensional spatial dynamic panel data models. (2024). Wu, Yuehua ; Jin, Baisuo ; Hou, LI. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003214.

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2024The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity. (2024). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300341x.

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2024Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data. (2024). Wijler, Etienne ; Reuvers, Hanno. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002361.

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2023Robust Covariance Matrix Estimation in Time Series: A Review. (2023). Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:36-61.

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2023Loss function-based change point detection in risk measures. (2023). Wang, Shixuan ; Lazar, Emese ; Xue, Xiaohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:415-431.

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2023A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286.

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2024Enhancing the accuracy of Chinas electricity consumption forecasting through economic cycle division: An MSAR-OPLS scenario analysis. (2024). Pan, Xianyou ; Sun, Feihu ; Shu, Yalin ; Xie, Pinjie. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003906.

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2024Unbounded heteroscedasticity in autoregressive models. (2024). Samartzis, Panagiotis ; Kourogenis, Nikolaos ; Pittis, Nikitas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000634.

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2024Measuring spatial impacts and tracking cross-border risk. (2024). Xiao, Yang ; Wang, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:50-84.

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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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2024Climate policy uncertainty and the U.S. economic cycle. (2024). Liang, Chao ; Dong, Dayong ; Yang, Jinyu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001409.

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2023Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment. (2023). Panta, Humnath ; Narayanasamy, Arun ; Agarwal, Rohit. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:474-:d:1273906.

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2023.

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2023.

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2023.

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2023.

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

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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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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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2024Returns to scale, spillovers and persistence: A network perspective of U.S. bank size. (2024). Kenjegalieva, Karligash ; Glass, Anthony J. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2049-2076.

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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]		article8
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]		article46
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]		article91
2000THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II.(2000) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		article
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]		article67
2004Dynamic time series binary choice.(2004) In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2007Dynamic time series binary choice.(2007) In: Economics Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2020THE SUM OF THE RECIPROCAL OF THE RANDOM WALK In: Econometric Theory.
[Full Text][Citation analysis]		article0
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]		article83
1996Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices.(1996) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		paper
1996Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices.(1996) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		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]		article4
2008Exponential functionals of integrated processes In: Economics Letters.
[Full Text][Citation analysis]		article0
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]		article2
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.
[Full Text][Citation analysis]		article0
2001Convergence of averages of scaled functions of I(1) linear processes In: Economics Letters.
[Full Text][Citation analysis]		article1
2002Spurious logarithms and the KPSS statistic In: Economics Letters.
[Full Text][Citation analysis]		article1
2003Logarithmic spurious regressions In: Economics Letters.
[Full Text][Citation analysis]		article5
2003Consistency of the stationary bootstrap under weak moment conditions In: Economics Letters.
[Full Text][Citation analysis]		article14
2001Nonlinear estimation using estimated cointegrating relations In: Journal of Econometrics.
[Full Text][Citation analysis]		article16
2002Nonlinear minimization estimators in the presence of cointegrating relations In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
2002A note on Convergence rates and asymptotic normality for series estimators: uniform convergence rates In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
2007A robust version of the KPSS test based on indicators In: Journal of Econometrics.
[Full Text][Citation analysis]		article26
2008Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large In: Journal of Econometrics.
[Full Text][Citation analysis]		article300
2012Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration In: Journal of Econometrics.
[Full Text][Citation analysis]		article61
1996The Bierens test under data dependence In: Journal of Econometrics.
[Full Text][Citation analysis]		article50
1998Uniform laws of large numbers and stochastic Lipschitz-continuity In: Journal of Econometrics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article3
2007Money demand function estimation by nonlinear cointegration In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article39
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]		article51

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