14
H index
20
i10 index
1031
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pde708 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Econometric Theory | 14 |
Economics Letters | 9 |
Journal of Econometrics | 8 |
Annals of Economics and Statistics | 2 |
Statistics & Probability Letters | 2 |
Studies in Nonlinear Dynamics & Econometrics | 2 |
Year | Title of citing document |
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2023 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper |
2023 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper |
2024 | Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140. Full description at Econpapers || Download paper |
2024 | Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898. Full description at Econpapers || Download paper |
2023 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper |
2024 | The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810. Full description at Econpapers || Download paper |
2024 | The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599. Full description at Econpapers || Download paper |
2023 | Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables. (2023). Zhu, KE ; Su, Bing. In: Papers. RePEc:arx:papers:2301.06658. Full description at Econpapers || Download paper |
2024 | Data-driven Approach for Static Hedging of Exchange Traded Options. (2023). Jain, Shashi ; Dhandapani, Vikranth Lokeshwar. In: Papers. RePEc:arx:papers:2302.00728. Full description at Econpapers || Download paper |
2023 | Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617. Full description at Econpapers || Download paper |
2023 | Spatial 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. Full description at Econpapers || Download paper |
2024 | Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218. Full description at Econpapers || Download paper |
2023 | GCov-Based Portmanteau Test. (2023). Neyazi, Aryan Manafi ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2312.05373. Full description at Econpapers || Download paper |
2023 | Dynamic Spatiotemporal ARCH Models: Small and Large Sample Results. (2023). Dougan, Osman ; Otto, Philipp ; Tacspinar, Suleyman. In: Papers. RePEc:arx:papers:2312.05898. Full description at Econpapers || Download paper |
2024 | Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2403.10907. Full description at Econpapers || Download paper |
2023 | House 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. Full description at Econpapers || Download paper |
2023 | Cointegrating 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. Full description at Econpapers || Download paper |
2023 | Dynamic 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Robust 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. Full description at Econpapers || Download paper |
2023 | Multi-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. Full description at Econpapers || Download paper |
2023 | Grouped 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. Full description at Econpapers || Download paper |
2023 | Imputed 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. Full description at Econpapers || Download paper |
2023 | Sparse 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Shrinkage 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. Full description at Econpapers || Download paper |
2023 | Quasi 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Identifying 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. Full description at Econpapers || Download paper |
2023 | Theory 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. Full description at Econpapers || Download paper |
2023 | News-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. Full description at Econpapers || Download paper |
2024 | Estimation 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. Full description at Econpapers || Download paper |
2024 | Semi-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. Full description at Econpapers || Download paper |
2024 | Estimation 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Sparse 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. Full description at Econpapers || Download paper |
2023 | Robust 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. Full description at Econpapers || Download paper |
2023 | Loss 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2024 | Enhancing 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. Full description at Econpapers || Download paper |
2024 | Unbounded 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. Full description at Econpapers || Download paper |
2024 | Measuring 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. Full description at Econpapers || Download paper |
2023 | Strong 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. Full description at Econpapers || Download paper |
2024 | Climate 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. Full description at Econpapers || Download paper |
2023 | Relations 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | Serial 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. Full description at Econpapers || Download paper |
2023 | Estimating 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. Full description at Econpapers || Download paper |
2023 | IV 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.. Full description at Econpapers || Download paper |
2023 | A Sufficient Statistical Test for Dynamic Stability. (2023). Nawaz, Nasreen ; Ahmed, Muhammad Ashfaq. In: MPRA Paper. RePEc:pra:mprapa:116684. Full description at Econpapers || Download paper |
2023 | Observed-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. Full description at Econpapers || Download paper |
2023 | Quantile 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. Full description at Econpapers || Download paper |
2023 | Scalable 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. Full description at Econpapers || Download paper |
2023 | To Boost or Not to Boost? That is the Question. (2023). Pagan, Adrian ; Lu, YE. In: Working Papers. RePEc:syd:wpaper:2023-05. Full description at Econpapers || Download paper |
2024 | Returns 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. Full description at Econpapers || Download paper |
2023 | Top 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1998 | Weak Laws of Large Numbers for Dependent Random Variables In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 8 |
2004 | Closest Moment Estimationunder General Conditions In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
2007 | Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 6 |
2016 | Are US real house prices stationary? New evidence from univariate and panel data In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
1994 | On 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] | article | 36 |
1995 | Laws of Large Numbers for Dependent Heterogeneous Processes In: Econometric Theory. [Full Text][Citation analysis] | article | 13 |
1997 | Central Limit Theorems for Dependent Heterogeneous Random Variables In: Econometric Theory. [Full Text][Citation analysis] | article | 46 |
2000 | DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2000 | A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS In: Econometric Theory. [Full Text][Citation analysis] | article | 22 |
2000 | THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I In: Econometric Theory. [Full Text][Citation analysis] | article | 91 |
2000 | THE 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 | |
2002 | THE PROPERTIES OF Lp-GMM ESTIMATORS In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
2003 | 02.5.1. A Mixingale Inequality Using an Exponential Moment In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2004 | ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES” In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
2005 | FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 13 |
2011 | DYNAMIC TIME SERIES BINARY CHOICE In: Econometric Theory. [Full Text][Citation analysis] | article | 67 |
2004 | Dynamic 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 | |
2007 | Dynamic time series binary choice.(2007) In: Economics Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
2020 | THE SUM OF THE RECIPROCAL OF THE RANDOM WALK In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2020 | A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
2000 | Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices In: Econometrica. [Citation analysis] | article | 83 |
1996 | Consistency 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 | |
1996 | Consistency 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 | |
2004 | Nonlinear estimators with integrated regressors but without exogeneity In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] | paper | 5 |
2002 | Consistency of kernel variance estimators for sums of semiparametric linear processes In: Econometrics Journal. [Full Text][Citation analysis] | article | 4 |
2008 | Exponential functionals of integrated processes In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2009 | A note on binary choice duration models In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2011 | A note on nonlinear models with integrated regressors and convergence order results In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2018 | Mixing properties of the dynamic Tobit model with mixing errors In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2020 | A location model with an endogenous dummy variable In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2001 | Convergence of averages of scaled functions of I(1) linear processes In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2002 | Spurious logarithms and the KPSS statistic In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2003 | Logarithmic spurious regressions In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
2003 | Consistency of the stationary bootstrap under weak moment conditions In: Economics Letters. [Full Text][Citation analysis] | article | 14 |
2001 | Nonlinear estimation using estimated cointegrating relations In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
2002 | Nonlinear minimization estimators in the presence of cointegrating relations In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
2002 | A note on Convergence rates and asymptotic normality for series estimators: uniform convergence rates In: Journal of Econometrics. [Full Text][Citation analysis] | article | 21 |
2007 | A robust version of the KPSS test based on indicators In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
2008 | Quasi-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] | article | 300 |
2012 | Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 61 |
1996 | The Bierens test under data dependence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 50 |
1998 | Uniform laws of large numbers and stochastic Lipschitz-continuity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
2019 | A model for level induced conditional heteroskedasticity In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
1996 | A strong law of large numbers for triangular mixingale arrays In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 3 |
2007 | Money demand function estimation by nonlinear cointegration In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 39 |
1997 | Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results In: Econometric Reviews. [Full Text][Citation analysis] | article | 11 |
2016 | The Econometrics of the Hodrick-Prescott Filter In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 51 |
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