Robert de jong
Personal Details
First Name: | Robert |
Middle Name: | |
Last Name: | De Jong |
Suffix: | |
RePEc Short-ID: | pde708 |
[This author has chosen not to make the email address public] | |
http://www.econ.ohio-state.edu/dejong | |
Terminal Degree: | 1993 School of Business and Economics; Vrije Universiteit Amsterdam (from RePEc Genealogy) |
Affiliation
Department of Economics
Ohio State University
Columbus, Ohio (United States)http://economics.osu.edu/
RePEc:edi:deohsus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Tiemen Woutersen & Robert M. de Jong, 2004.
"Dynamic time series binary choice,"
Econometric Society 2004 North American Summer Meetings
365, Econometric Society.
- de Jong, Robert M. & Woutersen, Tiemen, 2011. "Dynamic Time Series Binary Choice," Econometric Theory, Cambridge University Press, vol. 27(4), pages 673-702, August.
- Robert M. de Jong & Tiemen Woutersen, 2007. "Dynamic time series binary choice," Economics Working Paper Archive 538, The Johns Hopkins University,Department of Economics.
- Robert de Jong, 2004. "Nonlinear estimators with integrated regressors but without exogeneity," Econometric Society 2004 North American Winter Meetings 324, Econometric Society.
- de Jong, R.M. & Davidson, J., 1996.
"Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices,"
Discussion Paper
1996-52, Tilburg University, Center for Economic Research.
- Robert M. De Jong & James Davidson, 2000. "Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices," Econometrica, Econometric Society, vol. 68(2), pages 407-424, March.
- de Jong, R.M. & Davidson, J., 1996. "Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices," Other publications TiSEM 482efe95-3738-4a9f-b833-e, Tilburg University, School of Economics and Management.
Articles
- de Jong, Robert M., 2020. "A location model with an endogenous dummy variable," Economics Letters, Elsevier, vol. 195(C).
- Sakarya, Neslihan & de Jong, Robert M., 2020. "A Property Of The Hodrick–Prescott Filter And Its Application," Econometric Theory, Cambridge University Press, vol. 36(5), pages 840-870, October.
- Michel, Jon & de Jong, Robert, 2020. "The Sum Of The Reciprocal Of The Random Walk," Econometric Theory, Cambridge University Press, vol. 36(1), pages 170-183, February.
- Michel, Jon & de Jong, Robert M., 2019. "A model for level induced conditional heteroskedasticity," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 293-300.
- Michel, Jon & de Jong, Robert M., 2018. "Mixing properties of the dynamic Tobit model with mixing errors," Economics Letters, Elsevier, vol. 162(C), pages 112-115.
- Zhang Jing & de Jong Robert & Haurin Donald, 2016. "Are US real house prices stationary? New evidence from univariate and panel data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(1), pages 1-18, February.
- Robert M. de Jong & Neslihan Sakarya, 2016. "The Econometrics of the Hodrick-Prescott Filter," The Review of Economics and Statistics, MIT Press, vol. 98(2), pages 310-317, May.
- Yu, Jihai & de Jong, Robert & Lee, Lung-fei, 2012. "Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration," Journal of Econometrics, Elsevier, vol. 167(1), pages 16-37.
- de Jong, Robert M. & Woutersen, Tiemen, 2011.
"Dynamic Time Series Binary Choice,"
Econometric Theory, Cambridge University Press, vol. 27(4), pages 673-702, August.
- Tiemen Woutersen & Robert M. de Jong, 2004. "Dynamic time series binary choice," Econometric Society 2004 North American Summer Meetings 365, Econometric Society.
- Robert M. de Jong & Tiemen Woutersen, 2007. "Dynamic time series binary choice," Economics Working Paper Archive 538, The Johns Hopkins University,Department of Economics.
- de Jong, Robert & Hu, Ling, 2011. "A note on nonlinear models with integrated regressors and convergence order results," Economics Letters, Elsevier, vol. 111(1), pages 23-25, April.
- Basu, Deepankar & de Jong, Robert, 2009. "A note on binary choice duration models," Economics Letters, Elsevier, vol. 102(1), pages 17-18, January.
- Lee, Jungick & de Jong, Robert M., 2008. "Exponential functionals of integrated processes," Economics Letters, Elsevier, vol. 100(2), pages 181-184, August.
- Yu, Jihai & de Jong, Robert & Lee, Lung-fei, 2008. "Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large," Journal of Econometrics, Elsevier, vol. 146(1), pages 118-134, September.
- de Jong, Robert M. & Amsler, Christine & Schmidt, Peter, 2007. "A robust version of the KPSS test based on indicators," Journal of Econometrics, Elsevier, vol. 137(2), pages 311-333, April.
- Basu Deepankar & de Jong Robert M, 2007. "Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(4), pages 1-35, December.
- Youngsoo Bae & Robert M. de Jong, 2007. "Money demand function estimation by nonlinear cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 767-793.
- de Jong, Robert & Wang, Chien-Ho, 2005. "Further Results On The Asymptotics For Nonlinear Transformations Of Integrated Time Series," Econometric Theory, Cambridge University Press, vol. 21(2), pages 413-430, April.
- de Jong, Robert M., 2004. "Addendum To “Asymptotics For Nonlinear Transformations Of Integrated Time Series”," Econometric Theory, Cambridge University Press, vol. 20(3), pages 627-635, June.
- Chirok Han & Robert De Jong, 2004. "Closest Moment Estimationunder General Conditions," Annals of Economics and Statistics, GENES, issue 74, pages 1-13.
- Goncalves, Silvia & de Jong, Robert, 2003. "Consistency of the stationary bootstrap under weak moment conditions," Economics Letters, Elsevier, vol. 81(2), pages 273-278, November.
- de Jong, Robert M., 2003. "02.5.1. A Mixingale Inequality Using an Exponential Moment," Econometric Theory, Cambridge University Press, vol. 19(5), pages 880-881, October.
- de Jong, Robert M., 2003. "Logarithmic spurious regressions," Economics Letters, Elsevier, vol. 81(1), pages 13-21, October.
- de Jong, Robert M., 2002. "Nonlinear minimization estimators in the presence of cointegrating relations," Journal of Econometrics, Elsevier, vol. 110(2), pages 241-259, October.
- de Jong, Robert M. & Schmidt, Peter, 2002. "Spurious logarithms and the KPSS statistic," Economics Letters, Elsevier, vol. 76(3), pages 383-391, August.
- de Jong, Robert M., 2002. "A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates," Journal of Econometrics, Elsevier, vol. 111(1), pages 1-9, November.
- James Davidson & Robert M. De Jong, 2002. "Consistency of kernel variance estimators for sums of semiparametric linear processes," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 160-175, June.
- de Jong, Robert & Han, Chirok, 2002. "THE PROPERTIES OF Lp-GMM ESTIMATORS," Econometric Theory, Cambridge University Press, vol. 18(2), pages 491-504, April.
- de Jong, Robert M., 2001. "Convergence of averages of scaled functions of I(1) linear processes," Economics Letters, Elsevier, vol. 71(1), pages 27-33, April.
- de Jong, Robert M., 2001. "Nonlinear estimation using estimated cointegrating relations," Journal of Econometrics, Elsevier, vol. 101(1), pages 109-122, March.
- de Jong, Robert M., 2000. "Dynamic Nonlinear Econometric Models—Asymptotic Theory," Econometric Theory, Cambridge University Press, vol. 16(1), pages 127-130, February.
- Robert M. De Jong & James Davidson, 2000.
"Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices,"
Econometrica, Econometric Society, vol. 68(2), pages 407-424, March.
- de Jong, R.M. & Davidson, J., 1996. "Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices," Other publications TiSEM 482efe95-3738-4a9f-b833-e, Tilburg University, School of Economics and Management.
- de Jong, R.M. & Davidson, J., 1996. "Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices," Discussion Paper 1996-52, Tilburg University, Center for Economic Research.
- de Jong, Robert M., 2000. "A Strong Consistency Proof For Heteroskedasticity And Autocorrelation Consistent Covariance Matrix Estimators," Econometric Theory, Cambridge University Press, vol. 16(2), pages 262-268, April.
- de Jong, Robert M. & Davidson, James, 2000.
"The Functional Central Limit Theorem And Weak Convergence To Stochastic Integrals I,"
Econometric Theory, Cambridge University Press, vol. 16(5), pages 621-642, October.
- Davidson, James & de Jong, Robert M., 2000. "The Functional Central Limit Theorem And Weak Convergence To Stochastic Integrals Ii," Econometric Theory, Cambridge University Press, vol. 16(5), pages 643-666, October.
- de Jong, Robert M., 1998. "Uniform laws of large numbers and stochastic Lipschitz-continuity," Journal of Econometrics, Elsevier, vol. 86(2), pages 243-268, June.
- Robert M. De Jong, 1998. "Weak Laws of Large Numbers for Dependent Random Variables," Annals of Economics and Statistics, GENES, issue 51, pages 209-225.
- James Davidson & Robert de Jong, 1997. "Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results," Econometric Reviews, Taylor & Francis Journals, vol. 16(3), pages 251-279.
- de Jong, Robert M., 1997. "Central Limit Theorems for Dependent Heterogeneous Random Variables," Econometric Theory, Cambridge University Press, vol. 13(3), pages 353-367, June.
- de Jong, Robert M., 1996. "A strong law of large numbers for triangular mixingale arrays," Statistics & Probability Letters, Elsevier, vol. 27(1), pages 1-9, March.
- de Jong, Robert M., 1996. "The Bierens test under data dependence," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 1-32.
- de Jong, R.M., 1995. "Laws of Large Numbers for Dependent Heterogeneous Processes," Econometric Theory, Cambridge University Press, vol. 11(2), pages 347-358, February.
- de Jong, R.M. & Bierens, H.J., 1994. "On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity," Econometric Theory, Cambridge University Press, vol. 10(1), pages 70-90, March.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (3) 2004-10-30 2004-12-02 2007-06-11
- NEP-ETS: Econometric Time Series (3) 2004-10-30 2004-12-02 2007-06-11
- NEP-DCM: Discrete Choice Models (2) 2004-10-30 2007-06-11
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Robert De Jong should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.