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Mixing properties of the dynamic Tobit model with mixing errors

Michel, Jon; Jong, Robert M. de - In: Economics letters 162 (2018), pp. 112-115

Persistent link: https://www.econbiz.de/10011939790

A location model with an endogenous dummy variable

Jong, Robert M. de - In: Economics letters 195 (2020), pp. 1-3

Persistent link: https://www.econbiz.de/10012510064

Dynamic multinomial ordered choice with an application to the estimation of monetary policy rules

Basu, Deepankar; Jong, Robert M. de - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 4, pp. 1-33

Persistent link: https://www.econbiz.de/10009513648

Are US real house prices stationary? : new evidence from univariate and panel data

Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011431067

A property of the Hodrick-Prescott filter and its application

Sakarya, Neslihan; Jong, Robert M. de - In: Econometric theory 36 (2020) 5, pp. 840-870

Persistent link: https://www.econbiz.de/10012307241

Convergence of averages of scaled functions of I(1) linear processes

Jong, Robert M. de - In: Economics Letters 71 (2001) 1, pp. 27-33

Persistent link: https://www.econbiz.de/10005095286

Nonlinear minimization estimators in the presence of cointegrating relations

Jong, Robert M. de - In: Journal of Econometrics 110 (2002) 2, pp. 241-259

Persistent link: https://www.econbiz.de/10005052890

Weak Laws of Large Numbers for Dependent Random Variables

JONG, Robert M. DE - In: Annales d'Economie et de Statistique (1998) 51, pp. 209-225

In this paper we will prove several weak laws of large numbers for dependent random variables. The weak dependence concept that is used is the mixingale concept. From the weak laws of large numbers for triangular arrays of mixingale random variables, weak laws for mixing and near epoch dependent...

Persistent link: https://www.econbiz.de/10005066245

A strong law of large numbers for triangular mixingale arrays

Jong, Robert M. de - In: Statistics & Probability Letters 27 (1996) 1, pp. 1-9

In this paper a strong law of large numbers for triangular mixingale arrays is proven. The mixingale condition is one of asymptotically weak dependence. A strong law of large numbers for triangular mixingale arrays has not been established previously in the literature. The result is applied to...

Persistent link: https://www.econbiz.de/10005259236

Uniform laws of large numbers and stochastic Lipschitz-continuity

Jong, Robert M. de - In: Journal of Econometrics 86 (1998) 2, pp. 243-268

Persistent link: https://www.econbiz.de/10005228629