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A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Jong, Robert M. de
- In:
Econometric theory
16
(
2000
)
2
,
pp. 262-268
Persistent link: https://www.econbiz.de/10001483373
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Addendum to asymptotics for nonlinear transformations of integrated time series
Jong, Robert M. de
- In:
Econometric theory
20
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2004
)
3
,
pp. 627-635
Persistent link: https://www.econbiz.de/10002068302
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The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 1 : weakly dependent processes
Jong, Robert M. de
;
Davidson, James E. H.
- In:
Econometric theory
16
(
2000
)
5
,
pp. 621-642
Persistent link: https://www.econbiz.de/10001533160
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The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 2 : fractionally integrated processes
Davidson, James E. H.
;
Jong, Robert M. de
- In:
Econometric theory
16
(
2000
)
5
,
pp. 643-666
Persistent link: https://www.econbiz.de/10001533165
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On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity
Jong, Robert M. de
- In:
Econometric theory
10
(
1994
)
1
,
pp. 70-90
Persistent link: https://www.econbiz.de/10001163337
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The properties of Lp-GMM estimators
Jong, Robert M. de
;
Han, Chirok
- In:
Econometric theory
18
(
2002
)
2
,
pp. 491-504
Persistent link: https://www.econbiz.de/10001661310
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Further results on the asymptotics for nonlinear transformations of integrated time series
Jong, Robert M. de
;
Wang, Chien-ho
- In:
Econometric theory
21
(
2005
)
2
,
pp. 413-430
Persistent link: https://www.econbiz.de/10002740750
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Sums of exponentials of random walks with drift
Qu, Xi
;
Jong, Robert M. de
- In:
Econometric theory
28
(
2012
)
4
,
pp. 915-924
Persistent link: https://www.econbiz.de/10009669724
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Dynamic time series binary choice
Jong, Robert M. de
;
Woutersen, Tiemen
- In:
Econometric theory
27
(
2011
)
4
,
pp. 673-702
Persistent link: https://www.econbiz.de/10009311780
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The sum of the reciprocal of the random walk
Michel, Jon
;
Jong, Robert M. de
- In:
Econometric theory
36
(
2020
)
1
,
pp. 170-183
Persistent link: https://www.econbiz.de/10012156823
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