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Convergence of averages of scaled functions of I(1) linear processes
de Jong, Robert M. - In: Economics letters 71 (2001) 1, pp. 27-34
Persistent link: https://www.econbiz.de/10006775549
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Money demand function estimation by nonlinear cointegration
Bae, Youngsoo; de Jong, Robert M. - In: Journal of applied econometrics 22 (2007) 4, pp. 767-794
Persistent link: https://www.econbiz.de/10007741442
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A robust version of the KPSS test based on indicators
de Jong, Robert M.; Amsler, Christine; Schmidt, Peter - In: Journal of econometrics 137 (2007) 2, pp. 311-333
Persistent link: https://www.econbiz.de/10007604729
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Exponential functionals of integrated processes
Lee, Jungick; de Jong, Robert M. - In: Economics letters 100 (2008) 2, pp. 181-184
Persistent link: https://www.econbiz.de/10008071353
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ADDENDUM TO "ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES"
de Jong, Robert M. - In: Econometric theory 20 (2004) 3, pp. 627-635
Persistent link: https://www.econbiz.de/10006963723
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DYNAMIC TIME SERIES BINARY CHOICE
de Jong, Robert M.; Woutersen, Tiemen - In: Econometric theory 27 (2011) 4, pp. 673-703
Persistent link: https://www.econbiz.de/10009177574
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Exponential functionals of integrated processes
Lee, Jungick; de Jong, Robert M. - In: Economics letters 100 (2008) 2, pp. 181-185
Persistent link: https://www.econbiz.de/10008883912
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Logarithmic spurious regressions
de Jong, Robert M. - In: Economics letters 81 (2003) 1, pp. 13-22
Persistent link: https://www.econbiz.de/10006760674
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A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates
de Jong, Robert M. - In: Journal of econometrics 111 (2002) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10006766962
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Nonlinear minimization estimators in the presence of cointegrating relations
de Jong, Robert M. - In: Journal of econometrics 110 (2002) 2, pp. 241-260
Persistent link: https://www.econbiz.de/10006766971