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Theorie
Theory
29
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14
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7
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Jong, Robert M. de
28
Davidson, James E. H.
6
Han, Chirok
2
Schmidt, Peter
2
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1
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1
Guthrie, Peter
1
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1
Lee, Lung-fei
1
Michel, Jon
1
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1
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1
Qu, Xi
1
Reiner, David M.
1
Sakarya, Neslihan
1
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1
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8
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7
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2
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1
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1
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1
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ECONIS (ZBW)
29
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Applying Bayesian model averaging to characterise urban residential stock turnover dynamics
Zhou, Wei
;
O'Neill, Eoghan
;
Moncaster, Alice
;
Reiner, …
-
2019
Persistent link: https://www.econbiz.de/10012793034
Saved in:
2
ARMA memory index modeling and consistency
Jong, Robert M. de
- In:
Tinbergen Institute research bulletin
3
(
1991
)
1
,
pp. 13-19
Persistent link: https://www.econbiz.de/10001103962
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3
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
Saved in:
4
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
Saved in:
5
Weak laws of large numbers for dependent random variables
Jong, Robert M. de
- In:
Annales d'économie et de statistique
(
1998
),
pp. 209-225
Persistent link: https://www.econbiz.de/10001534418
Saved in:
6
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
Saved in:
7
Asymptotic theory of expanding parameter space methods and data dependence in econometrics
Jong, Robert M. de
-
1993
Persistent link: https://www.econbiz.de/10000879181
Saved in:
8
Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices
Jong, Robert M. de
;
Davidson, James E. H.
-
1996
Persistent link: https://www.econbiz.de/10000936005
Saved in:
9
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/10001243490
Saved in:
10
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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