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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
Saved in:
2
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
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3
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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4
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
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5
The Bierens test under data dependence
Jong, Robert M. de
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001198034
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6
Nonlinear estimation using estimated cointegrated relations
Jong, Robert M. de
- In:
Journal of econometrics
101
(
2001
)
1
,
pp. 109-122
Persistent link: https://www.econbiz.de/10001545122
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7
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/10001564052
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8
Logarithmic spurious regressions
Jong, Robert M. de
- In:
Economics letters
81
(
2003
)
1
,
pp. 13-21
Persistent link: https://www.econbiz.de/10001796375
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9
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/10001703512
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10
A note on "convergence rates and asymptotic normality for series estimators" : uniform convergence rates
Jong, Robert M. de
- In:
Journal of econometrics
111
(
2002
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001703542
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