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Robert De Jong

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This is information that was supplied by Robert De Jong in registering through RePEc. If you are Robert De Jong , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Robert
Middle Name:
Last Name: De Jong
Suffix:

RePEc Short-ID: pde708

Email: [This author has chosen not to make the email address public]
Homepage: http://www.econ.ohio-state.edu/dejong
Postal Address:
Phone:

Affiliation

Department of Economics
Ohio State University
Location: Columbus, Ohio (United States)
Homepage: http://economics.osu.edu/
Email:
Phone: (614) 292 2639
Fax: (614) 292 3906
Postal: 410 Arps Hall, 1945 N. High St., Columbus, Ohio 4321
Handle: RePEc:edi:deohsus (more details at EDIRC)

Works

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Working papers

  1. Robert de Jong, 2004. "Nonlinear estimators with integrated regressors but without exogeneity," Econometric Society 2004 North American Winter Meetings 324, Econometric Society.
  2. Tiemen Woutersen & Robert M. de Jong, 2004. "Dynamic time series binary choice," Econometric Society 2004 North American Summer Meetings 365, Econometric Society.

Articles

  1. de Jong, Robert M. & Woutersen, Tiemen, 2011. "Dynamic Time Series Binary Choice," Econometric Theory, Cambridge University Press, vol. 27(04), pages 673-702, August.
  2. de Jong, Robert & Hu, Ling, 2011. "A note on nonlinear models with integrated regressors and convergence order results," Economics Letters, Elsevier, vol. 111(1), pages 23-25, April.
  3. Basu, Deepankar & de Jong, Robert, 2009. "A note on binary choice duration models," Economics Letters, Elsevier, vol. 102(1), pages 17-18, January.
  4. Lee, Jungick & de Jong, Robert M., 2008. "Exponential functionals of integrated processes," Economics Letters, Elsevier, vol. 100(2), pages 181-184, August.
  5. Yu, Jihai & de Jong, Robert & Lee, Lung-fei, 2008. "Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large," Journal of Econometrics, Elsevier, vol. 146(1), pages 118-134, September.
  6. de Jong, Robert M. & Amsler, Christine & Schmidt, Peter, 2007. "A robust version of the KPSS test based on indicators," Journal of Econometrics, Elsevier, vol. 137(2), pages 311-333, April.
  7. Youngsoo Bae & Robert M. de Jong, 2007. "Money demand function estimation by nonlinear cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 767-793.
  8. Basu Deepankar & de Jong Robert M, 2007. "Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(4), pages 1-35, December.
  9. de Jong, Robert & Wang, Chien-Ho, 2005. "Further Results On The Asymptotics For Nonlinear Transformations Of Integrated Time Series," Econometric Theory, Cambridge University Press, vol. 21(02), pages 413-430, April.
  10. Chirok HAN & Robert DE JONG, 2004. "Closest Moment Estimationunder General Conditions," Annales d'Economie et de Statistique, ENSAE, issue 74, pages 1-13.
  11. de Jong, Robert M., 2004. "Addendum To," Econometric Theory, Cambridge University Press, vol. 20(03), pages 627-635, June.
  12. de Jong, Robert M., 2003. "02.5.1. A Mixingale Inequality Using an Exponential Moment," Econometric Theory, Cambridge University Press, vol. 19(05), pages 880-881, October.
  13. de Jong, Robert M., 2003. "Logarithmic spurious regressions," Economics Letters, Elsevier, vol. 81(1), pages 13-21, October.
  14. Goncalves, Silvia & de Jong, Robert, 2003. "Consistency of the stationary bootstrap under weak moment conditions," Economics Letters, Elsevier, vol. 81(2), pages 273-278, November.
  15. de Jong, Robert M., 2002. "A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates," Journal of Econometrics, Elsevier, vol. 111(1), pages 1-9, November.
  16. de Jong, Robert M., 2002. "Nonlinear minimization estimators in the presence of cointegrating relations," Journal of Econometrics, Elsevier, vol. 110(2), pages 241-259, October.
  17. de Jong, Robert & Han, Chirok, 2002. "THE PROPERTIES OF Lp-GMM ESTIMATORS," Econometric Theory, Cambridge University Press, vol. 18(02), pages 491-504, April.
  18. James Davidson & Robert M. De Jong, 2002. "Consistency of kernel variance estimators for sums of semiparametric linear processes," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 160-175, June.
  19. de Jong, Robert M. & Schmidt, Peter, 2002. "Spurious logarithms and the KPSS statistic," Economics Letters, Elsevier, vol. 76(3), pages 383-391, August.
  20. de Jong, Robert M., 2001. "Nonlinear estimation using estimated cointegrating relations," Journal of Econometrics, Elsevier, vol. 101(1), pages 109-122, March.
  21. de Jong, Robert M., 2001. "Convergence of averages of scaled functions of I(1) linear processes," Economics Letters, Elsevier, vol. 71(1), pages 27-33, April.
  22. de Jong, Robert M. & Davidson, James, 2000. "The Functional Central Limit Theorem And Weak Convergence To Stochastic Integrals I," Econometric Theory, Cambridge University Press, vol. 16(05), pages 621-642, October.
  23. Robert M. De Jong & James Davidson, 2000. "Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices," Econometrica, Econometric Society, vol. 68(2), pages 407-424, March.
  24. de Jong, Robert M., 2000. "A Strong Consistency Proof For Heteroskedasticity And Autocorrelation Consistent Covariance Matrix Estimators," Econometric Theory, Cambridge University Press, vol. 16(02), pages 262-268, April.
  25. de Jong, Robert M., 1998. "Uniform laws of large numbers and stochastic Lipschitz-continuity," Journal of Econometrics, Elsevier, vol. 86(2), pages 243-268, June.
  26. Robert M. DE JONG, 1998. "Weak Laws of Large Numbers for Dependent Random Variables," Annales d'Economie et de Statistique, ENSAE, issue 51, pages 209-225.
  27. de Jong, Robert M., 1997. "Central Limit Theorems for Dependent Heterogeneous Random Variables," Econometric Theory, Cambridge University Press, vol. 13(03), pages 353-367, June.
  28. James Davidson & Robert de Jong, 1997. "Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results," Econometric Reviews, Taylor & Francis Journals, vol. 16(3), pages 251-279.
  29. de Jong, Robert M., 1996. "A strong law of large numbers for triangular mixingale arrays," Statistics & Probability Letters, Elsevier, vol. 27(1), pages 1-9, March.
  30. de Jong, Robert M. & Gordon, C.R. Kemp & John, Xu Zheng, 1996. "A Strong Law of Large Numbers," Econometric Theory, Cambridge University Press, vol. 12(01), pages 210-214, March.
  31. de Jong, Robert M., 1996. "The Bierens test under data dependence," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 1-32.
  32. de Jong, R.M., 1995. "Laws of Large Numbers for Dependent Heterogeneous Processes," Econometric Theory, Cambridge University Press, vol. 11(02), pages 347-358, February.
  33. de Jong, R.M. & Bierens, H.J., 1994. "On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity," Econometric Theory, Cambridge University Press, vol. 10(01), pages 70-90, March.
  34. De Jong, R. & Hayhoe, H. N., 1984. "Diffusion-based soil water simulation for native grassland," Agricultural Water Management, Elsevier, vol. 9(1), pages 47-60, June.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DCM: Discrete Choice Models (2) 2004-10-30 2007-06-11. Author is listed
  2. NEP-ECM: Econometrics (3) 2004-10-30 2004-12-02 2007-06-11. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2004-10-30 2004-12-02 2007-06-11. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Simple Impact Factor
  2. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
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