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The Bierens test under data dependence

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RM De Jong - Journal of Econometrics, 1996 - Elsevier
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Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large

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J Yu, R De Jong… - Journal of Econometrics, 2008 - Elsevier
This paper investigates the asymptotic properties of quasi-maximum likelihood estimators for
spatial dynamic panel data with fixed effects, when both the number of individuals n and the
number of time periods T are large. We consider the case where T is asymptotically large ...
Cited by 94 - Related articles - All 8 versions

Central limit theorems for dependent heterogeneous random variables

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RM De Jong - Econometric Theory, 1997 - Cambridge Univ Press
Page 1. Econometric Theory, 13, 1997, 353-367. Printed in the United States of
America. CENTRAL LIMIT THEOREMS FOR DEPENDENT HETEROGENEOUS
RANDOM VARIABLES ROBERT M. DE JONG Tilburg University ...
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Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results

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J Davidson… - Econometric Reviews, 1997 - Taylor & Francis
This paper surveys recent developments in the strong law of large numbers for dependent
heterogeneous processes. We prove a generalised version of a recent strong law for Lz-
mixingales, and also a new strong law for Lpmixingales. These results greatly relax the ...
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Nonlinear estimation using estimated cointegrating relations

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RM De Jong - Journal of econometrics, 2001 - Elsevier
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Further results on the asymptotics for nonlinear transformations of integrated time series

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R de Jong… - Econometric theory, 2005 - Cambridge Univ Press
Abstract This paper establishes various results involving functions of integrated processes.
Two theorems—which improve similar results by Park and Phillips—are proved for averages
of functions of an integrated process that has not been rescaled by the square root of ...
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Money demand function estimation by nonlinear cointegration

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Y Bae… - Journal of Applied Econometrics, 2007 - Wiley Online Library
Skip to Main Content. ...
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[PDF] Nonlinear estimators with integrated regressors but without exogeneity

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RM de Jong - Manuscript, Michigan State University-East Lansing, …, 2002 - repec.org
Page 1. Nonlinear estimators with integrated regressors but without exogeneity Robert
M. de Jong∗ Department of Economics 217 Marshall Hall Michigan State University
East Lansing, MI 48824 March 2003 Abstract This paper ...
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A note on “Convergence rates and asymptotic normality for series estimators”: uniform convergence rates

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RM De Jong - Journal of econometrics, 2002 - Elsevier
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Nonlinear minimization estimators in the presence of cointegrating relations

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RM De Jong - Journal of econometrics, 2002 - Elsevier
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Consistency of the stationary bootstrap under weak moment conditions

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S Gonçalves… - Economics Letters, 2003 - Elsevier
We prove the first order asymptotic validity of the stationary bootstrap of Politis and Romano
[J. Am. Statistics Assoc. 89 (1994) 1303] under the existence of only slightly more than
second moments. Our results improve upon previous results in the literature, which ...
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A robust version of the KPSS test based on indicators

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RM De Jong, C Amsler… - Journal of econometrics, 2007 - Elsevier
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Dynamic time series binary choice

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T Woutersen… - Econometric Theory, 2011 - Cambridge Univ Press
... Address correspondence to Robert de Jong, Department of Economics, Ohio State
University, 444 Arps Hall, Columbus, OH 43210, USA; e-mail: dejong@econ.ohio-
state.edu. c Cambridge University Press 2011 673 Page 2. ...
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Logarithmic spurious regressions

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RM De Jong - Economics Letters, 2003 - Elsevier
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The properties of Lp-GMM estimators

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R De Jong… - Econometric Theory, 2002 - Cambridge Univ Press
This paper considers generalized method of moment–type estimators for which a criterion
function is minimized that is not the “standard” quadratic distance measure but instead is a
general Lp distance measure+ It is shown that the resulting estimators are root-n ...
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[PDF] Dynamic censored regression and the Open Market Desk reaction function

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R de Jong… - … Manuscript, Department of …, 2004 - economics.sbs.ohio-state.edu
Abstract The censored regression model and the Tobit model are standard tools in
econometrics. This paper provides a formal asymptotic theory for dynamic time series
censored regression when lags of the dependent variable have been included among the ...
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Son targeting fertility behavior: Some consequences and determinants

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D Basu… - Demography, 2010 - Springer
Abstract This article draws out some implications of son targeting fertility behavior and
studies its determinants. We demonstrate that such behavior has two notable implications at
the aggregate level:(a) girls have a larger number of siblings (sibling effect), and (b) girls ...
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[CITATION] M., 1996,“The Bierens Test Under Data Dependence,”

R de Jong - Journal of Econometrics
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[PDF] Correlation robust threshold unit root tests

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RM de Jong, CH Wang… - 2005 - bm.ust.hk
Page 1. Correlation robust threshold unit root tests Robert M. de Jong∗ Ohio State
University Chien-Ho Wang† National Taipei University Youngsoo Bae‡ Ohio State
University September 15, 2005 Abstract This paper proposes ...
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[PDF] Nonlinear Time Series Models and Weakly Dependent Innovation

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RM de Jong - 2009 - econ.as.nyu.edu
Page 1. Nonlinear time series models and weakly dependent innovations Robert
M. de Jong ∗ January 31, 2009 Abstract This paper provides a strict stationarity
proof for general nonlinear regression mod- els. In particular, it ...
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[BOOK] Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices

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RM De Jong, J Davidson… - 1996 - arno.uvt.nl
Page 1. Consistency of kernel estimators of heteroscedastic and autocorrelated
covariance matrices by Robert M. de Jong ∗ and James Davidson May 1996
Conditions are derived for the consistency of kernel estimators of ...
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Consistency of kernel variance estimators for sums of semiparametric linear processes

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J Davidson… - The Econometrics Journal, 2002 - Wiley Online Library
3 L p -near epoch dependence is the property ‖X t − E t−m t+m X t ‖ p ≤ d t ν m where d t is
a sequence of positive constants and . See, for example, Davidson (1994) for details. ... 4 It is
incompatible with the usual FCLT, in the sense of weak convergence to B. See Davidson ( ...
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[PDF] Son preference and gender inequality

[PDF] from csuohio.edu
D Basu… - 2007 - csuohio.edu
Abstract This paper draws out some implications of son targeting fertility behaviour for
gender inequality in developing economies. It is demonstrated that such behaviour has two
notable implications at the aggregate level:(a) larger number of siblings for girls (Sibling ...
Cited by 4 - Related articles - View as HTML - All 21 versions

[CITATION] Museums and the Environment

R De Jong - Pretoria: South African Museums Association, 1993
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[PDF] Asymptotics for periodic transformations of integrated time series

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RM De Jong - Mimeograph, Department of Economics, …, 2002 - econ.ohio-state.edu
Page 1. Asymptotics for periodic transformations of integrated time series Robert M. de Jong∗
Michigan State University January 7, 2002 Abstract Asymptotic results for the behavior of
periodic functions of an integrated process are derived in this paper. ...
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Exponential functionals of integrated processes

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J Lee… - Economics Letters, 2008 - Elsevier
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Closest moment estimation under general conditions

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C Han… - Annales d'économie et de statistique, 2004 - JSTOR
This paper considers Closest Moment (CM) estimation with a general distance function, and
avoids the assumption of nonsingular quadratic local behavior. The results of Manski [1983],
Newey [1988], Pötscher and Prucha [1997], and DE Jong and Han [2002] are obtained as ...
Cited by 2 - Related articles - Get it from MIT Libraries - All 20 versions

[CITATION] 'Revitalising the Nation's Heritage: A Discussion Document on the Involvement of South African Museums in the Reconstruction and Development …

U Küsel, R de Jong, H van Coller… - … paper presented at the South African …, 1994
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Knowledge: between organizational tool and private property

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RB de Jong - Human Resource Development International, 2001 - Taylor & Francis
Page 1. Knowledge: between organizational tool and private property Robert Brunwin
de Jong The more often organizational insiders and engaged academicians talk
and write about the magic word knowledge, the more the ...
Cited by 1 - Related articles - BL Direct - All 2 versions

Uniform laws of large numbers and stochastic Lipschitz-continuity

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RM De Jong - Journal of econometrics, 1998 - Elsevier
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Spurious logarithms and the KPSS statistic

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RM De Jong… - Economics Letters, 2002 - Elsevier
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[CITATION] Development of national policy and management models for cultural resource management

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RC De Jong - 2010 - wiredspace.wits.ac.za
Page 1. NEW PREMISES? 16-18 JULY 1992 UNIVERSITY OF THE WITWATERSRAND
HISTORY WORKSHOP DEVELOPMENT OF NATIONAL POLICY AND MANAGEMENT
MODELS FOR CULTURAL RESOURCE MANAGEMENT RC de JONG ...
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Convergence of averages of scaled functions of I (1) linear processes

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RM De Jong - Economics Letters, 2001 - Elsevier
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Dynamic censored regression and the Open Market Desk reaction function

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R de Jong… - Journal of Business and Economic …, 2011 - Taylor & Francis
The censored regression model and the Tobit model are standard tools in econometrics.
This paper provides a formal asymptotic theory for dynamic time series censored regression
when lags of the dependent variable have been included among the regressors. The ...
Cited by 1 - Related articles - All 13 versions

[PDF] Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules

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D Basu… - Studies in Nonlinear Dynamics & …, 2007 - econ.ohio-state.edu
Abstract We present a novel specification of a Dynamic Multinomial Ordered Choice model,
where the latent variable is a function of strictly stationary exogenous variables and lags of
the choice variable. We prove that such a model with weakly dependent errors will have a ...
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A note on nonlinear models with integrated regressors and convergence order results

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R de Jong… - Economics Letters, 2011 - Elsevier
This note concerns an asymptotic distribution result from the literature on nonlinear
estimation with integrated variables. It points out a way of strengthening local asymptotic
distribution results towards results that hold for the global minimizer of the criterion ...
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[PDF] Cointegration in Logarithms versus Cointegration in Levels

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J Lee… - Ohio State University, 2010 - eea-esem.com
Abstract We develop testing procedures helpful in deciding whether one should take
logarithms or not when a pair of time series appears to be cointegrated both in levels and in
logarithms. Such circumstances arise, for example, when applied researchers test the ...
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Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration

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J Yu, R de Jong… - Journal of Econometrics, 2011 - Elsevier
Yu et al.(2008) establish asymptotic properties of quasi-maximum likelihood estimators for a
stable spatial dynamic panel model with fixed effects when both the number of individuals n
and the number of time periods T are large. This paper investigates unstable cases where ...
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[PDF] Nonstationary Censored Regression

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L Hu… - 2006 - econ.ohio-state.edu
Abstract This paper considers the censored regression model under the assumption that the
regressors are integrated. We show that Maximum Likelihood estimation is superconsistent
and asymptotically mixed normal, implying that standard inference techniques remain ...
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A Strong Law of Large Numbers

RM De Jong, GCR Kemp… - Econometric Theory, 1996 - JSTOR
Page 1. 210 PROBLEMS AND SOLUTIONS Thus, RESET is not consistent against
H1 :y * 0 for any value of y. The asymptotic power can be greater or lesser than the
asymptotic size. The point of this argument is that tests for ...
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[PDF] Unit root tests when the data are a trigonometric transformation of an integrated process

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CH Wang… - 2002 - econ.ohio-state.edu
Page 1. Unit root tests when the data are a trigonometric transformation of an
integrated process Chien-Ho Wang∗ Michigan State University Robert M. de Jong†
Michigan State University February 23, 2002 Abstract This paper ...
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[CITATION] The Properties of L [subscript p]-GMM Estimators

R de Jong…

02.5. 1. A Mixingale Inequality Using an Exponential Moment

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RM De Jong - Econometric Theory, 2003 - Cambridge Univ Press
Cambridge Journals Online (CJO) is the e-publishing service for over 270 journals published
by Cambridge University Press and is entirely developed and hosted in-house. The platform's
powerful capacity and reliable performance are maintained by a combination of our own expertise ...
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A note on binary choice duration models

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D Basu… - Economics Letters, 2009 - Elsevier
We demonstrate that standard methods of asymptotic inference break down for a binary
choice duration model in a time series setting. This is because the dependent variable has a
degenerate limit distribution, which makes the asymptotic variance-covariance matrix ...
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[CITATION] Dynamic censored regression for time series

R de Jong… - 2004
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[CITATION] Robust GMM-type Estimation with Misspecified Moment Conditions

J Lee… - 2009
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Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules

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D Basu… - Studies in Nonlinear Dynamics & …, 2008 - degruyter.com
Jump to ContentJump to Main Navigation: ...

[CITATION] Democracy and totalitarianism: a handbook for teachers

RE De Jong - 1962 - Educational Council for Responsible …
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[CITATION] Demography, volume 47• numbers 1–4 and supplement

J Banks, A Muriel, JP Smith, DE Bard, D Basu… - Demography, 2010
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[CITATION] Conservation of Industrial Monuments in the Netherlands

JM Bos, PM Bosscher… - The industrial heritage: the …, 1981 - Nordiska Museet

[PDF] The asymptotics of long-run parameters

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R de Jong - 2007 - columbia.edu
Abstract The asymptotic theory of estimators that minimize a nonlinear objective function of
the average form has been long understood for the case where the data are iid or have
weak dependence properties. In the case where an integrated regressor is included in the ...
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[PDF] Maximum Likelihood Estimators For Spatial Dynamic Panel Data With Fixed Effects: The Standard Case

[PDF] from ohio-state.edu
J Yu, R de Jong… - 2006 - econ.ohio-state.edu
Abstract This paper tries to explore the asymptotic properties of maximum likelihood
estimators for spatial dynamic panel data with fixed effects when both the number of time
periods T and number of individuals n are large. When n is proportional to T or T is ...
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[CITATION] A Mixingale Inequality Using an Exponential Moment

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RM De Jong - Econometric Theory, 2002 - JSTOR
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Col. Robert Jacob Gordon's notes on the Khoikhoi 1779-1780: Annals of the South African Cultural History Museum 5 (1), Andrew B. Smith, Roy H. Pheiffer (eds.): …

RC De Jong - 1993 - sabinet.co.za
Online Journal Abstract Information - Sabinet Online.
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[PDF] Least squares with powers of integrated processes as regressors

[PDF] from msu.edu
RM De Jong - 2001 - msu.edu
Page 1. Least squares with powers of integrated processes as regressors Robert M.
de Jong Department of Economics 217 Marshall Hall Michigan State University East
Lansing, MI 48824 Preliminary, not to be quoted January 22, 2001 ...
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[CITATION] Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules (Job Market Paper)

D Basu… - 2007
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DIE SLAG VAN BLOEDRIVIER 16 DESEMBER 1838

RC De Jong - Scientia Militaria-South African …, 2012 - scientiamilitaria.journals.ac.za
DIE SLAG VAN BLOEDRIVIER 16 DESEMBER 1838.
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[CITATION] President Kruger se reis met die Gelderland

RC de Jong - South African journal of cultural and …, 1988 - Bureau for Scientific Publications

[CITATION] Museums & die omgewing

R De Jong - 1993 - Suider-Afrikaanse Museum- …
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