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Robert M. de Jong · Study
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Author
Robert M. de Jong
8 works
· latest 2020
· 2 institutions
cluster: provisional
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8
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8
Citations
540
Works here
8
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06
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Most cited in this library
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I
2000 · 143 citations
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II
2000 · 116 citations
The Econometrics of the Hodrick-Prescott Filter
2015 · 108 citations
Money demand function estimation by nonlinear cointegration
2007 · 61 citations
A robust version of the KPSS test based on indicators
2006 · 54 citations
Works
8 shown
A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION
Econometric Theory
·
2020
·
2 authors
19
citations
The Econometrics of the Hodrick-Prescott Filter
The Review of Economics and Statistics
·
2015
·
2 authors
108
citations
Money demand function estimation by nonlinear cointegration
Journal of Applied Econometrics
·
2007
·
2 authors
61
citations
Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules
Studies in Nonlinear Dynamics and Econometrics
·
2007
·
2 authors
17
citations
A robust version of the KPSS test based on indicators
Journal of Econometrics
·
2006
·
3 authors
54
citations
Nonlinear estimation using estimated cointegrating relations
Journal of Econometrics
·
2001
·
1 author
22
citations
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I
Econometric Theory
·
2000
·
2 authors
143
citations
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II
Econometric Theory
·
2000
·
2 authors
116
citations