Robert de jong

Institution: Ohio State University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.econ.ohio-state.edu/dejong

First Publication: 1994

Most Recent: 2020

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	0.00	0.00	0.00	-
Last 10 Years	2.02	2.02	1.51	5.55	74%
All Time	26.24	20.18	6.05	52.47	98%

Publication Statistics

Raw Publications 32

Coauthorship-Adjusted Count 45.44

Publications (32)

Year	Article	Journal	Tier	Authors
2020	THE SUM OF THE RECIPROCAL OF THE RANDOM WALK	Econometric Theory	B	2
2020	A location model with an endogenous dummy variable	Economics Letters	C	1
2020	A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION	Econometric Theory	B	2
2018	Mixing properties of the dynamic Tobit model with mixing errors	Economics Letters	C	2
2016	The Econometrics of the Hodrick-Prescott Filter	Review of Economics and Statistics	A	2
2012	Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration	Journal of Econometrics	A	3
2011	DYNAMIC TIME SERIES BINARY CHOICE	Econometric Theory	B	2
2011	A note on nonlinear models with integrated regressors and convergence order results	Economics Letters	C	2
2009	A note on binary choice duration models	Economics Letters	C	2
2008	Exponential functionals of integrated processes	Economics Letters	C	2
2008	Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large	Journal of Econometrics	A	3
2007	A robust version of the KPSS test based on indicators	Journal of Econometrics	A	3
2005	FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES	Econometric Theory	B	2
2004	ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES”	Econometric Theory	B	1
2003	Logarithmic spurious regressions	Economics Letters	C	1
2003	02.5.1. A Mixingale Inequality Using an Exponential Moment	Econometric Theory	B	1
2003	Consistency of the stationary bootstrap under weak moment conditions	Economics Letters	C	2
2002	Nonlinear minimization estimators in the presence of cointegrating relations	Journal of Econometrics	A	1
2002	THE PROPERTIES OF Lp-GMM ESTIMATORS	Econometric Theory	B	2
2002	Spurious logarithms and the KPSS statistic	Economics Letters	C	2
2002	A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates	Journal of Econometrics	A	1
2001	Nonlinear estimation using estimated cointegrating relations	Journal of Econometrics	A	1
2001	Convergence of averages of scaled functions of I(1) linear processes	Economics Letters	C	1
2000	THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II	Econometric Theory	B	2
2000	THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I	Econometric Theory	B	2
2000	A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS	Econometric Theory	B	1
2000	DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY	Econometric Theory	B	1
1998	Uniform laws of large numbers and stochastic Lipschitz-continuity	Journal of Econometrics	A	1
1997	Central Limit Theorems for Dependent Heterogeneous Random Variables	Econometric Theory	B	1
1996	The Bierens test under data dependence	Journal of Econometrics	A	1
1995	Laws of Large Numbers for Dependent Heterogeneous Processes	Econometric Theory	B	1
1994	On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity	Econometric Theory	B	2