R. Jong
Economics and Econometrics · Econometric Theory · 2000–2012
A researcher in the Science corpus: 7 papers; trusts 12 researchers and is trusted by 42 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 30 citations into it; #4,703 of 23,481 by trust here, #6,031 by citations
Whom R. Jong trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lung-fei Lee
- James Davidson
- Jinyong Hahn
- Heikki Kauppi
- Whitney K. Newey
- Pentti Saikkonen
- Donald W. K. Andrews
- Peter C. B. Phillips
- Joon Y. Park
- James D. Hamilton
Who trusts R. Jong overall
- James Davidson
- Ignacio N. Lobato
- Michael Jansson
- Katsumi Shimotsu
- Lung-fei Lee
- Giuseppe Cavaliere
- Jihai Yu
- Harry H. Kelejian
- P. R. Hansen
- Michael Vogt
Papers from R. Jong's perspective
Ordered by how strongly the researchers R. Jong trusts endorse each paper. Same corpus, a different order for every researcher.
- JACKKNIFE AND ANALYTICAL BIAS REDUCTION FOR NONLINEAR PANEL MODELS
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both N and T are Large
- A BIAS-REDUCED LOG-PERIODOGRAM REGRESSION ESTIMATOR FOR THE LONG-MEMORY PARAMETER
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Convergence of Probability Measures
- Large sample estimation and hypothesis testing
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
- Nonstationary Binary Choice
- Numerical Recipes: The Art of Scientific Computing
Their papers
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large (2008) — 605 citations
- DYNAMIC TIME SERIES BINARY CHOICE (2011) — 100 citations
- THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I (2000) — 124 citations
- Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices (2000) — 204 citations
- A robust version of the KPSS test based on indicators (2007) — 54 citations
- THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II (2000) — 89 citations
- Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration (2012) — 118 citations