Items where Author is "Hidalgo, Javier"

Number of items: 63.
Article
  • Bootstrap long memory processes in the frequency domain. (2021) Hidalgo, Javier picture_as_pdf
  • A nonparametric test for poolability using panel data. (1996) Baltagi, Badi and Hidalgo, Javier and Li, Qi
  • Adapting to unknown disturbance autocorrelation in regression with long memory. Hidalgo, Javier and Robinson, Peter
  • Adaptive estimation in time serise regression models with heteroskedasticity of unknown form. Hidalgo, Javier
  • Adaptive semiparametric estimation in the presence of autocorrelation of unknown form. Hidalgo, Javier
  • Book review: A. Zaman, "statistical foundations for econometric techniques". Hidalgo, Javier
  • Book review: H. Bierens, "topics in advanced econometrics". Hidalgo, Javier
  • Bootstrap assisted specification tests for the afirma model. Delgado, Miguel A. and Hidalgo, Javier and Velasco, Carlos
  • Bootstrap specification tests for linear covariance stationary processes. Hidalgo, Javier and Kreiss, Jens-Peter
  • Consistent estimation of the memory parameter for nonlinear time series. Dalla, Violetta and Giraitis, Liudas and Hidalgo, Javier
  • Consistent order selection with strongly dependent data and its application to efficient estimation. Hidalgo, Javier
  • Distribution free goodness-of-fit tests for linear processes. Hidalgo, Javier and Delgado, Miguel and Velasco, Carlos
  • Distribution-free specification tests for dynamic linear models. Delgado, Miguel A. and Hidalgo, Javier and Velasco, Carlos
  • Estimation of the location and exponent of the spectral singularity of a long memory process. Hidalgo, Javier and Soulier, Philippe
  • Goodness of fit for lattice processes. Hidalgo, Javier
  • Inference and testing breaks in large dynamic panels with strong cross sectional dependence. Hidalgo, Javier and Schafgans, Marcia
  • Inference without smoothing for large panels with cross-sectional and temporal dependence. Hidalgo, Javier and Schafgans, Marcia picture_as_pdf
  • Non-parametric estimation with strongly dependent multivariate time series. Hidalgo, Javier
  • Nonparametric inference on structural breaks. Delgado, Miguel A. and Hidalgo, Javier
  • Nonparametric prediction with spatial data. Gupta, Abhimanyu and Hidalgo, Javier picture_as_pdf
  • Nonparametric test for causality with long-range dependence. Hidalgo, Javier
  • Nonparametric tests for model selection with time series data. Hidalgo, Javier
  • Order selection and inference with long memory dependent data. Gupta, Abhimanyu and Hidalgo, Javier picture_as_pdf
  • Prediction in the frequency domain under long-range processes with application to the signal extraction problem. Hidalgo, Javier and Yajima, Y.
  • Robust inference for threshold regression models. Hidalgo, Javier and Lee, Jungyoon and Seo, Myung Hwan picture_as_pdf
  • Semiparametric estimation for stationary processes whose spectra have an unknown pole. Hidalgo, Javier
  • Semiparametric estimation of the long-range parameter. Hidalgo, Javier and Yajima, Y.
  • Specification testing for regression models with dependent data. Hidalgo, Javier
  • Specification tests for lattice processes. Hidalgo, Javier and Seo, Myung Hwan
  • Spectral analysis for bivariate time series with long memory. Hidalgo, Javier
  • Testing for structural stability in the whole sample. Hidalgo, Javier and Seo, Myung Hwan
  • Testing nonparametric shape restrictions. Komarova, Tatiana and Hidalgo, Javier picture_as_pdf
  • Time series regression with long-range dependence. Robinson, P. M. and Hidalgo, Javier
  • An alternative bootstrap to moving blocks for time series regression models. Hidalgo, Javier
  • The asymptotic distribution of the iterated Gauss-Newton estimators of an ARIMA process. Dolado, Juan J. and Hidalgo, Javier
  • A bootstrap causality test for covariance stationary processes. Hidalgo, Javier
  • A goodness-of-fit test for ARCH(∞)(∞) models. Hidalgo, Javier and Zaffaroni, Paolo
  • A nonparametric conditional moment test for structural stability. Hidalgo, Javier
  • A nonparametric test for weak dependence against strong cycles and its bootstrap analogue. Hidalgo, Javier
  • A parametric bootstrap test for cycles. Dalla, Violetta and Hidalgo, Javier
  • A test for weak stationarity in the spectral domain. Hidalgo, Javier and Souza, Pedro C.L. picture_as_pdf
    • Conference or Workshop Item
  • Bootstrap assisted specification tests for the FARIMA model. Delgado, Miguel A and Hidalgo, Javier and Velasco, Carlos
  • Bootstrap test for breaks of a regression model with dependent data. Hidalgo, Javier
  • Inference on the time of break. Lazarova, Stepana and Hidalgo, Javier
  • Specification with lattice processes. Hidalgo, Javier and Velasco, Carlos
  • Testing for structural stability in the whole sample. Seo, Myung Hwan and Hidalgo, Javier
    • Report
  • Specification for lattice processes. Hidalgo, Javier and Seo, Myung Hwan
  • Testing for equality of an increasing number of spectral density functions. Hidalgo, Javier and Souza, Pedro
    • Online resource
  • The ethics of New Zealand selling citizenship to tech investor Peter Thiel. Hidalgo, Javier
    • Working paper
  • Distribution free goodness-of-fit tests for linear processes. (2005) Delgado, Miguel A. and Hidalgo, Javier and Velasco, Carlos
  • Adapting to unknown disturbance autocorrelation in regression with long memory. Hidalgo, Javier and Robinson, Peter
  • Consistent estimation of the memory parameter for nonlinear time series. Dalla, Violetta and Giraitis, Liudas and Hidalgo, Javier
  • Consistent order selection with strongly dependent data and its application to efficient estimation. Hidalgo, Javier
  • Gaussian estimation of parametric spectral density with unknown pole. Giraitis, Liudas and Hidalgo, Javier and Robinson, Peter
  • Inference without smoothing for large panels with cross-sectional and temporal dependence. Hidalgo, Javier and Schafgans, Marcia M. A.
  • Nonparametric test for causality with long-range dependence. Hidalgo, Javier
  • Prediction and signal extraction of strong dependent processess in the frequency domain. Hidalgo, Javier and Yajima, Y.
  • Semiparametric estimation for stationary processes whose spectra have an unknown pole. Hidalgo, Javier
  • Specification testing for regression models with dependent data. Hidalgo, Javier
  • Time series regression with long range dependence. Robinson, Peter M. and Hidalgo, Javier
  • An alternative bootstrap to moving blocks for time series regression models. Hidalgo, Javier
  • A bootstrap causality test for covariance stationary processes. Hidalgo, Javier
  • A parametric bootstrap test for cycles. Dalla, Violetta and Hidalgo, Javier