Hidalgo, Javier

Number of items: 64.
None
  • Hidalgo, Javier, Seo, Myung Hwan (2013). Testing for structural stability in the whole sample. Journal of Econometrics, 175(2), 84-93. https://doi.org/10.1016/j.jeconom.2013.02.008
  • Delgado, Miguel A., Hidalgo, Javier, Velasco, Carlos (2011). Bootstrap assisted specification tests for the afirma model. Econometric Theory, 27(05), 1083-1116. https://doi.org/10.1017/S0266466610000642
  • Hidalgo, Javier (2009). Goodness of fit for lattice processes. Journal of Econometrics, 151(2), 113-128. https://doi.org/10.1016/j.jeconom.2009.03.003
  • Delgado, Miguel A, Hidalgo, Javier, Velasco, Carlos (2009-05-22 - 2009-05-23) Bootstrap assisted specification tests for the FARIMA model [Paper]. Third Time Series conference, Montréal, Canada, CAN.
  • Delgado, Miguel A., Hidalgo, Javier, Velasco, Carlos (2009). Distribution-free specification tests for dynamic linear models. Econometrics Journal, 12(s1), S105-S134. https://doi.org/10.1111/j.1368-423X.2009.00280.x
  • Hidalgo, Javier, Velasco, Carlos (2008-01-11) Specification with lattice processes [Paper]. 1st London and Oxbridge Time Series workshop, London, United Kingdom, GBR.
  • Hidalgo, Javier (2008). Specification testing for regression models with dependent data. Journal of Econometrics, 143(1), 143-165. https://doi.org/10.1016/j.jeconom.2007.08.013
  • Seo, Myung Hwan, Hidalgo, Javier (2008-07-10 - 2008-07-12) Testing for structural stability in the whole sample [Paper]. ESRC Econometric Study Group: annual conference 2008, Bristol, United Kingdom, GBR.
  • Hidalgo, Javier, Zaffaroni, Paolo (2007). A goodness-of-fit test for ARCH(∞)(∞) models. Journal of Econometrics, 141(2), 835-875. https://doi.org/10.1016/j.jeconom.2006.11.005
  • Hidalgo, Javier (2007). A nonparametric test for weak dependence against strong cycles and its bootstrap analogue. Journal of Time Series Analysis, 28(3), 307-349. https://doi.org/10.1111/j.1467-9892.2006.00510.x
  • Lazarova, Stepana, Hidalgo, Javier (2006-12-11 - 2006-12-12) Inference on the time of break [Paper]. Breaks and persistence in econometrics, London, United Kingdom, GBR.
  • Hidalgo, Javier, Kreiss, Jens-Peter (2006). Bootstrap specification tests for linear covariance stationary processes. Journal of Econometrics, 133(2), 807-839. https://doi.org/10.1016/j.jeconom.2005.06.015
  • Dalla, Violetta, Giraitis, Liudas, Hidalgo, Javier (2006). Consistent estimation of the memory parameter for nonlinear time series. Journal of Time Series Analysis, 27(2), 211-251. https://doi.org/10.1111/j.1467-9892.2005.00464.x
  • Dalla, Violetta, Hidalgo, Javier (2005). A parametric bootstrap test for cycles. Journal of Econometrics, 129(1-2), 219-261. https://doi.org/10.1016/j.jeconom.2004.09.008
  • Hidalgo, Javier (2005). A bootstrap causality test for covariance stationary processes. Journal of Econometrics, 126(1), 115-143. https://doi.org/10.1016/j.jeconom.2004.02.009
  • Hidalgo, Javier, Delgado, Miguel, Velasco, Carlos (2005). Distribution free goodness-of-fit tests for linear processes. Annals of Statistics, 33(6), 2568-2609. https://doi.org/10.1214/009053605000000606
  • Hidalgo, Javier (2005). Semiparametric estimation for stationary processes whose spectra have an unknown pole. Annals of Statistics, 33(4), 1843-1889. https://doi.org/10.1214/009053605000000318
  • Hidalgo, Javier (2004-02-06) Bootstrap test for breaks of a regression model with dependent data [Paper]. UCL/STAT - Statistics seminars, Louvain-la-Neuve, Belgium, BEL.
  • Hidalgo, Javier, Soulier, Philippe (2004). Estimation of the location and exponent of the spectral singularity of a long memory process. Journal of Time Series Analysis, 25(1), 55-81. https://doi.org/10.1111/j.1467-9892.2004.00337.x
  • Hidalgo, Javier, Yajima, Y. (2003). Semiparametric estimation of the long-range parameter. Annals of the Institute of Statistical Mathematics, 55(4), 705-736. https://doi.org/10.1007/BF02523390
  • Hidalgo, Javier (2003). An alternative bootstrap to moving blocks for time series regression models. Journal of Econometrics, 117(2), 369-399. https://doi.org/10.1016/S0304-4076(03)00154-4
  • Hidalgo, Javier (2002). Consistent order selection with strongly dependent data and its application to efficient estimation. Journal of Econometrics, 110(2), 213-239. https://doi.org/10.1016/S0304-4076(02)00094-5
  • Hidalgo, Javier, Yajima, Y. (2002). Prediction in the frequency domain under long-range processes with application to the signal extraction problem. Econometric Theory, 18(03), 584-624. https://doi.org/10.1017/S0266466602183022
  • Hidalgo, Javier, Robinson, Peter (2002). Adapting to unknown disturbance autocorrelation in regression with long memory. Econometrica, 70(4), 1545-1581. https://doi.org/10.1111/1468-0262.00341
  • Hidalgo, Javier (2000). Nonparametric test for causality with long-range dependence. Econometrica, 68(6), 1465-1490. https://doi.org/10.1111/1468-0262.00168
  • Delgado, Miguel A., Hidalgo, Javier (2000). Nonparametric inference on structural breaks. Journal of Econometrics, 96(1), 113-144. https://doi.org/10.1016/S0304-4076(99)00052-4
  • Hidalgo, Javier (1999). Nonparametric tests for model selection with time series data. Test, 8(2), 365-398. https://doi.org/10.1007/BF02595876
  • Hidalgo, Javier (1997). Non-parametric estimation with strongly dependent multivariate time series. Journal of Time Series Analysis, 18(2), 95-122. https://doi.org/10.1111/1467-9892.00041
  • Robinson, Peter M., Hidalgo, Javier (1997). Time series regression with long range dependence. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier (1997). Book review: A. Zaman, "statistical foundations for econometric techniques". Journal of the Royal Statistical Society. Series A: Statistics in Society, 160(2). https://doi.org/10.1111/1467-985X.00070
  • Robinson, P. M., Hidalgo, Javier (1997). Time series regression with long-range dependence. Annals of Statistics, 25(1), 77-104. https://doi.org/10.1214/aos/1034276622
  • Baltagi, Badi, Hidalgo, Javier, Li, Qi (1996). A nonparametric test for poolability using panel data. Journal of Econometrics, 75(2), 345-367. https://doi.org/10.1016/0304-4076(95)01779-8
  • Hidalgo, Javier (1996). Book review: H. Bierens, "topics in advanced econometrics". Journal of the Royal Statistical Society. Series A: Statistics in Society, 159(1), 181-182.
  • Hidalgo, Javier (1996). Spectral analysis for bivariate time series with long memory. Econometric Theory, 12(05), 773-792. https://doi.org/10.1017/S0266466600007155
  • Hidalgo, Javier (1995). A nonparametric conditional moment test for structural stability. Econometric Theory, 11(04), p. 671. https://doi.org/10.1017/S0266466600009683
  • Hidalgo, Javier (1992). Adaptive semiparametric estimation in the presence of autocorrelation of unknown form. Journal of Time Series Analysis, 13(1), 47-78. https://doi.org/10.1111/j.1467-9892.1992.tb00094.x
  • Hidalgo, Javier (1992). Adaptive estimation in time serise regression models with heteroskedasticity of unknown form. Econometric Theory, 8(02), 161-187. https://doi.org/10.1017/S0266466600012743
  • Dolado, Juan J., Hidalgo, Javier (1990). The asymptotic distribution of the iterated Gauss-Newton estimators of an ARIMA process. Econometric Theory, 6(4), 490-494. https://doi.org/10.1017/S0266466600005570
    • Public
  • Komarova, Tatiana, Hidalgo, Javier (2023). Testing nonparametric shape restrictions. Annals of Statistics, 51(6), 2299 - 2317. https://doi.org/10.1214/23-AOS2311 picture_as_pdf
  • Gupta, Abhimanyu, Hidalgo, Javier (2022). Nonparametric prediction with spatial data. Econometric Theory, https://doi.org/10.1017/S0266466622000226 picture_as_pdf
  • Hidalgo, Javier, Schafgans, Marcia (2021). Inference without smoothing for large panels with cross-sectional and temporal dependence. Journal of Econometrics, 223(1), 125 - 160. https://doi.org/10.1016/j.jeconom.2020.10.003 picture_as_pdf
  • Hidalgo, Javier (2021). Bootstrap long memory processes in the frequency domain. Annals of Statistics, 49(3), 1407 - 1435. https://doi.org/10.1214/20-AOS2006 picture_as_pdf
  • Gupta, Abhimanyu, Hidalgo, Javier (2019). Order selection and inference with long memory dependent data. Journal of Time Series Analysis, 40(4), 425-446. https://doi.org/10.1111/jtsa.12476 picture_as_pdf
  • Hidalgo, Javier, Lee, Jungyoon, Seo, Myung Hwan (2019). Robust inference for threshold regression models. Journal of Econometrics, 210(2), 291-309. https://doi.org/10.1016/j.jeconom.2019.01.008 picture_as_pdf
  • Hidalgo, Javier, Souza, Pedro C.L. (2019). A test for weak stationarity in the spectral domain. Econometric Theory, 35(3), 547-600. https://doi.org/10.1017/S0266466618000191 picture_as_pdf
  • Hidalgo, Javier (2017). The ethics of New Zealand selling citizenship to tech investor Peter Thiel.
  • Hidalgo, Javier, Schafgans, Marcia (2017). Inference and testing breaks in large dynamic panels with strong cross sectional dependence. Journal of Econometrics, 196(2), 259-274. https://doi.org/10.1016/j.jeconom.2016.09.008
  • Hidalgo, Javier, Schafgans, Marcia M. A. (2017). Inference without smoothing for large panels with cross-sectional and temporal dependence. (Econometrics EM597). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier, Seo, Myung Hwan (2015). Specification tests for lattice processes. Econometric Theory, 31(2), 294-336. https://doi.org/10.1017/S0266466614000310
  • Hidalgo, Javier, Souza, Pedro (2013). Testing for equality of an increasing number of spectral density functions. (Econometrics EM/2013/563). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier, Seo, Myung Hwan (2013). Specification for lattice processes. (Econometrics EM/2013/562). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier (2007). Specification testing for regression models with dependent data. (EM 518). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Dalla, Violetta, Giraitis, Liudas, Hidalgo, Javier (2006). Consistent estimation of the memory parameter for nonlinear time series. (EM 497). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Dalla, Violetta, Hidalgo, Javier (2005). A parametric bootstrap test for cycles. (Econometrics Paper EM/2005/486). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Delgado, Miguel A., Hidalgo, Javier, Velasco, Carlos (2005). Distribution free goodness-of-fit tests for linear processes. (EM 482). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier (2005). Semiparametric estimation for stationary processes whose spectra have an unknown pole. (EM 481). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier (2003). A bootstrap causality test for covariance stationary processes. (EM 462). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier (2003). An alternative bootstrap to moving blocks for time series regression models. (EM 452). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier (2002). Consistent order selection with strongly dependent data and its application to efficient estimation. (EM 430). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier, Robinson, Peter (2001). Adapting to unknown disturbance autocorrelation in regression with long memory. (Econometrics; EM/2001/427 EM/01/427). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Giraitis, Liudas, Hidalgo, Javier, Robinson, Peter (2001). Gaussian estimation of parametric spectral density with unknown pole. (Econometrics; EM/2001/424 EM/01/424). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier, Yajima, Y. (2001). Prediction and signal extraction of strong dependent processess in the frequency domain. (EM 418). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier (2000). Nonparametric test for causality with long-range dependence. (EM 387). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo Moreno, Francisco Javier (1990). Estimation of semiparametric econometric time-series models with non-linear or heteroscedastic disturbances. [Doctoral thesis]. London School of Economics and Political Science.