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~person:"Hidalgo, Javier"
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Search: subject_exact:"Bootstrap-Statistik"
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Bootstrap approach
15
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15
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7
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7
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6
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6
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3
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Hidalgo, Javier
MacKinnon, James G.
64
Cavaliere, Giuseppe
51
Gonçalves, Sílvia
42
Kleijnen, Jack P. C.
39
Davidson, Russell
37
Kilian, Lutz
37
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36
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35
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34
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34
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33
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33
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32
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29
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27
Chernozhukov, Victor
27
Kim, Jae H.
26
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25
Chen, Xiaohong
24
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24
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23
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23
Simar, Léopold
23
Inoue, Atsushi
22
Camponovo, Lorenzo
21
Horowitz, Joel
21
Hatemi-J, Abdulnasser
20
Härdle, Wolfgang
20
Lütkepohl, Helmut
20
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20
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19
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18
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18
Scaillet, Olivier
18
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16
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16
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16
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16
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1
Minimax risk in estimating kink threshold and testing continuity
Hidalgo, Javier
;
Lee, Heejun
;
Lee, Jungyoon
;
Seo, Myung Hwan
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 233-259)
.
2023
Persistent link: https://www.econbiz.de/10014313688
Saved in:
2
Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 125-160
Persistent link: https://www.econbiz.de/10012619963
Saved in:
3
Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
-
2017
Persistent link: https://www.econbiz.de/10011889214
Saved in:
4
Robust inference for threshold regression models
Hidalgo, Javier
;
Lee, Jungyoon
;
Seo, Myung Hwan
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 291-309
Persistent link: https://www.econbiz.de/10012303525
Saved in:
5
Inference and testing breaks in large dynamic panels with strong cross sectional dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 259-274
Persistent link: https://www.econbiz.de/10011818291
Saved in:
6
A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, Indeewara
;
Hidalgo, Javier
;
Silvapulle, Mervyn J.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1111-1141
Persistent link: https://www.econbiz.de/10011591144
Saved in:
7
A parametric bootstrap test for cycles
Dalla, Violetta
(
contributor
);
Hidalgo, Javier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002814628
Saved in:
8
An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier
-
2003
Persistent link: https://www.econbiz.de/10001759688
Saved in:
9
A bootstrap causality test for covariance stationary processes
Hidalgo, Javier
-
2003
Persistent link: https://www.econbiz.de/10001818352
Saved in:
10
A goodness-of-fit test for ARCH (∞) models
Hidalgo, Javier
;
Zaffaroni, Paolo
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 835-875
Persistent link: https://www.econbiz.de/10003571360
Saved in:
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