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~isPartOf:"Econometrics papers"
~subject:"Nonparametric statistics"
~subject:"Structural break"
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Specification testing for regression models with dependent data
Hidalgo, Javier
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contributor
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2007
Persistent link: https://www.econbiz.de/10003492519
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2
Testing for breaks in regression models with dependent data
Hidalgo, Javier
;
Dalla, Violetta
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2015
Persistent link: https://www.econbiz.de/10011280122
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3
Inference and testing breaks in nlarge dynamic panels with strong cross sectional dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
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2015
Persistent link: https://www.econbiz.de/10011280123
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4
Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier
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contributor
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2005
Persistent link: https://www.econbiz.de/10002814674
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5
Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
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2017
Persistent link: https://www.econbiz.de/10011889214
Saved in:
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Nonparametric prediction with spatial data
Gupta, Abhimanyu
;
Hidalgo, Javier
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2022
Persistent link: https://www.econbiz.de/10014429995
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