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Specification testing for regression models with dependent data
Hidalgo, Javier (contributor) - 2007
Persistent link: https://www.econbiz.de/10003492519
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Testing for structural stability in the whole sample
Hidalgo, Javier; Seo, Myung Hwan - 2011
Persistent link: https://www.econbiz.de/10009531794
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Testing for equality of an increasing number of spectral density functions
Hidalgo, Javier; Souza, Pedro - 2013
Persistent link: https://www.econbiz.de/10009769377
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Specification for lattice processes
Hidalgo, Javier; Seo, Myung Hwan - 2013
Persistent link: https://www.econbiz.de/10009769378
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Testing for structural stability in the whole sample
Hidalgo, Javier; Seo, Myung Hwan - 2012
Persistent link: https://www.econbiz.de/10009719235
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A cusum test of common trends in large heterogeneous panels
Hidalgo, Javier; Lee, Jungyoon - 2014
Persistent link: https://www.econbiz.de/10010403120
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A parametric bootstrap test for cycles
Dalla, Violetta (contributor); Hidalgo, Javier (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814628
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Distribution free goodness-of-fit tests for linear processes
Delgado, Miguel A. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002814664
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Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814674
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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