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Bootstrap specification tests for linear covariance stationary processes

Hidalgo, J.; Kreiss, J.-P. - In: Journal of Econometrics 133 (2006) 2, pp. 807-839

Persistent link: https://www.econbiz.de/10005238989

A bootstrap causality test for covariance stationary processes

Hidalgo, J. - In: Journal of Econometrics 126 (2005) 1, pp. 115-143

Persistent link: https://www.econbiz.de/10005285659

Specification testing for regression models with dependent data

Hidalgo, J. - In: Journal of Econometrics 143 (2008) 1, pp. 143-165

Persistent link: https://www.econbiz.de/10005052732

Goodness of fit for lattice processes

Hidalgo, Javier - In: Journal of Econometrics 151 (2009) 2, pp. 113-128

The paper discusses tests for the correct specification of a model when data is observed in a d-dimensional lattice, extending previous work when the data is collected in the real line. As it happens with the latter type of data, the asymptotic distributions of the tests are functionals of a...

Persistent link: https://www.econbiz.de/10005022949