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Specification testing for regression models with dependent data
Hidalgo, Javier - In: Journal of econometrics 143 (2008) 1, pp. 143-165
Persistent link: https://www.econbiz.de/10003722596
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A parametric bootstrap test for cycles
Dalla, Violetta; Hidalgo, Javier - In: Journal of econometrics 129 (2005) 1/2, pp. 219-261
Persistent link: https://www.econbiz.de/10003172770
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Nonparametric inference on structural breaks
Delgado, Miguel A.; Hidalgo, Javier - In: Journal of econometrics 96 (2000) 1, pp. 113-144
Persistent link: https://www.econbiz.de/10001466747
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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