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A bootstrap causality test for covariance stationary processes
Hidalgo, Javier - In: Journal of econometrics 126 (2005) 1, pp. 115-143
Persistent link: https://www.econbiz.de/10002538643
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An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier - 2003
Persistent link: https://www.econbiz.de/10001759688
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An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier - In: Journal of econometrics 117 (2003) 2, pp. 369-399
Persistent link: https://www.econbiz.de/10001799212
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A bootstrap causality test for covariance stationary processes
Hidalgo, Javier - 2003
Persistent link: https://www.econbiz.de/10001818352
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Bootstrap specification tests for linear covariance stationary processes
Hidalgo, Javier; Kreiß, Jens-Peter - In: Journal of econometrics 133 (2006) 2, pp. 807-839
Persistent link: https://www.econbiz.de/10003359648
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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
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A goodness-of-fit test for ARCH (∞) models
Hidalgo, Javier; Zaffaroni, Paolo - In: Journal of econometrics 141 (2007) 2, pp. 973-1013
Persistent link: https://www.econbiz.de/10003572339
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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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A parametric bootstrap test for cycles
Dalla, Violetta (contributor); Hidalgo, Javier (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814628
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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