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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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Nonparametric test for causality with long-range dependence
Hidalgo, Javier - 2000
Persistent link: https://www.econbiz.de/10001551037
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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
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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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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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Nonparametric test for causality with long-range dependence
Hidalgo, Javier - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 6, pp. 1465-1490
Persistent link: https://www.econbiz.de/10001527512
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Nonparametric prediction with spatial data
Gupta, Abhimanyu; Hidalgo, Javier - 2022
Persistent link: https://www.econbiz.de/10014429995
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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
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Nonparametric prediction with spatial data
Gupta, Abhimanyu; Hidalgo, Javier - In: Econometric theory 39 (2023) 5, pp. 950-988
Persistent link: https://www.econbiz.de/10014436590