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Distribution-free specification tests for dynamic linear models
Delgado, Miguel A.
;
Hidalgo, Javier
;
Velasco, Carlos
- In:
The econometrics journal
12
(
2009
),
pp. 105-134
Persistent link: https://www.econbiz.de/10003876439
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2
Bootstrap-assisted specification tests for the ARFIMA model
Delgado, Miguel A.
;
Hidalgo, Javier
;
Velasco, Carlos
- In:
Econometric theory
27
(
2011
)
5
,
pp. 1083-1116
Persistent link: https://www.econbiz.de/10009379754
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3
Specification tests for lattice processes
Hidalgo, Javier
;
Seo, Myung Hwan
- In:
Econometric theory
31
(
2015
)
2
,
pp. 294-336
Persistent link: https://www.econbiz.de/10010532062
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4
Testing for breaks in regression models with dependent data
Hidalgo, Javier
;
Dalla, Violetta
-
2015
Persistent link: https://www.econbiz.de/10011280122
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5
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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6
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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7
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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8
A cusum test for common trends in large heterogeneous panels
Hidalgo, Javier
;
Lee, Jungyoon
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 303-345)
.
2014
Persistent link: https://www.econbiz.de/10010442859
Saved in:
9
A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, Indeewara
;
Hidalgo, Javier
;
Silvapulle, Mervyn J.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1111-1141
Persistent link: https://www.econbiz.de/10011591144
Saved in:
10
A test for weak stationarity in the spectral domain
Hidalgo, Javier
;
Souza, Pedro C. L.
- In:
Econometric theory
35
(
2019
)
3
,
pp. 547-600
Persistent link: https://www.econbiz.de/10012146156
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