Narrow search
Showing 1 - 10 of 12
Cover Image
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
Cover Image
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
Cover Image
Testing for breaks in regression models with dependent data
Hidalgo, Javier; Dalla, Violetta - 2015
Persistent link: https://www.econbiz.de/10011280122
Cover Image
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
Cover Image
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
Cover Image
Distribution free goodness-of-fit tests for linear processes
Delgado, Miguel A. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002814664
Cover Image
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
Cover Image
Testing for equality of an increasing number of spectral density functions
Hidalgo, Javier; Souza, Pedro - 2013
Persistent link: https://www.econbiz.de/10009769377
Cover Image
A cusum test of common trends in large heterogeneous panels
Hidalgo, Javier; Lee, Jungyoon - 2014
Persistent link: https://www.econbiz.de/10010403120
Cover Image
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