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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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Spectral analysis for bivariate time series with long memory
Hidalgo, Javier - In: Econometric theory 12 (1996) 5, pp. 773-792
Persistent link: https://www.econbiz.de/10001214301
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Specification testing for regression models with dependent data
Hidalgo, Javier (contributor) - 2007
Persistent link: https://www.econbiz.de/10003492519
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Consistent order selection with strongly dependent data and its application to efficient estimation
Hidalgo, Javier - 2002
Persistent link: https://www.econbiz.de/10001646114
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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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A nonparametric conditional moment test for structural stability
Hidalgo, Javier - In: Econometric theory 11 (1995) 4, pp. 671-698
Persistent link: https://www.econbiz.de/10001192730
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Adaptive estimation in time series regression models with heteroskedasticity of unknown form
Hidalgo, Javier - In: Econometric theory 8 (1992) 2, pp. 161-187
Persistent link: https://www.econbiz.de/10001128740
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Testing for structural stability in the whole sample
Hidalgo, Javier; Seo, Myung Hwan - 2011
Persistent link: https://www.econbiz.de/10009531794
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Testing for structural stability in the whole sample
Hidalgo, Javier; Seo, Myung Hwan - In: Journal of econometrics 175 (2013) 2, pp. 84-93
Persistent link: https://www.econbiz.de/10009764423
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Testing for equality of an increasing number of spectral density functions
Hidalgo, Javier; Souza, Pedro - 2013
Persistent link: https://www.econbiz.de/10009769377