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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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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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A bootstrap causality test for covariance stationary processes
Hidalgo, Javier - 2003
Persistent link: https://www.econbiz.de/10001818352
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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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Metodologias de trabajo en organizaciones chilenas con programas para microempresas
Hidalgo, Javier - 1991
Persistent link: https://www.econbiz.de/10000853309
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Consistent estimation of the memory parameter for nonlinear time series
Dalla, Violetta (contributor); Giraitis, Liudas (contributor) - 2006
Persistent link: https://www.econbiz.de/10003281588
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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 breaks in regression models with dependent data
Hidalgo, Javier; Dalla, Violetta - 2015
Persistent link: https://www.econbiz.de/10011280122
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Inference and testing breaks in nlarge dynamic panels with strong cross sectional dependence
Hidalgo, Javier; Schafgans, Marcia M. A. - 2015
Persistent link: https://www.econbiz.de/10011280123