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Consistent order selection wit...
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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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2
A bootstrap causality test for covariance stationary processes
Hidalgo, Javier
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 115-143
Persistent link: https://www.econbiz.de/10002538643
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3
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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5
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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6
An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier
-
2003
Persistent link: https://www.econbiz.de/10001759688
Saved in:
7
An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier
- In:
Journal of econometrics
117
(
2003
)
2
,
pp. 369-399
Persistent link: https://www.econbiz.de/10001799212
Saved in:
8
A bootstrap causality test for covariance stationary processes
Hidalgo, Javier
-
2003
Persistent link: https://www.econbiz.de/10001818352
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9
Nonparametric test for causality with long-range dependence
Hidalgo, Javier
-
2000
Persistent link: https://www.econbiz.de/10001551037
Saved in:
10
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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