Narrow search
Showing 31 - 40 of 159
Cover Image
A parametric bootstrap test for cycles
Dalla, Violetta (contributor); Hidalgo, Javier (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814628
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
Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814674
Cover Image
Prediction and signal extraction of strong dependent processes in the frequency domain
Hidalgo, Javier; Yajima, Yasutoshi - 2001
Persistent link: https://www.econbiz.de/10001593434
Cover Image
Adapting to unknown disturbance autocorrelation in regression with long memory
Hidalgo, Javier; Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 4, pp. 1545-1581
Persistent link: https://www.econbiz.de/10001688094
Cover Image
Adapting to unknow disturbance autocorrelation in regression with long memory
Hidalgo, Javier; Robinson, Peter M. - 2001
Persistent link: https://www.econbiz.de/10001618205
Cover Image
Gaussian estimation of parametric spectral density with unknown pole
Giraitis, L.; Hidalgo, Javier; Robinson, Peter M. - 2001
Persistent link: https://www.econbiz.de/10001605676
Cover Image
A nonparametric test for poolability using panel data
Baltagi, Badi H. - In: Journal of econometrics 75 (1996) 2, pp. 345-367
Persistent link: https://www.econbiz.de/10001204705
Cover Image
Nonparametric inference on structural breaks
Delgado, Miguel A.; Hidalgo, Javier - In: Journal of econometrics 96 (2000) 1, pp. 113-144
Persistent link: https://www.econbiz.de/10001466747
Cover Image
Nonparametric test for causality with long-range dependence
Hidalgo, Javier - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 6, pp. 1465-1490
Persistent link: https://www.econbiz.de/10001527512