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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 breaks in regression models with dependent data
Hidalgo, Javier; Dalla, Violetta - 2015
Persistent link: https://www.econbiz.de/10011280122
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A parametric bootstrap test for cycles
Dalla, Violetta (contributor); Hidalgo, Javier (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814628
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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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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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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 - In: Journal of econometrics 110 (2002) 2, pp. 213-239
Persistent link: https://www.econbiz.de/10001703508
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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