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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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Metodologias de trabajo en organizaciones chilenas con programas para microempresas
Hidalgo, Javier - 1991
Persistent link: https://www.econbiz.de/10000853309
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Goodness of fit for lattice processes
Hidalgo, Javier - In: Journal of econometrics 151 (2009) 2, pp. 113-128
Persistent link: https://www.econbiz.de/10003877944
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Bootstrap specification tests for linear covariance stationary processes
Hidalgo, Javier; Kreiß, Jens-Peter - In: Journal of econometrics 133 (2006) 2, pp. 807-839
Persistent link: https://www.econbiz.de/10003359648
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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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A goodness-of-fit test for ARCH (∞) models
Hidalgo, Javier; Zaffaroni, Paolo - In: Journal of econometrics 141 (2007) 2, pp. 835-875
Persistent link: https://www.econbiz.de/10003571360
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A goodness-of-fit test for ARCH (∞) models
Hidalgo, Javier; Zaffaroni, Paolo - In: Journal of econometrics 141 (2007) 2, pp. 973-1013
Persistent link: https://www.econbiz.de/10003572339
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Distribution-free specification tests for dynamic linear models
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos - In: The econometrics journal 12 (2009), pp. 105-134
Persistent link: https://www.econbiz.de/10003876439
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Bootstrap-assisted specification tests for the ARFIMA model
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos - In: Econometric theory 27 (2011) 5, pp. 1083-1116
Persistent link: https://www.econbiz.de/10009379754
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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