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Specification tests for lattice processes
Hidalgo, Javier; Seo, Myung Hwan - In: Econometric theory 31 (2015) 2, pp. 294-336
Persistent link: https://www.econbiz.de/10010532062
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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
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Testing for structural stability in the whole sample
Hidalgo, Javier; Seo, Myung Hwan - In: Journal of econometrics 175 (2013) 2, pp. 84-93
Persistent link: https://www.econbiz.de/10009764423
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Testing for equality of an increasing number of spectral density functions
Hidalgo, Javier; Souza, Pedro - 2013
Persistent link: https://www.econbiz.de/10009769377
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Specification for lattice processes
Hidalgo, Javier; Seo, Myung Hwan - 2013
Persistent link: https://www.econbiz.de/10009769378
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Testing for structural stability in the whole sample
Hidalgo, Javier; Seo, Myung Hwan - 2012
Persistent link: https://www.econbiz.de/10009719235
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Testing for structural stability in the whole sample
Hidalgo, Javier; Seo, Myung Hwan - 2012
Persistent link: https://www.econbiz.de/10010475010
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A cusum test of common trends in large heterogeneous panels
Hidalgo, Javier; Lee, Jungyoon - 2014
Persistent link: https://www.econbiz.de/10010403120
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A parametric bootstrap test for cycles
Dalla, Violetta; Hidalgo, Javier - In: Journal of econometrics 129 (2005) 1/2, pp. 219-261
Persistent link: https://www.econbiz.de/10003172770