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Hidalgo, Javier
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1
Specification testing for regression models with dependent data
Hidalgo, Javier
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003492519
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2
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
Saved in:
3
Consistent order selection with strongly dependent data and its application to efficient estimation
Hidalgo, Javier
-
2002
Persistent link: https://www.econbiz.de/10001646114
Saved in:
4
An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier
-
2003
Persistent link: https://www.econbiz.de/10001759688
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5
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
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6
A bootstrap causality test for covariance stationary processes
Hidalgo, Javier
-
2003
Persistent link: https://www.econbiz.de/10001818352
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7
Nonparametric test for causality with long-range dependence
Hidalgo, Javier
-
2000
Persistent link: https://www.econbiz.de/10001551037
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8
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
Saved in:
9
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
Saved in:
10
Metodologias de trabajo en organizaciones chilenas con programas para microempresas
Hidalgo, Javier
-
1991
Persistent link: https://www.econbiz.de/10000853309
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