J. Hidalgo

发表

Specification with lattice processes

J. Hidalgo, C. Velasco, 2008 .

Time series regression with long-range dependence

P. Robinson, J. Hidalgo, 1997 .

An Alternative Bootstrap to Moving Blocks for Time Series Regression Models

J. Hidalgo, Javier S. Hidalgo, 2003 .

Order Selection and Inference with Long Memory Dependent Data

Abhimanyu Gupta, J. Hidalgo, 2019, Journal of Time Series Analysis.

Robust inference for threshold regression models

J. Hidalgo, M. Seo, Jungyoon Lee, 2017, Journal of Econometrics.

A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models

M. Silvapulle, J. Hidalgo, Indeewara Perera, 2016 .

Consistent specification testing of stationary processes with long-range dependence: asymptotic and bootstrap tests

Miguel A. Delgado, J. Hidalgo, 1998 .

A goodness-of-fit test for ARCH(∞) models

Paolo Zaffaroni, Javier Hidalgo, P. Zaffaroni, 2007 .

Nonparametric tests for model selection with time series data

J. Hidalgo, 1999 .

Testing for equality of an increasing number of spectral density functions

Pedro C. L. Souza, J. Hidalgo, 2013 .

A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN

Pedro C. L. Souza, J. Hidalgo, 2018, Econometric Theory.

Nonparametric inference on structural breaks

Miguel A. Delgado, Javier Hidalgo, J. Hidalgo, 2000 .

Distribution Free Goodness-of-Fit Tests for Linear Processes

Miguel A. Delgado, J. Hidalgo, C. Velasco, 2005, math/0603043.

Testing for Breaks in Regression Models with Dependent Data

J. Hidalgo, Violetta Dalla, 2015 .

A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue

J. Hidalgo, 2007 .

Specification Testing for Regression Models with Dependent Data

J. Hidalgo, 2007 .

UNIFORM CONFIDENCE BANDS FOR KERNEL REGRESSION ESTIMATES WITH DEPENDENT DATA

J. Hidalgo, 2005 .

Bootstrap test for breaks of a regression model with dependent data

J. Hidalgo, 2004 .

Testing nonparametric shape restrictions

Javier Hidalgo, J. Hidalgo, T. Komarova, 2019, The Annals of Statistics.

Econometric Theory, 8, 1992, 161-187. Printed in the United States of America

J. Hidalgo, 2010 .

Adaptive Estimation in Time Serise Regression Models With Heteroskedasticity of Unknown Form

J. Hidalgo, 1992, Econometric Theory.

Bootstrap specification tests for linear covariance stationary processes

Jens-Peter Kreiss, J. Hidalgo, 2006 .

A GOODNESS OF FIT TEST FOR ARCH ( 1 ) MODELS

P. Zaffaroni, J. Hidalgo, 2006 .

A Parametric Bootstrap Test for Cycles

J. Hidalgo, Violetta Dalla, 2005 .

Semiparametric estimation of the long-range parameter

Yoshihiro Yajima, Javier Hidalgo, J. Hidalgo, 2003 .

Gaussian Estimation of Parametric Spectral Density with Unknown Pole

L. Giraitis, J. Hidalgo, 2001 .

NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES

Javier Hidalgo, J. Hidalgo, 1997 .

A goodness-of-fit test for ARCH(∞)ARCH(∞) models

P. Zaffaroni, J. Hidalgo, 2007 .

SPECIFICATION TESTS FOR LATTICE PROCESSES

J. Hidalgo, M. Seo, 2014, Econometric Theory.

Goodness of fit for lattice processes

J. Hidalgo, 2009 .

Semiparametric Estimation for Stationary Processes Whose Spectra Have an Unknown Pole

J. Hidalgo, 2005, math/0508317.

Estimation of the location and exponent of the spectral singularity of a long memory process

P. Soulier, J. Hidalgo, 2004 .

Inference on the time of break

Štěpána Lazarová, J. Hidalgo, 2006 .

PREDICTION AND SIGNAL EXTRACTION OF STRONGLY DEPENDENT PROCESSES IN THE FREQUENCY DOMAIN

J. Hidalgo, Yoshihiro Yajima, 2001, Econometric Theory.

Diagnostic tests for volatility models

N. Shephard, P. Phillips, J. Davidson, 2008 .

A Bootstrap Causality Test for Covariance Stationary Processes

J. Hidalgo, 2003 .

Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory

J. Hidalgo, 2001 .

Nonparametric Test for Causality with Long-Range Dependence - (Now Published in Econometrica, 68, (2000) Pp.1465-1490.

J. Hidalgo, Javier S. Hidalgo, 2000 .

Spectral Analysis for Bivariate Time Series with Long Memory

J. Hidalgo, 1996, Econometric Theory.

A nonparametric test for poolability using panel data

Qi Li, B. Baltagi, J. Hidalgo, 1996 .

A Nonparametric Conditional Moment Test for Structural Stability

Javier Hidalgo, J. Hidalgo, 1995, Econometric Theory.

Inference and testing breaks in large dynamic panels with strong cross sectional dependence

Marcia M. A. Schafgans, J. Hidalgo, 2017 .

Inference without smoothing for large panels with cross-sectional and temporal dependence

Javier Hidalgo, Marcia M. A. Schafgans, J. Hidalgo, 2017, Journal of Econometrics.

A CUSUM Test for Common Trends in Large Heterogeneous Panels

Javier Hidalgo, Jungyoon Lee, J. Hidalgo, 2014 .

Robust Inference and Testing of Continuity in Threshold Regression Models

Myung Hwan Seo, Javier Hidalgo, Jungyoon Lee, 2017 .

BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL

Miguel A. Delgado, J. Hidalgo, C. Velasco, 2011, Econometric Theory.

Testing for structural change in a long-memory environment☆

Javier Hidalgo, P. Robinson, J. Hidalgo, 1996 .

Consistent Order Selection with Strongly Dependent Data and its Application to Efficient Estimation

J. Hidalgo, Javier S. Hidalgo, 2002 .

Distribution Free Goodness-of-Fit Tests for Linear Processes

Miguel A. Delgado, J. Hidalgo, C. Velasco, 2005, math/0603043.

WALD TESTS OF I ( 1 ) AGAINST I ( d ) ALTERNATIVES : SOME NEW PROPERTIES AND AN EXTENSION TO PROCESSES WITH TRENDING COMPONENTS

P. Robinson, J. Hidalgo, C. Velasco, 2007 .

NONPARAMETRIC PREDICTION WITH SPATIAL DATA

Abhimanyu Gupta, J. Hidalgo, 2020, Econometric Theory.