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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
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A bootstrap causality test for covariance stationary processes
Hidalgo, Javier - 2003
Persistent link: https://www.econbiz.de/10001818352
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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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A parametric bootstrap test for cycles
Dalla, Violetta (contributor); Hidalgo, Javier (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814628
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Distribution free goodness-of-fit tests for linear processes
Delgado, Miguel A. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002814664
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Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814674
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Nonparametric prediction with spatial data
Gupta, Abhimanyu; Hidalgo, Javier - 2022
Persistent link: https://www.econbiz.de/10014429995
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Minimax risk in estimating kink threshold and testing
Hidalgo, Javier; Lee, Heejun; Lee, Jungyoon; Seo, Myung Hwan - 2021
Persistent link: https://www.econbiz.de/10014430044
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Nonparametric prediction with spatial data
Gupta, Abhimanyu; Hidalgo, Javier - In: Econometric theory 39 (2023) 5, pp. 950-988
Persistent link: https://www.econbiz.de/10014436590
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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