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A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, Indeewara
;
Hidalgo, Javier
;
Silvapulle, Mervyn J.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1111-1141
Persistent link: https://www.econbiz.de/10011591144
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2
Inference and testing breaks in large dynamic panels with strong cross sectional dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 259-274
Persistent link: https://www.econbiz.de/10011818291
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3
Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 125-160
Persistent link: https://www.econbiz.de/10012619963
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4
Robust inference for threshold regression models
Hidalgo, Javier
;
Lee, Jungyoon
;
Seo, Myung Hwan
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 291-309
Persistent link: https://www.econbiz.de/10012303525
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5
A test for weak stationarity in the spectral domain
Hidalgo, Javier
;
Souza, Pedro C. L.
- In:
Econometric theory
35
(
2019
)
3
,
pp. 547-600
Persistent link: https://www.econbiz.de/10012146156
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6
Only libertarianism can provide a robust justification for open borders
Freiman, Christopher
;
Hidalgo, Javier
- In:
Politics, philosophy & economics : ppe
21
(
2022
)
3
,
pp. 269-290
Persistent link: https://www.econbiz.de/10013388898
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7
Minimax risk in estimating kink threshold and testing continuity
Hidalgo, Javier
;
Lee, Heejun
;
Lee, Jungyoon
;
Seo, Myung Hwan
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 233-259)
.
2023
Persistent link: https://www.econbiz.de/10014313688
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8
Specification testing for regression models with dependent data
Hidalgo, J.
- In:
Journal of Econometrics
143
(
2008
)
1
,
pp. 143-165
Persistent link: https://www.econbiz.de/10005052732
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9
Semiparametric estimation of the long-range parameter
Hidalgo, J.
;
Yajima, Y.
- In:
Annals of the Institute of Statistical Mathematics
55
(
2003
)
4
,
pp. 705-736
Persistent link: https://www.econbiz.de/10005760197
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10
A bootstrap causality test for covariance stationary processes
Hidalgo, J.
- In:
Journal of Econometrics
126
(
2005
)
1
,
pp. 115-143
Persistent link: https://www.econbiz.de/10005285659
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