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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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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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Robust inference and testing of continuity in threshold regresssion models
Hidalgo, Javier; Lee, Jungyoon - 2017
Persistent link: https://www.econbiz.de/10011609665
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Series estimation under cross-sectional dependence
Lee, Jungyoon; Robinson, Peter M. - 2013
Persistent link: https://www.econbiz.de/10010260223
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Panel nonparametric regression with fixed effects
Lee, Jungyoon; Robinson, Peter M. - 2013
Persistent link: https://www.econbiz.de/10010260224
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Adaptive inference on pure spatial models
Lee, Jungyoon; Robinson, Peter M. - 2018
Persistent link: https://www.econbiz.de/10011889210
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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