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Testing for structural change in a long-memory environment
Hidalgo, Javier; Robinson, Peter M. - In: Journal of econometrics 70 (1996) 1, pp. 159-174
Persistent link: https://www.econbiz.de/10006794812
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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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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
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Goodness of fit for lattice processes
Hidalgo, Javier - In: Journal of econometrics 151 (2009) 2, pp. 113-128
Persistent link: https://www.econbiz.de/10003877944
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The construction and estimation of continuous time models and discrete approximations in econometrics
Robinson, Peter M. - In: Journal of econometrics 6 (1977) 2, pp. 173-197
Persistent link: https://www.econbiz.de/10002712674
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The estimation of misspecified long memory models
Robinson, Peter M. - In: Journal of econometrics 178 (2014) 1, pp. 225-230
Persistent link: https://www.econbiz.de/10010256170
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Nonparametric trending regression with cross-sectional dependence
Robinson, Peter M. - In: Journal of econometrics 169 (2012) 1, pp. 4-14
Persistent link: https://www.econbiz.de/10009666775
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A parametric bootstrap test for cycles
Dalla, Violetta; Hidalgo, Javier - In: Journal of econometrics 129 (2005) 1, pp. 219-262
Persistent link: https://www.econbiz.de/10006750356
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A nonparametric test for poolability using panel data
Baltagi, Badi H.; Hidalgo, Javier; Li, Qi - In: Journal of econometrics 75 (1996) 2, pp. 345-367
Persistent link: https://www.econbiz.de/10006796237
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Nonparametric inference on structural breaks
Delgado, Miguel A.; Hidalgo, Javier - In: Journal of econometrics 96 (2000) 1, pp. 113-144
Persistent link: https://www.econbiz.de/10001466747