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Gaussian estimation of parametric spectral density with unknown pole
Giraitis, L.
;
Hidalgo, Javier
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001605676
Saved in:
2
Adapting to unknow disturbance autocorrelation in regression with long memory
Hidalgo, Javier
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001618205
Saved in:
3
Adapting to unknown disturbance autocorrelation in regression with long memory
Hidalgo, Javier
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
4
,
pp. 1545-1581
Persistent link: https://www.econbiz.de/10001688094
Saved in:
4
Adaptive estimation in time series regression models with heteroskedasticity of unknown form
Hidalgo, Javier
- In:
Econometric theory
8
(
1992
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001128740
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5
A nonparametric conditional moment test for structural stability
Hidalgo, Javier
- In:
Econometric theory
11
(
1995
)
4
,
pp. 671-698
Persistent link: https://www.econbiz.de/10001192730
Saved in:
6
Nonparametric test for causality with long-range dependence
Hidalgo, Javier
-
2000
Persistent link: https://www.econbiz.de/10001551037
Saved in:
7
An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier
-
2003
Persistent link: https://www.econbiz.de/10001759688
Saved in:
8
A bootstrap causality test for covariance stationary processes
Hidalgo, Javier
-
2003
Persistent link: https://www.econbiz.de/10001818352
Saved in:
9
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
Saved in:
10
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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