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Efficient estimation of the semiparametric spatial autoregressive model

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Minimax risk in estimating kink threshold and testing

Hidalgo, Javier; Lee, Heejun; Lee, Jungyoon; Seo, Myung Hwan - 2021

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Nonparametric prediction with spatial data

Gupta, Abhimanyu; Hidalgo, Javier - In: Econometric theory 39 (2023) 5, pp. 950-988

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A cusum test for common trends in large heterogeneous panels

Hidalgo, Javier; Lee, Jungyoon - In: Essays in honor of Peter C. B. Phillips, (pp. 303-345). 2014

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A goodness-of-fit test for a class of autoregressive conditional duration models

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A CUSUM Test for Common Trends in Large Heterogeneous Panels

Hidalgo, Javier; Lee, Jungyoon - In: Essays in honor of Peter C.B. Phillips, (pp. 303-345). 2014

This paper examines a nonparametric CUSUM-type test for common trends in large panel data sets with individual fixed effects. We consider, as in Zhang, Su, and Phillips (2012), a partial linear regression model with unknown functional form for the trend component, although our test does not...

Persistent link: https://www.econbiz.de/10015369570