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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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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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Bootstrap-assisted specification tests for the ARFIMA model
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos - In: Econometric theory 27 (2011) 5, pp. 1083-1116
Persistent link: https://www.econbiz.de/10009379754
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Testing for equality of an increasing number of spectral density functions
Hidalgo, Javier; Souza, Pedro - 2013
Persistent link: https://www.econbiz.de/10009769377
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Distribution-free specification tests for dynamic linear models
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos - In: The econometrics journal 12 (2009), pp. 105-134
Persistent link: https://www.econbiz.de/10003876439
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Specification tests for lattice processes
Hidalgo, Javier; Seo, Myung Hwan - In: Econometric theory 31 (2015) 2, pp. 294-336
Persistent link: https://www.econbiz.de/10010532062
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Inference and testing breaks in nlarge dynamic panels with strong cross sectional dependence
Hidalgo, Javier; Schafgans, Marcia M. A. - 2015
Persistent link: https://www.econbiz.de/10011280123
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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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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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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