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Adapting to unknow disturbance autocorrelation in regression with long memory
Hidalgo, Javier; Robinson, Peter M. - 2001
Persistent link: https://www.econbiz.de/10001618205
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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
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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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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
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Nonparametric test for causality with long-range dependence
Hidalgo, Javier - 2000
Persistent link: https://www.econbiz.de/10001551037
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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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Consistent order selection with strongly dependent data and its application to efficient estimation
Hidalgo, Javier - 2002
Persistent link: https://www.econbiz.de/10001646114
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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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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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Efficient estimation of the semiparametric spatial autoregressive model
Robinson, Peter M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003332165