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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
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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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An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier - 2003
Persistent link: https://www.econbiz.de/10001759688
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A bootstrap causality test for covariance stationary processes
Hidalgo, Javier - 2003
Persistent link: https://www.econbiz.de/10001818352
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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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Specification testing for regression models with dependent data
Hidalgo, Javier (contributor) - 2007
Persistent link: https://www.econbiz.de/10003492519
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Correlation testing in time series, spatial and cross-sectional data
Robinson, Peter M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003401899
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Spectral analysis for bivariate time series with long memory
Hidalgo, Javier - 1996
Persistent link: https://www.econbiz.de/10000930857
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Nonparametric estimation with strongly dependent multivariate time-series
Hidalgo, Javier - 1996
Persistent link: https://www.econbiz.de/10000930858