Person:503561: Difference between revisions

From MaRDI portal
Person:503561
Created automatically from import230924090903
 
m AuthorDisambiguator moved page Javier Hidalgo to Javier Hidalgo: Duplicate
 
(No difference)

Latest revision as of 23:41, 9 December 2023

Available identifiers

zbMath Open hidalgo.javierMaRDI QIDQ503561

List of research outcomes

PublicationDate of PublicationType
Testing nonparametric shape restrictions2024-01-04Paper
NONPARAMETRIC PREDICTION WITH SPATIAL DATA2023-10-24Paper
A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models2022-06-03Paper
Bootstrap long memory processes in the frequency domain2021-09-28Paper
Inference without smoothing for large panels with cross-sectional and temporal dependence2021-05-04Paper
A CUSUM Test for Common Trends in Large Heterogeneous Panels2020-11-10Paper
Order Selection and Inference with Long Memory Dependent Data2019-07-30Paper
Robust inference for threshold regression models2019-07-01Paper
A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN2019-06-26Paper
Testing for Breaks in Regression Models with Dependent Data2017-07-20Paper
Inference and testing breaks in large dynamic panels with strong cross sectional dependence2017-01-13Paper
Goodness of fit for lattice processes2016-07-18Paper
Specification testing for regression models with dependent data2016-06-06Paper
A goodness-of-fit test for ARCH(\(\infty\)) models2016-05-27Paper
A goodness-of-fit test for ARCH(\(\infty\)) models2016-05-27Paper
Bootstrap specification tests for linear covariance stationary processes2016-04-25Paper
A parametric bootstrap test for cycles2016-04-01Paper
A bootstrap causality test for covariance stationary processes2016-03-30Paper
Testing for Equality of an Increasing Number of Spectral Density Functions2016-02-25Paper
SPECIFICATION TESTS FOR LATTICE PROCESSES2015-04-24Paper
Testing for structural stability in the whole sample2014-03-18Paper
BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL2011-11-22Paper
Distribution-free specification tests for dynamic linear models2010-02-12Paper
A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue2007-12-16Paper
Consistent estimation of the memory parameter for nonlinear time series2007-05-29Paper
Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory2006-06-16Paper
Distribution free goodness-of-fit tests for linear processes2006-03-23Paper
Semiparametric estimation for stationary processes whose spectra have an unknown pole2006-01-16Paper
Estimation of the location and exponent of the spectral singularity of a long memory process2004-11-24Paper
An alternative bootstrap to moving blocks for time series regression models2003-12-04Paper
Consistent order selection with strongly dependent data and its application to efficient estimation.2003-02-17Paper
Gaussian estimation of parametric spectral density with unknown pole2002-11-14Paper
Nonparametric Test for Causality with Long-range Dependence2002-05-28Paper
Nonparametric inference on structural breaks2001-09-17Paper
Nonparametric tests for model selection with time series data2000-06-13Paper
NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES1999-10-31Paper
Time series regression with long-range dependence1997-09-01Paper
A nonparametric test for poolability using panel data1996-12-08Paper
Testing for structural change in a long-memory environment1996-04-08Paper
ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM1992-09-27Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Javier Hidalgo