Javier Hidalgo

Available identifiers

zbMath Open hidalgo.javierMaRDI QIDQ503561

List of research outcomes

Publication	Date of Publication	Type
Testing nonparametric shape restrictions	2024-01-04	Paper
NONPARAMETRIC PREDICTION WITH SPATIAL DATA	2023-10-24	Paper
A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models	2022-06-03	Paper
Bootstrap long memory processes in the frequency domain	2021-09-28	Paper
Inference without smoothing for large panels with cross-sectional and temporal dependence	2021-05-04	Paper
A CUSUM Test for Common Trends in Large Heterogeneous Panels	2020-11-10	Paper
Order Selection and Inference with Long Memory Dependent Data	2019-07-30	Paper
Robust inference for threshold regression models	2019-07-01	Paper
A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN	2019-06-26	Paper
Testing for Breaks in Regression Models with Dependent Data	2017-07-20	Paper
Inference and testing breaks in large dynamic panels with strong cross sectional dependence	2017-01-13	Paper
Goodness of fit for lattice processes	2016-07-18	Paper
Specification testing for regression models with dependent data	2016-06-06	Paper
A goodness-of-fit test for ARCH(\(\infty\)) models	2016-05-27	Paper
A goodness-of-fit test for ARCH(\(\infty\)) models	2016-05-27	Paper
Bootstrap specification tests for linear covariance stationary processes	2016-04-25	Paper
A parametric bootstrap test for cycles	2016-04-01	Paper
A bootstrap causality test for covariance stationary processes	2016-03-30	Paper
Testing for Equality of an Increasing Number of Spectral Density Functions	2016-02-25	Paper
SPECIFICATION TESTS FOR LATTICE PROCESSES	2015-04-24	Paper
Testing for structural stability in the whole sample	2014-03-18	Paper
BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL	2011-11-22	Paper
Distribution-free specification tests for dynamic linear models	2010-02-12	Paper
A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue	2007-12-16	Paper
Consistent estimation of the memory parameter for nonlinear time series	2007-05-29	Paper
Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory	2006-06-16	Paper
Distribution free goodness-of-fit tests for linear processes	2006-03-23	Paper
Semiparametric estimation for stationary processes whose spectra have an unknown pole	2006-01-16	Paper
Estimation of the location and exponent of the spectral singularity of a long memory process	2004-11-24	Paper
An alternative bootstrap to moving blocks for time series regression models	2003-12-04	Paper
Consistent order selection with strongly dependent data and its application to efficient estimation.	2003-02-17	Paper
Gaussian estimation of parametric spectral density with unknown pole	2002-11-14	Paper
Nonparametric Test for Causality with Long-range Dependence	2002-05-28	Paper
Nonparametric inference on structural breaks	2001-09-17	Paper
Nonparametric tests for model selection with time series data	2000-06-13	Paper
NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES	1999-10-31	Paper
Time series regression with long-range dependence	1997-09-01	Paper
A nonparametric test for poolability using panel data	1996-12-08	Paper
Testing for structural change in a long-memory environment	1996-04-08	Paper
ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM	1992-09-27	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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