Hidalgo, Javier and
Schafgans, Marcia
(2017)
Inference and testing breaks in large dynamic panels with strong cross sectional dependence
Journal of Econometrics, 196 (2). 259-274. ISSN 0304-4076
Hidalgo, Javier and
Souza, Pedro
(2013)
Testing for equality of an increasing number of spectral density functions
Econometrics, The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Hidalgo, Javier and
Seo, Myung Hwan
(2013)
Specification for lattice processes
Econometrics, The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Hidalgo, Javier
(2009)
Goodness of fit for lattice processes
Journal of Econometrics, 151 (2). 113-128. ISSN 0304-4076
Delgado, Miguel A. and
Hidalgo, Javier and
Velasco, Carlos
(2009)
Distribution-free specification tests for dynamic linear models
Econometrics Journal, 12 (s1). S105-S134. ISSN 1368-4221
Hidalgo, Javier
(2008)
Specification testing for regression models with dependent data
Journal of Econometrics, 143 (1). 143-165. ISSN 0304-4076
Seo, Myung Hwan and
Hidalgo, Javier
(2008)
Testing for structural stability in the whole sample.
In: ESRC Econometric Study Group: annual conference 2008, 10-12 Jul 2008, Bristol, UK
Hidalgo, Javier
(2007)
A nonparametric test for weak dependence against strong cycles and its bootstrap analogue
Journal of Time Series Analysis, 28 (3). 307-349. ISSN 0143-9782
Hidalgo, Javier and
Kreiss, Jens-Peter
(2006)
Bootstrap specification tests for linear covariance stationary processes
Journal of Econometrics, 133 (2). 807-839. ISSN 0304-4076
Dalla, Violetta and
Giraitis, Liudas and
Hidalgo, Javier
(2006)
Consistent estimation of the memory parameter for nonlinear time series
EM, Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.
Dalla, Violetta and
Giraitis, Liudas and
Hidalgo, Javier
(2006)
Consistent estimation of the memory parameter for nonlinear time series
Journal of Time Series Analysis, 27 (2). 211-251. ISSN 0143-9782
Dalla, Violetta and
Hidalgo, Javier
(2005)
A parametric bootstrap test for cycles
Journal of Econometrics, 129 (1-2). 219-261. ISSN 0304-4076
Hidalgo, Javier
(2004)
Bootstrap test for breaks of a regression model with dependent data.
In: UCL/STAT - Statistics seminars, 06 Feb 2004, Louvain-la-Neuve, Belgium
Hidalgo, Javier and
Yajima, Y.
(2002)
Prediction in the frequency domain under long-range processes with application to the signal extraction problem
Econometric Theory, 18 (03). 584-624. ISSN 0266-4666
Hidalgo, Javier
(2002)
Consistent order selection with strongly dependent data and its application to efficient estimation
Journal of Econometrics, 110 (2). 213-239. ISSN 0304-4076
Hidalgo, Javier
(2000)
Nonparametric test for causality with long-range dependence
Econometrica, 68 (6). 1465-1490. ISSN 0012-9682
Robinson, P. M. and
Hidalgo, Javier
(1997)
Time series regression with long-range dependence
Annals of Statistics, 25 (1). 77-104. ISSN 0090-5364
Baltagi, Badi and
Hidalgo, Javier and
Li, Qi
(1996)
A nonparametric test for poolability using panel data
Journal of Econometrics, 75 (2). 345-367. ISSN 0304-4076
Hidalgo, Javier
(1996)
Spectral analysis for bivariate time series with long memory
Econometric Theory, 12 (05). 773-792. ISSN 0266-4666
Hidalgo, Javier
(1992)
Adaptive semiparametric estimation in the presence of autocorrelation of unknown form
Journal of Time Series Analysis, 13 (1). 47-78. ISSN 0143-9782