Hidalgo, Javier

Hidalgo, Javier and Seo, Myung Hwan (2013) Testing for structural stability in the whole sample. Journal of econometrics, 175 (2). pp. 84-93. ISSN 0304-4076

Delgado, Miguel A. and Hidalgo, Javier and Velasco, Carlos (2011) Bootstrap assisted specification tests for the afirma model. Econometric theory, 27 (05). pp. 1083-1116. ISSN 0266-4666

Hidalgo, Javier (2009) Goodness of fit for lattice processes. Journal of econometrics, 151 (2). pp. 113-128. ISSN 0304-4076

Delgado, Miguel A and Hidalgo, Javier and Velasco, Carlos (2009) Bootstrap assisted specification tests for the FARIMA model. In:Third Time Series conference (22-23 May 2009 : Montréal, Canada).

Delgado, Miguel A. and Hidalgo, Javier and Velasco, Carlos (2009) Distribution-free specification tests for dynamic linear models. Econometrics journal, 12 (s1). ISSN 1368-423X

Hidalgo, Javier and Velasco, Carlos (2008) Specification with lattice processes. In:1st London and Oxbridge Time Series workshop (11 Jan 2008 : London, UK).

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 (2008) Specification testing for regression models with dependent data. Journal of econometrics, 143 (1). pp. 143-165. ISSN 0304-4076

Hidalgo, Javier and Zaffaroni, Paolo (2007) A goodness-of-fit test for ARCH(∞)(∞) models. Journal of econometrics, 141 (2). pp. 835-875. ISSN 0304-4076

Hidalgo, Javier (2007) A nonparametric test for weak dependence against strong cycles and its bootstrap analogue. Journal of time series analysis, 28 (3). pp. 307-349. ISSN 0143-9782

Lazarova, Stepana and Hidalgo, Javier (2006) Inference on the time of break. In:Breaks and persistence in econometrics (11-12 Dec 2006 : London, UK).

Hidalgo, Javier and Kreiss, Jens-Peter (2006) Bootstrap specification tests for linear covariance stationary processes. Journal of econometrics, 133 (2). pp. 807-839. ISSN 0304-4076

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). pp. 211-251. ISSN 0143-9782

Dalla, Violetta and Hidalgo, Javier (2005) A parametric bootstrap test for cycles. Journal of econometrics, 129 (1-2). pp. 219-261. ISSN 1872-6895

Hidalgo, Javier (2005) A bootstrap causality test for covariance stationary processes. Journal of econometrics, 126 (1). pp. 115-143. 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 Soulier, Philippe (2004) Estimation of the location and exponent of the spectral singularity of a long memory process. Journal of time series analysis, 25 (1). pp. 55-81. ISSN 0143-9782

Hidalgo, Javier and Yajima, Y. (2003) Semiparametric estimation of the long-range parameter. Annals of the institute of statistical mathematics, 55 (4). pp. 705-736. ISSN 0020-3157

Hidalgo, Javier (2002) Consistent order selection with strongly dependent data and its application to efficient estimation. Journal of econometrics, 110 (2). pp. 213-239. ISSN 0304-4076

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). pp. 584-624. ISSN 0266-4666

Hidalgo, Javier and Robinson, Peter (2002) Adapting to unknown disturbance autocorrelation in regression with long memory. Econometrica, 70 (4). pp. 1545-1581. ISSN 0012-9682

Hidalgo, Javier (2000) Nonparametric test for causality with long-range dependence. Econometrica, 68 (6). pp. 1465-1490. ISSN 0012-9682

Delgado, Miguel A. and Hidalgo, Javier (2000) Nonparametric inference on structural breaks. Journal of econometrics, 96 (1). pp. 113-144. ISSN 0304-4076

Hidalgo, Javier (1999) Nonparametric tests for model selection with time series data. Test, 8 (2). pp. 365-398. ISSN 1133-0686

Robinson, P. M. and Hidalgo, Javier (1997) Time series regression with long-range dependence. The annals of statistics, 25 (1). pp. 77-104. ISSN 0090-5364

Hidalgo, Javier (1997) Book review: A. Zaman, "statistical foundations for econometric techniques". Journal of the Royal Statistical Society: series A (statistics in society), 160 (2). ISSN 0964-1998

Baltagi, Badi and Hidalgo, Javier and Li, Qi (1996) A nonparametric test for poolability using panel data. Journal of econometrics, 75 (2). pp. 345-367. ISSN 0304-4076

Hidalgo, Javier (1996) Book review: H. Bierens, "topics in advanced econometrics". Journal of the Royal Statistical Society: series A (statistics in society), 159 (1). pp. 181-182. ISSN 0964-1998

Hidalgo, Javier (1996) Spectral analysis for bivariate time series with long memory. Econometric theory, 12 (05). pp. 773-792. ISSN 0266-4666

Hidalgo, Javier (1995) A nonparametric conditional moment test for structural stability. Econometric theory, 11 (04). ISSN 0266-4666

Hidalgo, Javier (1992) Adaptive semiparametric estimation in the presence of autocorrelation of unknown form. Journal of time series analysis, 13 (1). pp. 47-78. ISSN 0143-9782

Hidalgo, Javier (1992) Adaptive estimation in time serise regression models with heteroskedasticity of unknown form. Econometric theory, 8 (02). pp. 161-187. ISSN 0266-4666

Dolado, Juan J. and Hidalgo, Javier (1990) The asymptotic distribution of the iterated Gauss-Newton estimators of an ARIMA process. Econometric theory, 6 (4). pp. 490-494. ISSN 0266-4666