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Items where Author is "Hidalgo, Javier"

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Number of items: 61.

Article

Hidalgo, Javier and Schafgans, Marcia (2020) Inference without smoothing for large panels with cross-sectional and temporal dependence. Journal of Econometrics. ISSN 0304-4076

Hidalgo, Javier (2020) Bootstrap long memory processes in the frequency domain. Annals of Statistics. ISSN 0090-5364 (In Press)

Gupta, Abhimanyu and Hidalgo, Javier (2019) Order selection and inference with long memory dependent data. Journal of Time Series Analysis, 40 (4). pp. 425-446. ISSN 0143-9782

Hidalgo, Javier, Lee, Jungyoon and Seo, Myung Hwan (2019) Robust inference for threshold regression models. Journal of Econometrics, 210 (2). pp. 291-309. ISSN 0304-4076

Hidalgo, Javier and Souza, Pedro C.L. (2019) A test for weak stationarity in the spectral domain. Econometric Theory, 35 (3). pp. 547-600. ISSN 0266-4666

Hidalgo, Javier and Schafgans, Marcia (2017) Inference and testing breaks in large dynamic panels with strong cross sectional dependence. Journal of Econometrics, 196 (2). pp. 259-274. ISSN 0304-4076

Hidalgo, Javier and Seo, Myung Hwan (2015) Specification tests for lattice processes. Econometric Theory, 31 (2). pp. 294-336. ISSN 0266-4666

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., 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., 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). 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

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, 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 0304-4076

Hidalgo, Javier (2005) A bootstrap causality test for covariance stationary processes. Journal of Econometrics, 126 (1). pp. 115-143. ISSN 0304-4076

Hidalgo, Javier, Delgado, Miguel and Velasco, Carlos (2005) Distribution free goodness-of-fit tests for linear processes. Annals of Statistics, 33 (6). pp. 2568-2609. ISSN 0090-5364

Hidalgo, Javier (2005) Semiparametric estimation for stationary processes whose spectra have an unknown pole. Annals of Statistics, 33 (4). pp. 1843-1889. ISSN 0090-5364

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 (2003) An alternative bootstrap to moving blocks for time series regression models. Journal of Econometrics, 117 (2). pp. 369-399. ISSN 0304-4076

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

Hidalgo, Javier (1997) Non-parametric estimation with strongly dependent multivariate time series. Journal of Time Series Analysis, 18 (2). pp. 95-122. ISSN 0143-9782

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

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

Baltagi, Badi, 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). p. 671. 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

Monograph

Hidalgo, Javier and Schafgans, Marcia M. A. (2017) Inference without smoothing for large panels with cross-sectional and temporal dependence. Econometrics (EM597). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hidalgo, Javier and Souza, Pedro (2013) Testing for equality of an increasing number of spectral density functions. Econometrics (EM/2013/563). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hidalgo, Javier and Seo, Myung Hwan (2013) Specification for lattice processes. Econometrics (EM/2013/562). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hidalgo, Javier (2007) Specification testing for regression models with dependent data. EM (518). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Dalla, Violetta, Giraitis, Liudas and Hidalgo, Javier (2006) Consistent estimation of the memory parameter for nonlinear time series. EM (497). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Dalla, Violetta and Hidalgo, Javier (2005) A parametric bootstrap test for cycles. Econometrics Paper (EM/2005/486). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Delgado, Miguel A., Hidalgo, Javier and Velasco, Carlos (2005) Distribution free goodness-of-fit tests for linear processes. EM (482). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hidalgo, Javier (2005) Semiparametric estimation for stationary processes whose spectra have an unknown pole. EM (481). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hidalgo, Javier (2003) A bootstrap causality test for covariance stationary processes. EM (462). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hidalgo, Javier (2003) An alternative bootstrap to moving blocks for time series regression models. EM (452). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hidalgo, Javier (2002) Consistent order selection with strongly dependent data and its application to efficient estimation. EM (430). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hidalgo, Javier and Robinson, Peter (2001) Adapting to unknown disturbance autocorrelation in regression with long memory. Econometrics; EM/2001/427 (EM/01/427). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Giraitis, Liudas, Hidalgo, Javier and Robinson, Peter (2001) Gaussian estimation of parametric spectral density with unknown pole. Econometrics; EM/2001/424 (EM/01/424). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hidalgo, Javier and Yajima, Y. (2001) Prediction and signal extraction of strong dependent processess in the frequency domain. EM (418). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hidalgo, Javier (2000) Nonparametric test for causality with long-range dependence. EM (387). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Robinson, Peter M. and Hidalgo, Javier (1997) Time series regression with long range dependence. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Conference or Workshop Item

Delgado, Miguel A, Hidalgo, Javier and Velasco, Carlos (2009) Bootstrap assisted specification tests for the FARIMA model. In: Third Time Series conference, 2009-05-22 - 2009-05-23.

Hidalgo, Javier and Velasco, Carlos (2008) Specification with lattice processes. In: 1st London and Oxbridge Time Series workshop, 2008-01-11.

Seo, Myung Hwan and Hidalgo, Javier (2008) Testing for structural stability in the whole sample. In: ESRC Econometric Study Group: annual conference 2008, 2008-07-10 - 2008-07-12.

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

Hidalgo, Javier (2004) Bootstrap test for breaks of a regression model with dependent data. In: UCL/STAT - Statistics seminars, 2004-02-06.

Online resource

Hidalgo, Javier (2017) The ethics of New Zealand selling citizenship to tech investor Peter Thiel. LSE Business Review (15 Feb 2017). Website.

This list was generated on Wed May 12 05:36:53 2021 BST.