Javier S. Hidalgo

London School of Economics & Political Science (LSE)

Houghton Street

London, WC2A 2AE

United Kingdom

SCHOLARLY PAPERS

13

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284

SSRN CITATIONS
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in Total Papers Citations

6

CROSSREF CITATIONS

69

Scholarly Papers (13)

Consistent Estimation of the Memory Parameter for Nonlinear Time Series

LSE STICERD Research Paper No. EM497
Number of pages: 38 Posted: 21 Jul 2008
Violetta Dalla, Liudas Giraitis and Javier S. Hidalgo
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD), University of York - Department of Mathematics and Economics and London School of Economics & Political Science (LSE)
Downloads 26 (527,109)

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2.

An Alternative Bootstrap to Moving Blocks for Time Series Regression Models

LSE STICERD Research Paper No. EM452
Number of pages: 36 Posted: 21 Jul 2008
Javier S. Hidalgo
London School of Economics & Political Science (LSE)
Downloads 46 (421,982)

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3.

A Bootstrap Causality Test for Covariance Stationary Processes

LSE STICERD Research Paper No. EM462
Number of pages: 32 Posted: 21 Jul 2008
Javier S. Hidalgo
London School of Economics & Political Science (LSE)
Downloads 30 (490,512)

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4.

Gaussian Estimation of Parametric Spectral Density with Unknown Pole

LSE STICERD Research Paper No. EM424
Number of pages: 39 Posted: 21 Jul 2008
Liudas Giraitis and Javier S. Hidalgo
University of York - Department of Mathematics and Economics and London School of Economics & Political Science (LSE)
Downloads 28 (500,978)

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5.

A Parametric Bootstrap Test for Cycles

LSE STICERD Research Paper No. EM486
Number of pages: 46 Posted: 21 Jul 2008
Violetta Dalla and Javier S. Hidalgo
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) and London School of Economics & Political Science (LSE)
Downloads 23 (529,416)
Citation 1

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6.

Nonparametric Test for Causality with Long-Range Dependence - (Now Published in Econometrica, 68, (2000) Pp.1465-1490.

LSE STICERD Research Paper No. EM387
Number of pages: 43 Posted: 21 Jul 2008
Javier S. Hidalgo
London School of Economics & Political Science (LSE)
Downloads 22 (535,439)
Citation 3

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7.

Specification Testing for Regression Models with Dependent Data

LSE STICERD Research Paper No. EM518
Number of pages: 45 Posted: 21 Jul 2008
Javier S. Hidalgo
London School of Economics & Political Science (LSE)
Downloads 21 (541,459)

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8.

Distribution Free Goodness-of-Fit Tests for Linear Processes

LSE STICERD Research Paper No. EM482
Number of pages: 51 Posted: 21 Jul 2008
Miguel Delgado, Javier S. Hidalgo and Carlos Velasco
affiliation not provided to SSRN, London School of Economics & Political Science (LSE) and Universidad Carlos III de Madrid - Department of Economics
Downloads 20 (547,546)

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9.

Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory

LSE STICERD Research Paper No. EM427
Number of pages: 50 Posted: 21 Jul 2008
Javier S. Hidalgo
London School of Economics & Political Science (LSE)
Downloads 20 (547,546)

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10.

Consistent Order Selection with Strongly Dependent Data and its Application to Efficient Estimation

LSE STICERD Research Paper No. EM430
Number of pages: 34 Posted: 21 Jul 2008
Javier S. Hidalgo
London School of Economics & Political Science (LSE)
Downloads 19 (553,879)

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11.

Prediction and Signal Extraction of Strong Dependent Processess in the Frequency Domain

LSE STICERD Research Paper No. EM418
Number of pages: 49 Posted: 21 Jul 2008
Javier S. Hidalgo and Yoshihiro Yajima
London School of Economics & Political Science (LSE) and affiliation not provided to SSRN
Downloads 16 (572,406)

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12.

Semiparametric Estimation for Stationary Processes Whose Spectra Have an Unknown Pole

LSE STICERD Research Paper No. EM481
Number of pages: 42 Posted: 21 Jul 2008
Javier S. Hidalgo
London School of Economics & Political Science (LSE)
Downloads 12 (598,654)

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13.

Distribution-Free Specification Tests for Dynamic Linear Models

Econometrics Journal, Vol. 12, Issue s1, pp. S105-S134, January 2009
Number of pages: 30 Posted: 04 Jul 2009
Miguel Delgado, Javier S. Hidalgo and Carlos Velasco
affiliation not provided to SSRN, London School of Economics & Political Science (LSE) and Universidad Carlos III de Madrid - Department of Economics
Downloads 1 (682,583)
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