← All authors Javier Hidalgo University of Castilla-La Mancha (per OpenAlex) · ORCID · OpenAlex
46 papers in scope · 45 published · 4 on the econ.EM arXiv · 1,490 citations · h-index 15 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Arkadiusz Szydłowski Woosik Gong Juwon Seo Zheng Fang Myung Hwan Seo Bruce E. Hansen Hee-Jun Lee Yuya Sasaki Jung-Yoon Lee Harold D. Chiang Tatiana Komarova Youngki Shin Sokbae Lee Victor Chernozhukov Iliyan Georgiev Yuan Liao Qihui Chen Iván Fernández-Val Abhimanyu Gupta Yannick Guyonvarch Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 46)
published 2023 · The Annals of Statistics · 4 citations · first circulated 2019
published 2022 · Econometric Theory · 3 citations · first circulated 2020
working paper 2022 · arXiv · 4 citations
Bootstrap long memory processes in the frequency domain
published 2021 · The Annals of Statistics · 7 citations
Isotonic regression for metallic microstructure data: estimation and testing under order restrictions
published 2021 · Journal of Applied Statistics · first circulated 2020
with Martina Vittorietti, Jilt Sietsma, Wei Li, Geurt Jongbloed
Evoluzione e sfide future dell'olivicoltura spagnola
published 2021 · Olivo & olio
with Juan Carlos Hidalgo, Victorino Vega Macías
no link
published 2020 · Journal of Econometrics · 3 citations
Order Selection and Inference with Long Memory Dependent Data
published 2019 · Journal of Time Series Analysis · 1 citations
Robust inference for threshold regression models
published 2019 · Journal of Econometrics · 60 citations · first circulated 2017
A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN
published 2018 · Econometric Theory · 1 citations
with Pedro Souza
Inference and testing breaks in large dynamic panels with strong cross sectional dependence
published 2016 · Journal of Econometrics · 14 citations · first circulated 2015
Testing for Breaks in Regression Models with Dependent Data
published 2016 · Springer proceedings in mathematics & statistics · 2 citations · first circulated 2015
with Violetta Dalla
A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models
published 2014 · Econometric Reviews · 17 citations
SPECIFICATION TESTS FOR LATTICE PROCESSES
published 2014 · Econometric Theory · 2 citations
Testing for Equality of an Increasing Number of Spectral Density Functions
published 2014 · Springer proceedings in mathematics & statistics · first circulated 2013
with Pedro Souza
Testing for structural stability in the whole sample
published 2013 · Journal of Econometrics · 19 citations · first circulated 2012
Journal of Time Series Econometrics
published 2013 · Journal of Time Series Econometrics · 15 citations
BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL
published 2011 · Econometric Theory · 2 citations
Goodness of fit for lattice processes
published 2009 · Journal of Econometrics · 6 citations
Distribution-free specification tests for dynamic linear models
published 2009 · Econometrics Journal · 1 citations
A goodness-of-fit test for models
published 2007 · Journal of Econometrics · 9 citations · first circulated 1999
A goodness-of-fit test for ARCH ( ∞ ) models
published 2007 · Journal of Econometrics · 30 citations
A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue
published 2006 · Journal of Time Series Analysis · 3 citations
Consistent estimation of the memory parameterfor nonlinear time series
published 2006 · LSE Research Online Documents on Economics
with Violetta Dalla, Liudas Giraitis
no link
Distribution free goodness-of-fit tests for linear processes
published 2005 · The Annals of Statistics · 52 citations
Consistent estimation of the memory parameter for nonlinear time series
published 2005 · Journal of Time Series Analysis · 59 citations
with Violetta Dalla, Liudas Giraitis
Semiparametric estimation for stationary processes whose spectra have an unknown pole
published 2005 · The Annals of Statistics · 3 citations
A parametric bootstrap test for cycles
published 2004 · Journal of Econometrics · 5 citations
with Violetta Dalla
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
published 2004 · Journal of Econometrics · 645 citations · first circulated 2002
A bootstrap causality test for covariance stationary processes
published 2004 · Journal of Econometrics · 11 citations · first circulated 2003
Estimation of the location and exponent of the spectral singularity of a long memory process
published 2004 · Journal of Time Series Analysis · 4 citations
An alternative bootstrap to moving blocks for time series regression models
published 2003 · Journal of Econometrics · 3 citations
Consistent order selection with strongly dependent data and its application to efficient estimation
published 2002 · Journal of Econometrics
Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory
published 2002 · Econometrica · 6 citations
with Peter M. Robinson
PREDICTION AND SIGNAL EXTRACTION OF STRONGLY DEPENDENT PROCESSES IN THE FREQUENCY DOMAIN
published 2002 · Econometric Theory · 19 citations
with Yoshihiro Yajima
Gaussian estimation of parametric spectral density with unknown pole
published 2001 · The Annals of Statistics · 102 citations
with Liudas Giraitis, P. M. Robinson, Peter M. Robinson
Nonparametric Test for Causality with Long-range Dependence
published 2000 · Econometrica · 24 citations
Nonparametric inference on structural breaks
published 2000 · Journal of Econometrics · 84 citations
Nonparametric tests for model selection with time series data
published 1999 · Test · 4 citations
NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES
published 1997 · Journal of Time Series Analysis · 33 citations
Riego del olivar en la comarca de La Loma (Jaén): múltiples problemas obligan a plantear nuevas estrategias de riego
published 1997 · Vida rural · 1 citations
with Victorino Vega Macías, Miguel Pastor Muñoz-Cobo
A nonparametric test for poolability using panel data
published 1996 · Journal of Econometrics · 86 citations
with Badi H. Baltagi, Qi Li
Topics in Advanced Econometrics.
published 1996 · Journal of the Royal Statistical Society Series A (Statistics in Society)
with Herman J. Bierens
Testing for structural change in a long-memory environment
published 1996 · Journal of Econometrics · 110 citations
with Peter M. Robinson
A Nonparametric Conditional Moment Test for Structural Stability
published 1995 · Econometric Theory · 22 citations
Adaptive Estimation in Time Serise Regression Models With Heteroskedasticity of Unknown Form
published 1992 · Econometric Theory · 14 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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