Cookies?
Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

Staff Biography

[No Photo] Professor Javier HIDALGO
Professor of Econometrics

Tel: +44 (0)20 7955 7503
Email: f.j.hidalgo@lse.ac.uk
STICERD ,  LSE


Publications on LSE Research Online book
Research Interests:
  • Long memory time series
  • Bootstrap methods in econometrics
Selected Publications: STICERD/CASE Publications:
  • Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence
    Javier Hidalgo, Marcia M Schafgans, December 2017
    Paper No' EM 597: Read Abstract | Full paper (pdf)

  • Robust Inference and Testing of Continuity in Threshold Regression Models
    Javier Hidalgo, Jungyoon Lee, Myung Hwan Seo, February 2017
    Paper No' EM 590: Read Abstract | Full paper (pdf)

  • Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence
    Javier Hidalgo, Marcia M Schafgans, April 2015
    Paper No' EM/2015/583: Read Abstract | Full paper (pdf)
    Paper copy now out of print.

  • Testing for Breaks in Regression Models with Dependent Data
    Violetta Dalla, Javier Hidalgo, March 2015
    Paper No' EM/2015/584: Full paper (pdf)

  • A Cusum Test of Common Trends in Large Heterogeneous Panels
    Javier Hidalgo, Jungyoon Lee, August 2014
    Paper No' EM/2014/576: Read Abstract | Full paper (pdf)

  • Testing for equality of an increasing number of spectral density functions
    Javier Hidalgo, Pedro Souza, Pedro Souza, June 2013
    Paper No' EM/2013/563: Read Abstract | Full paper (pdf)

  • SPECIFICATION FOR LATTICE PROCESSES
    Javier Hidalgo, Myung Hwan Seo, May 2013
    Paper No' EM/2013/562: Read Abstract | Full paper (pdf)

  • Testing for Structural Stability in the Whole Sample
    Javier Hidalgo, Myung Hwan Seo, September 2012
    Paper No' EM/2013/561: Read Abstract | Full paper (pdf)

  • TESTING FOR STRUCTURAL STABILITY IN THE WHOLE SAMPLE
    Javier Hidalgo, Myunghwan Seo, October 2011
    Paper No' EM/2011/558: Read Abstract | Full paper (pdf)

  • SPECIFICATION TESTING FOR REGRESSION MODELS WITH DEPENDENT DATA
    Javier Hidalgo, May 2007
    Paper No' EM/2007/518: Read Abstract | Full paper (pdf)

  • Consistent estimation of the memory parameter for nonlinear time series
    Violetta Dalla, Liudas Giraitis, Javier Hidalgo, January 2006
    Paper No' EM/2006/497: Read Abstract | Full paper (pdf)

  • A Parametric Bootstrap Test for Cycles
    Violetta Dalla, Javier Hidalgo, February 2005
    Paper No' EM/2005/486: Read Abstract | Full paper (pdf)

  • Distribution Free Goodness-of-Fit Tests for Linear Processes
    Miguel A. Delgado, Javier Hidalgo, Carlos Velasco, January 2005
    Paper No' EM/2005/482: Read Abstract | Full paper (pdf)

  • Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole
    Javier Hidalgo, January 2005
    Paper No' EM/2005/481: Read Abstract | Full paper (pdf)

  • A Bootstrap Causality Test for Covariance Stationary Processes
    Javier Hidalgo, November 2003
    Paper No' EM/2003/462: Read Abstract | Full paper (pdf)

  • An Alternative Bootstrap to Moving Blocks for Time Series Regression Models
    Javier Hidalgo, May 2003
    Paper No' EM/2003/452: Read Abstract | Full paper (pdf)

  • Consistent Order Selection with Strongly Dependent Data and its Application to Efficient Estimation
    Javier Hidalgo, February 2002
    Paper No' EM/2002/430: Read Abstract | Full paper (pdf)

  • Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory
    Javier Hidalgo, Peter M Robinson, September 2001
    Paper No' EM/2001/427: Read Abstract | Full paper (pdf)

  • Gaussian Estimation of Parametric Spectral Density with Unknown Pole
    Liudas Giraitis, Javier Hidalgo, Peter M Robinson, August 2001
    Paper No' EM/2001/424: Read Abstract | Full paper (pdf)

  • Prediction and Signal Extraction of Strong Dependent Processess in the Frequency Domain
    Javier Hidalgo, Yoshihiro Yajima, June 2001
    Paper No' EM/2001/418: Read Abstract | Full paper (pdf)

  • Nonparametric Test for Causality with Long-Range Dependence - (Now published in 'Econometrica', 68, (2000) pp.1465-1490.
    Javier Hidalgo, April 2000
    Paper No' EM/2000/387: Read Abstract | Full paper (pdf)

  • Time Series Regression with Long Range Dependence - (Now published in 'Annals of Statistics', 25, (1997)pp.2054-2083.)
    Javier Hidalgo, Peter M Robinson, January 1997
    Paper No' EM/1997/318: Read Abstract
    Paper copy now out of print.

  • Nonparametric Estimation with Strongly Dependent Multivariate Time-Series - (Now published in 'Journal of Time Series Analysis',18 (1997)pp.95-122.)
    Javier Hidalgo, February 1996
    Paper No' EM/1996/296: Read Abstract
    Paper copy now out of print.

  • Spectral Analysis for Bivariate Time Series with Long Memory - (Now published in 'Econometric Theory',12 (1997)pp.773-792.)
    Javier Hidalgo, February 1996
    Paper No' EM/1996/295: Read Abstract
    Paper copy now out of print.


Copyright © STICERD & LSE 2015 - 2020  |  LSE, Houghton Street, London WC2A 2AE  |  Tel: +44(0)20 7955 6699  |  Email: STICERD@lse.ac.uk  |   Site updated 13 July 2020
Use of this website is subject to, and implies acceptance of, its Terms of use (including Copyright and intellectual property, Privacy and data protection, and Accessibility).
The London School of Economics and Political Science is a School of the University of London. It is a charity and is incorporated in England as a company limited by guarantee under the Companies Acts (Reg no. 70527).The registered office address of the School is: The London School of Economics and Political Science, Houghton Street, London WC2A 2AE, UK; Tel: +44 (0)20 7405 7686