62 citations · 104 across the 6 of their papers we have counts for
6 papers
Minimax Risk in Estimating Kink Threshold and Testing Continuity
Javier Hidalgo, Heejun Lee, Jungyoon Lee +1
We derive a risk lower bound in estimating the threshold parameter without knowing whether the threshold regression model is continuous or not. The bound goes to zero as the sample…
Nonparametric prediction with spatial data
Abhimanyu Gupta, Javier Hidalgo
We describe a (nonparametric) prediction algorithm for spatial data, based on a canonical factorization of the spectral density function. We provide theoretical results showing tha…
Inference without smoothing for large panels with cross-sectional and temporal dependence
J. Hidalgo, M. Schafgans
This paper addresses inference in large panel data models in the presence of both cross-sectional and temporal dependence of unknown form. We are interested in making inferences th…
Testing nonparametric shape restrictions
Tatiana Komarova, Javier Hidalgo
We describe and examine a test for a general class of shape constraints, such as constraints on the signs of derivatives, U-(S-)shape, symmetry, quasi-convexity, log-convexity, …
Robust inference for threshold regression models
Javier Hidalgo, Jungyoon Lee, Myung Hwan Seo
This paper is concerned with inference in threshold regression models when the practitioners do not know whether at the threshold point the true specification has a kink or a jump.…
Semiparametric estimation for stationary processes whose spectra have an unknown pole
Javier Hidalgo
We consider the estimation of the location of the pole and memory parameter, λ^0 and α, respectively, of covariance stationary linear processes whose spectral density function f(λ)…