62 citations · 104 across the 6 of their papers we have counts for
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econ.EM2022★ 2 cited
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…
econ.EM2020
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…
econ.EM2020★ 3 cited
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…