1. Two-Sample Testing for Tail Copulas with an Application to Equity Indices. (2021). Laeven, Roger ; Einmahl, John ; Can, S U.
   In: Other publications TiSEM.
   RePEc:tiu:tiutis:65a9e694-665d-4671-aaf1-4e2093fcec17.

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2. Two-Sample Testing for Tail Copulas with an Application to Equity Indices. (2021). Einmahl, John ; Laeven, Roger ; Can, S U.
   In: Discussion Paper.
   RePEc:tiu:tiucen:65a9e694-665d-4671-aaf1-4e2093fcec17.

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3. Permutation test for heterogeneous treatment effects with a nuisance parameter. (2021). Olivares, Mauricio ; Chung, Eunyi.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:225:y:2021:i:2:p:148-174.

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4. Testing constancy in varying coefficient models. (2021). Arteaga-Molina, Luis A ; Delgado, Miguel A.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:222:y:2021:i:1:p:625-644.

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5. Goodness-of-fit testing for copulas: a distribution-free approach. (2020). Laeven, Roger ; Laeven, R. J. A., ; Einmahl, John ; Can, S U.
   In: Other publications TiSEM.
   RePEc:tiu:tiutis:211b2be9-b46e-41e2-9b95-18fa92cfda8c.

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6. Testing the white noise hypothesis of stock returns. (2019). Hill, Jonathan B ; Motegi, Kaiji.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:76:y:2019:i:c:p:231-242.

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7. Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas. (2017). Einmahl, John ; Laeven, R. J. A., ; Can, S U.
   In: Other publications TiSEM.
   RePEc:tiu:tiutis:feb9a064-2a9f-47d6-a02b-7e5bfeeb9a63.

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8. Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas. (2017). Laeven, Roger ; Einmahl, John ; Laeven, R. J. A., ; Can, S U.
   In: Discussion Paper.
   RePEc:tiu:tiucen:feb9a064-2a9f-47d6-a02b-7e5bfeeb9a63.

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9. Specification tests for lattice processes. (2015). Hidalgo, Javier ; Seo, Myung Hwan.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:66104.

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10. A bootstrapped spectral test for adequacy in weak ARMA models. (2015). Zhu, Ke ; Li, Wai Keung.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:187:y:2015:i:1:p:113-130.

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11. The generalised autocovariance function. (2015). Proietti, Tommaso ; Luati, Alessandra.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:1:p:245-257.

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12. An updated review of Goodness-of-Fit tests for regression models. (2013). Gonzalez-Manteiga, Wenceslao ; Crujeiras, Rosa .
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:22:y:2013:i:3:p:361-411.

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13. The Generalised Autocovariance Function. (2013). Proietti, Tommaso ; Luati, Alessandra.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:276.

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14. A bootstrapped spectral test for adequacy in weak ARMA models. (2013). Zhu, Ke ; Li, Wai-Keung .
    In: MPRA Paper.
    RePEc:pra:mprapa:51224.

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15. Specification for lattice processes. (2013). SEO, MYUNG HWAN ; Hidalgo, Javier.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:58191.

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16. Robust adaptive rate-optimal testing for the white noise hypothesis. (2013). Guay, Alain ; Lazarova, Tpana ; Guerre, Emmanuel .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:176:y:2013:i:2:p:134-145.

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17. SPECIFICATION FOR LATTICE PROCESSES. (2013). Hidalgo, Javier ; Seo, Myung Hwan.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:562.

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18. Testing Semiparametric Hypotheses in Locally Stationary Processes. (2013). Dette, Holger ; Preuss, Philip ; Vetter, Mathias .
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:40:y:2013:i:3:p:417-437.

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19. The Generalised Autocovariance Function. (2012). Proietti, Tommaso ; Alessandra, Luati .
    In: MPRA Paper.
    RePEc:pra:mprapa:43711.

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20. Distribution-free tests for time series models specification. (2010). Velasco, Carlos ; Delgado, Miguel.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:155:y:2010:i:2:p:128-137.

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21. Testing semiparametric conditional moment restrictions using conditional martingale transforms. (2010). Song, Kyungchul.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:154:y:2010:i:1:p:74-84.

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22. A distribution-free transform of the residuals sample autocorrelations with application to model checking. (2010). Velasco, Carlos ; Delgado, Miguel.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we101707.

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23. Goodness of fit for lattice processes. (2009). Hidalgo, Javier.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:151:y:2009:i:2:p:113-128.

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24. Testing nonparametric and semiparametric hypotheses in vector stationary processes. (2008). Eichler, Michael.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:99:y:2008:i:5:p:968-1009.

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25. Specification testing for regression models with dependent data. (2008). Hidalgo, J..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:143:y:2008:i:1:p:143-165.

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26. Specification testing for regression models with dependent data. (2007). Hidalgo, Javier.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:6799.

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27. A goodness-of-fit test for ARCH([infinity]) models. (2007). Hidalgo, Javier ; Zaffaroni, Paolo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:973-1013.

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28. A goodness-of-fit test for ARCH([infinity]) models. (2007). Hidalgo, Javier ; Zaffaroni, Paolo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:835-875.

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29. A new class of distribution-free tests for time series models specification. (2007). Velasco, Carlos ; Delgado, Miguel.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we078047.

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30. SPECIFICATION TESTING FORREGRESSION MODELS WITHDEPENDENT DATA. (2007). Hidalgo, Javier.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:518.

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1. Cyclical long memory: Decoupling, modulation, and modeling. (2024). Pipiras, Vladas ; Kechagias, Stefanos ; Zoubouloglou, Pavlos.
   In: Stochastic Processes and their Applications.
   RePEc:eee:spapps:v:175:y:2024:i:c:s0304414924001091.

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2. Modelling cycles in climate series: The fractional sinusoidal waveform process. (2024). Proietti, Tommaso ; Maddanu, Federico.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987.

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3. Estimation methods for stationary Gegenbauer processes. (2022). Hunt, Richard ; Weber, Neville ; Peiris, Shelton.
   In: Statistical Papers.
   RePEc:spr:stpapr:v:63:y:2022:i:6:d:10.1007_s00362-022-01290-3.

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4. A harmonically weighted filter for cyclical long memory processes. (2022). Maddanu, Federico.
   In: AStA Advances in Statistical Analysis.
   RePEc:spr:alstar:v:106:y:2022:i:1:d:10.1007_s10182-021-00394-9.

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5. Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier.
   In: Papers.
   RePEc:arx:papers:2211.10235.

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6. Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier.
   In: CREATES Research Papers.
   RePEc:aah:create:2022-02.

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7. Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process. (2021). Proietti, Tommaso ; Maddanu, Federico.
   In: CEIS Research Paper.
   RePEc:rtv:ceisrp:518.

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8. Asymptotic theory for time series with changing mean and variance. (2020). Robinson, Peter M ; Giraitis, Liudas ; Dalla, Violetta.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:219:y:2020:i:2:p:281-313.

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9. Conditional Sum of Squares Estimation of Multiple Frequency Long Memory Models. (2019). Smallwood, Aaron ; Beaumont, Paul .
   In: MPRA Paper.
   RePEc:pra:mprapa:96314.

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10. Inference for likelihood-based estimators of generalized long-memory processes. (2019). Smallwood, Aaron ; Beaumont, Paul .
    In: MPRA Paper.
    RePEc:pra:mprapa:96313.

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11. Persistence and cycles in the us federal funds rate. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:1-8.

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12. Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions. (2017). Rao, Tata Subba ; Chandler, Richard E ; Jesus, Joao ; Wilson, Granville Tunnicliffe.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:38:y:2017:i:2:p:204-224.

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13. Trends and Cycles in Historical Gold and Silver Prices. (2016). GUPTA, RANGAN ; Gil-Alaa, Luis Alberiko .
    In: NCID Working Papers.
    RePEc:nva:unnvaa:wp05-2016.

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14. On a class of minimum contrast estimators for Gegenbauer random fields. (2015). Espejo, Rosa ; Leonenko, Nikolai ; Olenko, Andriy ; Ruiz-Medina, Maria .
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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15. Trends and cycles in historical gold and silver prices. (2015). GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:58:y:2015:i:c:p:98-109.

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16. Persistence and cycles in historical oil price data. (2014). GUPTA, RANGAN ; Gil-Alana, Luis.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:511-516.

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17. Nelson–Plosser revisited: The ACF approach. (2013). Talmain, Gabriel ; Caggiano, Giovanni ; Abadir, Karim.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:175:y:2013:i:1:p:22-34.

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18. Modelling Long Run Trends and Cycles in Financial Time Series Data. (2012). Gil-Alana, Luis ; Cuñado, Juncal ; Caporale, Guglielmo Maria.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1312.

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19. Biases of Correlograms and of AR Representations of Stationary Series. (2012). Abadir, Karim ; Larsson, Rolf.
    In: Working Paper series.
    RePEc:rim:rimwps:24_12.

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20. Biases of Correlograms and of AR Representations of Stationary Series. (2012). Abadir, Karim ; Larsson, Rolf.
    In: Journal of Time Series Econometrics.
    RePEc:bpj:jtsmet:v:4:y:2012:i:1:n:1.

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21. A wavelet Whittle estimator of generalized long-memory stochastic volatility. (2011). Hauser, Michael ; Gonzaga, Alex .
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:20:y:2011:i:1:p:23-48.

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22. Estimation of fractional integration under temporal aggregation. (2011). Hassler, Uwe.
    In: Post-Print.
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23. Estimation of fractional integration under temporal aggregation. (2011). Hassler, Uwe.
    In: Post-Print.
    RePEc:hal:journl:hal-00815563.

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24. Inference on power law spatial trends (Running Title: Power Law Trends). (2011). Robinson, Peter M..
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:58100.

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25. Marginal density estimation for linear processes with cyclical long memory. (2011). Philippe, Anne ; Haye, Mohamedou Ould.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:81:y:2011:i:9:p:1354-1364.

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26. Estimation of fractional integration under temporal aggregation. (2011). Hassler, Uwe.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:162:y:2011:i:2:p:240-247.

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27. Inference on Power Law Spatial Trends (Running Title: Power Law Trends). (2011). Robinson, Peter M.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:556.

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28. Inference on Power Law Spatial Trends (Running Title: Power Law Trends). (2011). Robinson, Peter M.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:/2011/556.

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29. Nelson-Plosser revisited: the ACF approach. (2008). Talmain, Gabriel ; Caggiano, Giovanni ; Abadir, Karim M.
    In: Working Paper series.
    RePEc:rim:rimwps:18_08.

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30. Long Memory and Non-Linearities in International Inflation. (2008). Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: Marco Fanno Working Papers.
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31. Minimum distance estimation of k-factors GARMA processes. (2008). Kouame, Euloge F. ; Hili, Ouagnina.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:78:y:2008:i:18:p:3254-3261.

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32. Modelling Long-Run Trends and Cycles in Financial Time Series Data. (2008). Gil-Alana, Luis ; Cuñado, Juncal ; Caporale, Guglielmo Maria ; Cunado, Juncal.
    In: CESifo Working Paper Series.
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33. Bootstrap specification tests for linear covariance stationary processes. (2006). Hidalgo, J. ; Kreiss, J.-P., .
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34. Semiparametric estimation for stationary processes whose spectra have an unknown pole. (2005). Hidalgo, Javier.
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35. Distribution free goodness-of-fit tests for linear processes. (2005). Velasco, Carlos ; Delgado, Miguel A. ; Hidalgo, Javier.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:6840.

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36. A parametric bootstrap test for cycles. (2005). Hidalgo, Javier ; Dalla, Violetta.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:6829.

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37. A parametric bootstrap test for cycles. (2005). Dalla, Violetta ; Hidalgo, Javier.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:129:y:2005:i:1-2:p:219-261.

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38. A bootstrap causality test for covariance stationary processes. (2005). Hidalgo, J..
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39. A Parametric Bootstrap Test for Cycles. (2005). Dalla, Violetta ; Hidalgo, Javier.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:486.

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40. Distribution Free Goodness-of-Fit Tests for Linear Processes. (2005). Velasco, Carlos ; Delgado, Miguel A. ; Hidalgo, Javier.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:482.

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41. Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole. (2005). Hidalgo, Javier.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:481.

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42. Efficient Estimation of Seasonal Long‐Range‐Dependent Processes. (2005). Palma, Wilfredo ; Chan, Ngai Hang.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:26:y:2005:i:6:p:863-892.

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43. Bayesian time series analysis of periodic behaviour and spectral structure. (2004). Stephens, D. A. ; McCoy, E. J..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:20:y:2004:i:4:p:713-730.

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44. Estimation of the location and exponent of the spectral singularity of a long memory process. (2004). Soulier, Philippe ; Hidalgo, Javier.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:25:y:2004:i:1:p:55-81.

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45. A bootstrap causality test for covariance stationary processes. (2003). Hidalgo, Javier.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:6848.

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46. An alternative bootstrap to moving blocks for time series regression models. (2003). Hidalgo, Javier.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:117:y:2003:i:2:p:369-399.

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47. A Bootstrap Causality Test for Covariance Stationary Processes. (2003). Hidalgo, Javier.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:462.

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