Details about Miguel A. Delgado
Access statistics for papers by Miguel A. Delgado.
Last updated 2022-12-30. Update your information in the RePEc Author Service.
Short-id: pde774
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Working Papers
2023
- Conditional Distribution Model Specification Testing Using Chi-Square Goodness-of-Fit Tests
Papers, arXiv.org
2021
- Distribution Regression in Duration Analysis: an Application to Unemployment Spells
Papers, arXiv.org
See also Journal Article Distribution regression in duration analysis: an application to unemployment spells, The Econometrics Journal, Royal Economic Society (2022) View citations (3) (2022)
2019
- Testing Constancy in Varying Coefficient Models
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa
See also Journal Article Testing constancy in varying coefficient models, Journal of Econometrics, Elsevier (2021) (2021)
2015
- Non-nested testing of spatial correlation
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (10)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2013)
See also Journal Article Non-nested testing of spatial correlation, Journal of Econometrics, Elsevier (2015) View citations (10) (2015)
2005
- Distribution Free Goodness-of-Fit Tests for Linear Processes
STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations (30)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) View citations (30)
2000
- Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
See also Journal Article Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator, Economics Letters, Elsevier (2001) View citations (59) (2001)
1999
- - A NONPARAMETRIC TEST FOR SERIAL INDEPENDENCE OF REGRESSION ERRORS
Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
- Bootstrap goodness-of-fit tests for farima models
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (1)
- Firms´productivity and the export market: a nonparametric approach
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- Global rates of convergence for the bias of singular integral estimators and their shifted versions
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- On universal unbiasedness of delta estimators
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
1998
- A nonparametric test for serial independence of errors in linear regression
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- Asymptotic and bootstrap specification tests of nonlinear in variable econometric models
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (2)
- Consistent specification testing of stationary processes with long-range dependence: asymptotic and bootstrap tests
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- Input cost, capacity utilization and substitution in the short run
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (1)
See also Journal Article Input cost, capacity utilization and substitution in the short run, Spanish Economic Review, Springer (1999) View citations (2) (1999)
- Significance testing in nonparametric regression base on the bootstrap
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (2)
1997
- Consistent specification testing of quantile regression models
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (1)
- Nonparametric checks for count data models: an application to demand for health care in Spain
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
1996
- Household characteristics and consumption behaviour: a nonparametric approach
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (1)
See also Journal Article Household Characteristics and Consumption Behaviour: A Nonparametric Approach, Empirical Economics, Springer (1997) View citations (7) (1997)
1995
- A consistent test of significance
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
1994
- Count Data Models with Viriance of Unknown Form - An Application to a Hedonic Model of Worker Absenteeism
Working Papers, Indiana - Center for Econometric Model Research
Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica (1994)
See also Journal Article Count Data Models With Variance Of Unknown Form: An Application To A Hedonic Model Of Worker Absenteeism, The Review of Economics and Statistics, MIT Press (1997) View citations (40) (1997)
- Non-parametric specification testing of non-nested econometric models
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- Nonparametric and semiparametric estimation with discrete regressors
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (1)
See also Journal Article Nonparametric and Semiparametric Estimation with Discrete Regressors, Econometrica, Econometric Society (1995) View citations (21) (1995)
- Nonparametric estimation of structural breakpoints
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- Optimal spectral kernel for long-range dependent time series
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
See also Journal Article Optimal spectral kernel for long-range dependent time series, Statistics & Probability Letters, Elsevier (1996) View citations (3) (1996)
1993
- Inference on semiparametric models with discrete regressors
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica
- New methods for the analysis of long memory time series: application to Spanish inflation
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (2)
- Optimal spectral bandwidth for long memory
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica View citations (1)
1992
- Nonparametric and semiparametric methods for economic research
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa View citations (12)
See also Journal Article Nonparametric and Semiparametric Methods for Economic Research, Journal of Economic Surveys, Wiley Blackwell (1992) View citations (15) (1992)
- Semiparametric Versus Parametric Count-Data Models-- Econometric Considerations and Estimates of Hedonic- Equilibrium Model of Worker Absenteeism
Working Papers, Indiana - Center for Econometric Model Research View citations (3)
1990
- Semiparametric Specification Testing
Working Paper, Economics Department, Queen's University View citations (6)
- Semiparametric Specification Testing of Nonlinear Models
Working Paper, Economics Department, Queen's University
Journal Articles
2022
- Distribution regression in duration analysis: an application to unemployment spells
(Lecture notes in statistics: Proceedings)
The Econometrics Journal, 2022, 25, (3), 675-698 View citations (3)
See also Working Paper Distribution Regression in Duration Analysis: an Application to Unemployment Spells, Papers (2021) (2021)
2021
- 4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019
Scandinavian Journal of Statistics, 2021, 48, (2), 371-374
- Testing constancy in varying coefficient models
Journal of Econometrics, 2021, 222, (1), 625-644
See also Working Paper Testing Constancy in Varying Coefficient Models, UC3M Working papers. Economics (2019) (2019)
2018
- Nonparametric tests for conditional symmetry
Journal of Econometrics, 2018, 206, (2), 447-471
2015
- Non-nested testing of spatial correlation
Journal of Econometrics, 2015, 187, (1), 385-401 View citations (10)
See also Working Paper Non-nested testing of spatial correlation, LSE Research Online Documents on Economics (2015) View citations (10) (2015)
2013
- Conditional Stochastic Dominance Testing
Journal of Business & Economic Statistics, 2013, 31, (1), 16-28 View citations (10)
2012
- Distribution-free tests of stochastic monotonicity
Journal of Econometrics, 2012, 170, (1), 68-75 View citations (34)
2011
- An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking
Journal of the American Statistical Association, 2011, 106, (495), 946-958 View citations (11)
- BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL
Econometric Theory, 2011, 27, (5), 1083-1116 View citations (2)
2010
- Distribution-free tests for time series models specification
Journal of Econometrics, 2010, 155, (2), 128-137 View citations (3)
2009
- Distribution-free specification tests for dynamic linear models
Econometrics Journal, 2009, 12, (s1), S105-S134 View citations (1)
- Editor's introduction
Journal of Econometrics, 2009, 151, (2), 99-100
- Editor's introduction
Journal of Econometrics, 2009, 152, (1), 1-2
2008
- Distribution-free specification tests of conditional models
Journal of Econometrics, 2008, 143, (1), 37-55 View citations (26)
- Specification testing
Journal of Econometrics, 2008, 143, (1), 1-4
2007
- Nonparametric tests for conditional symmetry in dynamic models
Journal of Econometrics, 2007, 141, (2), 652-682 View citations (35)
2006
- Consistent Tests of Conditional Moment Restrictions
Annals of Economics and Statistics, 2006, (81), 33-67 View citations (21)
2005
- Sign tests for long-memory time series
Journal of Econometrics, 2005, 128, (2), 215-251 View citations (6)
2002
- Averaged Singular Integral Estimation as a Bias Reduction Technique
Journal of Multivariate Analysis, 2002, 80, (1), 127-137 View citations (1)
- External bootstrap tests for parameter stability
Journal of Econometrics, 2002, 109, (2), 275-303 View citations (2)
- Firm productivity and export markets: a non-parametric approach
Journal of International Economics, 2002, 57, (2), 397-422 View citations (435)
- Goodness-of-fit techniques for count data models: an application to the demand for dental care in Spain
Empirical Economics, 2002, 27, (3), 543-567 View citations (3)
2001
- Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator
Economics Letters, 2001, 73, (2), 241-250 View citations (59)
See also Working Paper Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator, DES - Working Papers. Statistics and Econometrics. WS (2000) (2000)
2000
- Nonparametric inference on structural breaks
Journal of Econometrics, 2000, 96, (1), 113-144 View citations (46)
1999
- Input cost, capacity utilization and substitution in the short run
Spanish Economic Review, 1999, 1, (3), 239-262 View citations (2)
See also Working Paper Input cost, capacity utilization and substitution in the short run, DES - Working Papers. Statistics and Econometrics. WS (1998) View citations (1) (1998)
1998
- Testing non-nested semiparametric models: an application to Engel curves specification
Journal of Applied Econometrics, 1998, 13, (2), 145-162 View citations (1)
1997
- Count Data Models With Variance Of Unknown Form: An Application To A Hedonic Model Of Worker Absenteeism
The Review of Economics and Statistics, 1997, 79, (1), 41-49 View citations (40)
See also Working Paper Count Data Models with Viriance of Unknown Form - An Application to a Hedonic Model of Worker Absenteeism, Working Papers (1994) (1994)
- Household Characteristics and Consumption Behaviour: A Nonparametric Approach
Empirical Economics, 1997, 22, (3), 409-29 View citations (7)
See also Working Paper Household characteristics and consumption behaviour: a nonparametric approach, DES - Working Papers. Statistics and Econometrics. WS (1996) View citations (1) (1996)
1996
- Optimal spectral kernel for long-range dependent time series
Statistics & Probability Letters, 1996, 30, (1), 37-43 View citations (3)
See also Working Paper Optimal spectral kernel for long-range dependent time series, DES - Working Papers. Statistics and Econometrics. WS (1994) (1994)
- TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
Journal of Time Series Analysis, 1996, 17, (3), 271-285 View citations (24)
1995
- Nonparametric and Semiparametric Estimation with Discrete Regressors
Econometrica, 1995, 63, (6), 1477-84 View citations (21)
See also Working Paper Nonparametric and semiparametric estimation with discrete regressors, DES - Working Papers. Statistics and Econometrics. WS (1994) View citations (1) (1994)
- On asymptotic inferences in non-parametric and semiparametric models with discrete and mixed regressors
Investigaciones Economicas, 1995, 19, (3), 435-467 View citations (3)
1994
- Semiparametric Specification Testing of Non-nested Econometric Models
The Review of Economic Studies, 1994, 61, (2), 291-303 View citations (27)
1993
- Testing the equality of nonparametric regression curves
Statistics & Probability Letters, 1993, 17, (3), 199-204 View citations (35)
1992
- Applied Nonparametric RegressionW. Härdle Cambridge University Press, 1990
Econometric Theory, 1992, 8, (3), 413-419
- Nonparametric and Semiparametric Methods for Economic Research
Journal of Economic Surveys, 1992, 6, (3), 201-49 View citations (15)
See also Working Paper Nonparametric and semiparametric methods for economic research, UC3M Working papers. Economics (1992) View citations (12) (1992)
- Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model
Econometric Theory, 1992, 8, (2), 203-222 View citations (21)
1990
- N-Kernel: A Review
Journal of Applied Econometrics, 1990, 5, (3), 299-304
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