Details about Miguel A. Delgado

E-mail:
Homepage:	http://www.eco.uc3m.es/personal/delgado/
Phone:	+34 916249804
Postal address:	Departamento de Economía, Universidad Carlos III de Madrid, Getafe 28903, Spain.
Workplace:	Departamento de Economía (Department of Economics), Universidad Carlos III de Madrid (Carlos III University of Madrid), (more information at EDIRC)

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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Jump to Journal Articles

Working Papers

2022

1. Chi-Square Goodness-of-Fit Tests for Conditional Distributions
   Papers, arXiv.org

2021

2. Distribution Regression in Duration Analysis: an Application to Unemployment Spells
   Papers, arXiv.org
   See also Journal Article in The Econometrics Journal (2022)

2019

3. Testing Constancy in Varying Coefficient Models
   UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía
   See also Journal Article in Journal of Econometrics (2021)

2018

4. Counterfactual Analysis Using Censored Duration Data
   UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía

2015

5. Non-nested testing of spatial correlation
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (8)
   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 in Journal of Econometrics (2015)

2011

6. Conditional stochastic dominance testing
   UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (1)
   See also Journal Article in Journal of Business & Economic Statistics (2013)

2010

7. A distribution-free transform of the residuals sample autocorrelations with application to model checking
   UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía
8. Testing conditional monotonicity in the absence of smoothness
   UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (1)

2009

9. A new class of distribution-free tests for time series models specification
   UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (1)
   Also in UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2007) View citations (1)

2005

10. 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 (28)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) View citations (30)

2000

11. 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 Estadística
    See also Journal Article in Economics Letters (2001)

1999

12. - A NONPARAMETRIC TEST FOR SERIAL INDEPENDENCE OF REGRESSION ERRORS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
13. Bootstrap goodness-of-fit tests for farima models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (1)
14. Firms´productivity and the export market: a nonparametric approach
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
15. 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 Estadística
16. On universal unbiasedness of delta estimators
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística

1998

17. 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 Estadística
18. 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 Estadística View citations (2)
19. 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 Estadística
20. Input cost, capacity utilization and substitution in the short run
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (1)
    See also Journal Article in Spanish Economic Review (1999)
21. Significance testing in nonparametric regression base on the bootstrap
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (2)

1997

22. Consistent specification testing of quantile regression models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (1)
23. 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 Estadística

1996

24. Household characteristics and consumption behaviour: a nonparametric approach
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (1)
    See also Journal Article in Empirical Economics (1997)

1995

25. A consistent test of significance
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística

1994

26. 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 Estadística (1994)
    See also Journal Article in The Review of Economics and Statistics (1997)
27. Non-parametric specification testing of non-nested econometric models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
28. Nonparametric and semiparametric estimation with discrete regressors
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (1)
    See also Journal Article in Econometrica (1995)
29. Nonparametric estimation of structural breakpoints
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
30. Optimal spectral kernel for long-range dependent time series
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
    See also Journal Article in Statistics & Probability Letters (1996)

1993

31. Inference on semiparametric models with discrete regressors
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
32. 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 Estadística View citations (2)
33. Optimal spectral bandwidth for long memory
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (1)
34. Testing serial independence using the sample distribution function
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
    See also Journal Article in Journal of Time Series Analysis (1996)

1992

35. Computing nonparametric functional estimates in semiparametric problems
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (2)
36. Nonparametric and semiparametric methods for economic research
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (11)
    See also Journal Article in Journal of Economic Surveys (1992)
37. 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 (2)
38. Testing the equality of nonparametric regression curves
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía
    See also Journal Article in Statistics & Probability Letters (1993)

1990

39. Semiparametric Specification Testing
    Working Paper, Economics Department, Queen's University View citations (6)
40. Semiparametric Specification Testing of Nonlinear Models
    Working Paper, Economics Department, Queen's University

Journal Articles

2022

1. Distribution regression in duration analysis: an application to unemployment spells
   (Lecture notes in statistics: Proceedings)
   The Econometrics Journal, 2022, 25, (3), 675-698
   See also Working Paper (2021)

2021

2. 4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019
   Scandinavian Journal of Statistics, 2021, 48, (2), 371-374
3. Testing constancy in varying coefficient models
   Journal of Econometrics, 2021, 222, (1), 625-644
   See also Working Paper (2019)

2018

4. Nonparametric tests for conditional symmetry
   Journal of Econometrics, 2018, 206, (2), 447-471

2015

5. Non-nested testing of spatial correlation
   Journal of Econometrics, 2015, 187, (1), 385-401 View citations (8)
   See also Working Paper (2015)

2013

6. Conditional Stochastic Dominance Testing
   Journal of Business & Economic Statistics, 2013, 31, (1), 16-28 View citations (9)
   See also Working Paper (2011)

2012

7. Distribution-free tests of stochastic monotonicity
   Journal of Econometrics, 2012, 170, (1), 68-75 View citations (30)

2011

8. 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 (10)
9. BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL
   Econometric Theory, 2011, 27, (5), 1083-1116 View citations (2)

2010

10. Distribution-free tests for time series models specification
    Journal of Econometrics, 2010, 155, (2), 128-137 View citations (2)

2009

11. Distribution-free specification tests for dynamic linear models
    Econometrics Journal, 2009, 12, (s1), S105-S134 View citations (1)
12. Editor's introduction
    Journal of Econometrics, 2009, 151, (2), 99-100
13. Editor's introduction
    Journal of Econometrics, 2009, 152, (1), 1-2

2008

14. Distribution-free specification tests of conditional models
    Journal of Econometrics, 2008, 143, (1), 37-55 View citations (24)
15. Specification testing
    Journal of Econometrics, 2008, 143, (1), 1-4

2007

16. Nonparametric tests for conditional symmetry in dynamic models
    Journal of Econometrics, 2007, 141, (2), 652-682 View citations (34)

2006

17. Consistent Tests of Conditional Moment Restrictions
    Annals of Economics and Statistics, 2006, (81), 33-67 View citations (19)

2005

18. Sign tests for long-memory time series
    Journal of Econometrics, 2005, 128, (2), 215-251 View citations (6)

2002

19. Averaged Singular Integral Estimation as a Bias Reduction Technique
    Journal of Multivariate Analysis, 2002, 80, (1), 127-137 View citations (1)
20. External bootstrap tests for parameter stability
    Journal of Econometrics, 2002, 109, (2), 275-303 View citations (2)
21. Firm productivity and export markets: a non-parametric approach
    Journal of International Economics, 2002, 57, (2), 397-422 View citations (420)
22. 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

23. Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator
    Economics Letters, 2001, 73, (2), 241-250 View citations (54)
    See also Working Paper (2000)

2000

24. Nonparametric inference on structural breaks
    Journal of Econometrics, 2000, 96, (1), 113-144 View citations (44)

1999

25. 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 (1998)

1998

26. Testing non-nested semiparametric models: an application to Engel curves specification
    Journal of Applied Econometrics, 1998, 13, (2), 145-162 View citations (1)

1997

27. 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 (36)
    See also Working Paper (1994)
28. Household Characteristics and Consumption Behaviour: A Nonparametric Approach
    Empirical Economics, 1997, 22, (3), 409-29 View citations (6)
    See also Working Paper (1996)

1996

29. Optimal spectral kernel for long-range dependent time series
    Statistics & Probability Letters, 1996, 30, (1), 37-43 View citations (3)
    See also Working Paper (1994)
30. TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
    Journal of Time Series Analysis, 1996, 17, (3), 271-285 View citations (24)
    See also Working Paper (1993)

1995

31. Nonparametric and Semiparametric Estimation with Discrete Regressors
    Econometrica, 1995, 63, (6), 1477-84 View citations (21)
    See also Working Paper (1994)
32. 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

33. Semiparametric Specification Testing of Non-nested Econometric Models
    Review of Economic Studies, 1994, 61, (2), 291-303 View citations (27)

1993

34. Testing the equality of nonparametric regression curves
    Statistics & Probability Letters, 1993, 17, (3), 199-204 View citations (34)
    See also Working Paper (1992)

1992

35. Applied Nonparametric RegressionW. Härdle Cambridge University Press, 1990
    Econometric Theory, 1992, 8, (3), 413-419
36. Nonparametric and Semiparametric Methods for Economic Research
    Journal of Economic Surveys, 1992, 6, (3), 201-49 View citations (14)
    See also Working Paper (1992)
37. Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model
    Econometric Theory, 1992, 8, (2), 203-222 View citations (21)

1990

38. N-Kernel: A Review
    Journal of Applied Econometrics, 1990, 5, (3), 299-304