Details about Miguel A. Delgado

Access statistics for papers by Miguel A. Delgado.

Last updated 2012-08-17. Update your information in the RePEc Author Service.

Short-id: pde774

Working Papers

2011

1. Conditional stochastic dominance testing
   UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (1)

2010

2. 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
3. Testing conditional monotonicity in the absence of smoothness
   UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (1)

2009

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

1999

5. - A NONPARAMETRIC TEST FOR SERIAL INDEPENDENCE OF REGRESSION ERRORS
   Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)

1994

6. 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
   See also Journal Article in The Review of Economics and Statistics (1997)

1992

7. 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)

1990

8. Semiparametric Specification Testing
   Working Paper, Economics Department, Queen's University View citations (5)
9. Semiparametric Specification Testing of Nonlinear Models
   Working Paper, Economics Department, Queen's University

Journal Articles

2011

1. 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 (7)
2. BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL
   Econometric Theory, 2011, 27, (5), 1083-1116 View citations (2)

2010

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

2009

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

2008

7. Distribution-free specification tests of conditional models
   Journal of Econometrics, 2008, 143, (1), 37-55 View citations (17)
8. Specification testing
   Journal of Econometrics, 2008, 143, (1), 1-4

2007

9. Nonparametric tests for conditional symmetry in dynamic models
   Journal of Econometrics, 2007, 141, (2), 652-682 View citations (30)

2005

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

2002

11. Averaged Singular Integral Estimation as a Bias Reduction Technique
    Journal of Multivariate Analysis, 2002, 80, (1), 127-137 View citations (1)
12. External bootstrap tests for parameter stability
    Journal of Econometrics, 2002, 109, (2), 275-303 View citations (2)
13. Firm productivity and export markets: a non-parametric approach
    Journal of International Economics, 2002, 57, (2), 397-422 View citations (362)
14. 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

15. Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator
    Economics Letters, 2001, 73, (2), 241-250 View citations (43)

2000

16. Nonparametric inference on structural breaks
    Journal of Econometrics, 2000, 96, (1), 113-144 View citations (39)

1999

17. Input cost, capacity utilization and substitution in the short run
    Spanish Economic Review, 1999, 1, (3), 239-262 View citations (2)

1998

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

1997

19. 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 (25)
    See also Working Paper (1994)
20. Household Characteristics and Consumption Behaviour: A Nonparametric Approach
    Empirical Economics, 1997, 22, (3), 409-29 View citations (5)

1996

21. Optimal spectral kernel for long-range dependent time series
    Statistics & Probability Letters, 1996, 30, (1), 37-43 View citations (3)

1995

22. Nonparametric and Semiparametric Estimation with Discrete Regressors
    Econometrica, 1995, 63, (6), 1477-84 View citations (21)
23. On asymptotic inferences in non-parametric and semiparametric models with discrete and mixed regressors
    Investigaciones Economicas, 1995, 19, (3), 435-467 View citations (3)

1993

24. Testing the equality of nonparametric regression curves
    Statistics & Probability Letters, 1993, 17, (3), 199-204 View citations (26)

1992

25. Applied Nonparametric RegressionW. Härdle Cambridge University Press, 1990
    Econometric Theory, 1992, 8, (3), 413-419
26. Nonparametric and Semiparametric Methods for Economic Research
    Journal of Economic Surveys, 1992, 6, (3), 201-49 View citations (12)
27. Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model
    Econometric Theory, 1992, 8, (2), 203-222 View citations (16)

1990

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