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

Short-id: pde774


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Working Papers

2011

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

2010

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

2009

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

1999

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

1994

  1. 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

  1. 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

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

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

2010

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

2009

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

2008

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

2007

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

2005

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

2002

  1. Averaged Singular Integral Estimation as a Bias Reduction Technique
    Journal of Multivariate Analysis, 2002, 80, (1), 127-137 Downloads View citations (1)
  2. External bootstrap tests for parameter stability
    Journal of Econometrics, 2002, 109, (2), 275-303 Downloads View citations (2)
  3. Firm productivity and export markets: a non-parametric approach
    Journal of International Economics, 2002, 57, (2), 397-422 Downloads View citations (362)
  4. 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 Downloads View citations (3)

2001

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

2000

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

1999

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

1998

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

1997

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

1996

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

1995

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

1993

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

1992

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

1990

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