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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 2022-12-30. Update your information in the RePEc Author Service.

Short-id: pde774


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Working Papers

2022

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

2021

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

2019

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

2018

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

2015

  1. Non-nested testing of spatial correlation
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (8)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) Downloads
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2013) Downloads

    See also Journal Article in Journal of Econometrics (2015)

2011

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

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 View citations (1)
    Also in UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2007) Downloads View citations (1)

2005

  1. Distribution Free Goodness-of-Fit Tests for Linear Processes
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads View citations (28)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) Downloads View citations (30)

2000

  1. 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 Downloads
    See also Journal Article in Economics Letters (2001)

1999

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

1998

  1. 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 Downloads
  2. 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 Downloads View citations (2)
  3. 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 Downloads
  4. 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 Downloads View citations (1)
    See also Journal Article in Spanish Economic Review (1999)
  5. Significance testing in nonparametric regression base on the bootstrap
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (2)

1997

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

1996

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

1995

  1. A consistent test of significance
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística 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
    Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (1994) Downloads

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

1993

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

1992

  1. Computing nonparametric functional estimates in semiparametric problems
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (2)
  2. Nonparametric and semiparametric methods for economic research
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (11)
    See also Journal Article in Journal of Economic Surveys (1992)
  3. 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)
  4. Testing the equality of nonparametric regression curves
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
    See also Journal Article in Statistics & Probability Letters (1993)

1990

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

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 Downloads
    See also Working Paper (2021)

2021

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

2018

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

2015

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

2013

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

2012

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

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 (10)
  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 View citations (1)
  2. Editor's introduction
    Journal of Econometrics, 2009, 151, (2), 99-100 Downloads
  3. Editor's introduction
    Journal of Econometrics, 2009, 152, (1), 1-2 Downloads

2008

  1. Distribution-free specification tests of conditional models
    Journal of Econometrics, 2008, 143, (1), 37-55 Downloads View citations (24)
  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 (34)

2006

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

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 (420)
  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 (54)
    See also Working Paper (2000)

2000

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

1999

  1. Input cost, capacity utilization and substitution in the short run
    Spanish Economic Review, 1999, 1, (3), 239-262 Downloads View citations (2)
    See also Working Paper (1998)

1998

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

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

1996

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

1995

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

1994

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

1993

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

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 (14)
    See also Working Paper (1992)
  3. Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model
    Econometric Theory, 1992, 8, (2), 203-222 Downloads View citations (21)

1990

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