Access Statistics for Miguel A. Delgado

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
- A NONPARAMETRIC TEST FOR SERIAL INDEPENDENCE OF REGRESSION ERRORS 0 0 0 24 0 0 1 78
A consistent test of significance 0 0 0 1 0 0 1 21
A distribution-free transform of the residuals sample autocorrelations with application to model checking 0 0 0 40 0 0 0 150
A new class of distribution-free tests for time series models specification 0 0 0 77 1 1 2 185
A new class of distribution-free tests for time series models specification 0 0 0 47 0 0 0 110
A nonparametric test for serial independence of errors in linear regression 0 0 0 0 0 0 1 10
Asymptotic and bootstrap specification tests of nonlinear in variable econometric models 0 0 0 2 0 0 0 11
Bootstrap goodness-of-fit tests for farima models 0 0 0 1 0 0 0 10
Computing nonparametric functional estimates in semiparametric problems 0 0 0 1 0 0 0 14
Conditional Distribution Model Specification Testing Using Chi-Square Goodness-of-Fit Tests 0 0 0 6 0 1 3 24
Conditional stochastic dominance testing 0 0 0 62 0 0 0 120
Consistent specification testing of quantile regression models 0 0 1 10 0 0 5 34
Consistent specification testing of stationary processes with long-range dependence: asymptotic and bootstrap tests 0 0 0 0 0 0 0 1
Count Data Models with Viriance of Unknown Form - An Application to a Hedonic Model of Worker Absenteeism 0 0 0 0 0 0 3 455
Count data models with variance of unknown form: an application to a hedonic model of worker absenteeism 0 0 0 2 0 0 0 26
Counterfactual Analysis Using Censored Duration Data 0 0 1 61 0 0 1 116
Distribution Free Goodness-of-Fit Tests for Linear Processes 0 0 0 3 1 1 1 25
Distribution Regression in Duration Analysis: an Application to Unemployment Spells 0 0 3 50 0 1 9 92
Distribution free goodness-of-fit tests for linear processes 0 0 0 2 0 1 1 24
Firms´productivity and the export market: a nonparametric approach 0 0 0 3 0 1 4 18
Global rates of convergence for the bias of singular integral estimators and their shifted versions 0 0 0 0 0 0 0 9
Household characteristics and consumption behaviour: a nonparametric approach 0 0 0 2 0 0 0 17
Inference on semiparametric models with discrete regressors 0 0 0 0 1 1 4 9
Input cost, capacity utilization and substitution in the short run 0 0 0 2 0 0 2 33
New methods for the analysis of long memory time series: application to Spanish inflation 0 0 1 6 0 0 1 15
Non-Nested Testing of Spatial Correlation 0 0 0 20 0 0 0 23
Non-nested testing of spatial correlation 0 0 0 9 0 0 1 35
Non-nested testing of spatial correlation 0 0 0 14 0 0 0 31
Non-parametric specification testing of non-nested econometric models 0 0 0 5 0 1 1 31
Nonparametric and semiparametric estimation with discrete regressors 0 0 0 2 0 0 1 10
Nonparametric and semiparametric methods for economic research 0 0 0 14 0 0 1 50
Nonparametric checks for count data models: an application to demand for health care in Spain 0 0 0 1 0 0 2 19
Nonparametric estimation of structural breakpoints 0 0 0 4 2 2 3 32
On universal unbiasedness of delta estimators 0 0 0 1 0 0 0 12
Optimal spectral bandwidth for long memory 0 0 0 2 0 0 1 12
Optimal spectral kernel for long-range dependent time series 0 0 0 0 0 0 0 4
Semiparametric Specification Testing 0 0 0 9 0 1 2 213
Semiparametric Specification Testing of Nonlinear Models 0 0 0 24 0 0 2 241
Semiparametric Versus Parametric Count-Data Models-- Econometric Considerations and Estimates of Hedonic- Equilibrium Model of Worker Absenteeism 0 0 0 0 0 0 0 623
Significance testing in nonparametric regression base on the bootstrap 0 0 0 2 0 0 0 19
Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator 0 0 0 4 0 0 2 36
Testing Constancy in Varying Coefficient Models 0 0 0 17 0 0 3 52
Testing conditional monotonicity in the absence of smoothness 0 0 0 32 0 0 0 103
Testing serial independence using the sample distribution function 0 0 0 5 0 0 0 21
Testing the equality of nonparametric regression curves 0 0 0 6 1 1 2 23
Total Working Papers 0 0 6 573 6 12 60 3,197
2 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019 0 0 0 0 1 2 2 4
An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking 0 0 0 14 0 2 2 74
Applied Nonparametric RegressionW. Härdle Cambridge University Press, 1990 0 0 3 122 0 0 5 320
Averaged Singular Integral Estimation as a Bias Reduction Technique 0 0 0 4 0 0 0 38
BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL 0 0 0 11 0 0 1 69
Conditional Stochastic Dominance Testing 0 0 0 25 1 1 6 90
Consistent Tests of Conditional Moment Restrictions 0 1 1 5 0 2 6 28
Count Data Models With Variance Of Unknown Form: An Application To A Hedonic Model Of Worker Absenteeism 0 0 1 70 1 3 6 314
Distribution regression in duration analysis: an application to unemployment spells 0 0 0 4 1 1 1 10
Distribution-free specification tests for dynamic linear models 0 0 0 23 1 1 7 166
Distribution-free specification tests of conditional models 0 0 0 33 0 3 6 103
Distribution-free tests for time series models specification 0 0 0 21 0 1 2 89
Distribution-free tests of stochastic monotonicity 0 0 0 23 0 1 4 107
Editor's introduction 0 0 0 6 0 1 1 32
Editor's introduction 0 0 0 9 0 0 0 28
External bootstrap tests for parameter stability 0 0 0 38 0 0 0 118
Firm productivity and export markets: a non-parametric approach 0 0 1 518 0 0 9 1,138
Goodness-of-fit techniques for count data models: an application to the demand for dental care in Spain 0 0 0 313 0 1 3 986
Household Characteristics and Consumption Behaviour: A Nonparametric Approach 0 0 0 0 0 1 2 492
Input cost, capacity utilization and substitution in the short run 0 0 0 166 0 0 3 1,228
N-Kernel: A Review 0 0 0 25 1 1 4 157
Non-nested testing of spatial correlation 0 0 1 2 0 1 3 34
Nonparametric and Semiparametric Estimation with Discrete Regressors 0 0 0 65 0 3 4 331
Nonparametric and Semiparametric Methods for Economic Research 0 0 0 0 0 0 0 340
Nonparametric inference on structural breaks 0 0 0 78 0 0 0 210
Nonparametric tests for conditional symmetry 0 0 2 15 0 0 5 56
Nonparametric tests for conditional symmetry in dynamic models 0 0 0 57 0 0 1 140
On asymptotic inferences in non-parametric and semiparametric models with discrete and mixed regressors 0 0 0 37 1 1 2 138
Optimal spectral kernel for long-range dependent time series 0 0 0 1 0 0 1 12
Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model 0 0 0 4 0 2 2 48
Semiparametric Specification Testing of Non-nested Econometric Models 0 0 0 41 0 3 3 163
Sign tests for long-memory time series 0 0 0 83 0 1 1 203
Specification testing 0 0 0 50 1 1 1 114
Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator 0 0 2 57 1 1 5 329
TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION 0 0 1 2 0 1 3 8
Testing constancy in varying coefficient models 0 0 1 6 1 1 5 21
Testing non-nested semiparametric models: an application to Engel curves specification 0 0 1 65 0 0 2 307
Testing the equality of nonparametric regression curves 0 0 0 39 1 3 4 117
Total Journal Articles 0 1 14 2,032 11 39 112 8,162


Statistics updated 2025-10-06