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 1 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 47 0 0 0 110
A new class of distribution-free tests for time series models specification 0 0 0 77 0 0 1 184
A nonparametric test for serial independence of errors in linear regression 0 0 0 0 0 1 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 2 6 23
Conditional stochastic dominance testing 0 0 0 62 0 0 0 120
Consistent specification testing of quantile regression models 0 1 1 10 0 1 2 31
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 1 453
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 60 0 0 1 115
Distribution Free Goodness-of-Fit Tests for Linear Processes 0 0 0 3 0 0 0 24
Distribution Regression in Duration Analysis: an Application to Unemployment Spells 0 0 2 49 0 0 7 89
Distribution free goodness-of-fit tests for linear processes 0 0 0 2 0 0 0 23
Firms´productivity and the export market: a nonparametric approach 0 0 0 3 0 0 1 15
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 1 17
Inference on semiparametric models with discrete regressors 0 0 0 0 0 0 4 8
Input cost, capacity utilization and substitution in the short run 0 0 0 2 0 0 3 33
New methods for the analysis of long memory time series: application to Spanish inflation 0 1 1 6 0 1 1 15
Non-Nested Testing of Spatial Correlation 0 0 0 20 0 0 1 23
Non-nested testing of spatial correlation 0 0 0 9 0 0 0 34
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 0 1 30
Nonparametric and semiparametric estimation with discrete regressors 0 0 0 2 0 0 0 9
Nonparametric and semiparametric methods for economic research 0 0 0 14 0 0 2 50
Nonparametric checks for count data models: an application to demand for health care in Spain 0 0 0 1 0 1 2 19
Nonparametric estimation of structural breakpoints 0 0 0 4 0 1 3 30
On universal unbiasedness of delta estimators 0 0 0 1 0 0 1 12
Optimal spectral bandwidth for long memory 0 0 0 2 0 1 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 1 212
Semiparametric Specification Testing of Nonlinear Models 0 0 0 24 0 2 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 1 2 35
Testing Constancy in Varying Coefficient Models 0 0 0 17 1 1 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 1 21
Testing the equality of nonparametric regression curves 0 0 0 6 0 0 0 21
Total Working Papers 0 2 5 571 1 14 51 3,171
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 0 0 1 2
An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking 0 0 0 14 0 0 0 72
Applied Nonparametric RegressionW. Härdle Cambridge University Press, 1990 1 1 2 121 2 2 3 318
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 0 68
Conditional Stochastic Dominance Testing 0 0 0 25 0 1 8 89
Consistent Tests of Conditional Moment Restrictions 0 0 0 4 1 2 4 25
Count Data Models With Variance Of Unknown Form: An Application To A Hedonic Model Of Worker Absenteeism 0 0 1 70 0 0 3 311
Distribution regression in duration analysis: an application to unemployment spells 0 0 0 4 0 0 0 9
Distribution-free specification tests for dynamic linear models 0 0 0 23 0 3 5 164
Distribution-free specification tests of conditional models 0 0 0 33 0 0 4 100
Distribution-free tests for time series models specification 0 0 0 21 0 0 1 88
Distribution-free tests of stochastic monotonicity 0 0 0 23 0 0 2 104
Editor's introduction 0 0 0 6 0 0 0 31
Editor's introduction 0 0 0 9 0 0 0 28
External bootstrap tests for parameter stability 0 0 0 38 0 0 1 118
Firm productivity and export markets: a non-parametric approach 0 0 1 518 1 3 11 1,137
Goodness-of-fit techniques for count data models: an application to the demand for dental care in Spain 0 0 0 313 0 1 2 985
Household Characteristics and Consumption Behaviour: A Nonparametric Approach 0 0 0 0 1 1 1 491
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 2 2 155
Non-nested testing of spatial correlation 0 0 1 2 0 0 3 33
Nonparametric and Semiparametric Estimation with Discrete Regressors 0 0 0 65 1 1 1 328
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 1 210
Nonparametric tests for conditional symmetry 0 1 2 15 0 2 6 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 1 37 0 0 2 137
Optimal spectral kernel for long-range dependent time series 0 0 0 1 0 1 1 12
Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model 0 0 0 4 0 0 0 46
Semiparametric Specification Testing of Non-nested Econometric Models 0 0 0 41 0 0 0 160
Sign tests for long-memory time series 0 0 0 83 0 0 1 202
Specification testing 0 0 0 50 0 0 0 113
Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator 0 0 1 56 0 1 2 326
TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION 0 0 0 1 0 1 1 6
Testing constancy in varying coefficient models 0 0 1 6 1 1 3 19
Testing non-nested semiparametric models: an application to Engel curves specification 0 0 2 65 0 0 3 307
Testing the equality of nonparametric regression curves 0 0 0 39 0 0 0 113
Total Journal Articles 1 2 12 2,028 8 22 76 8,109


Statistics updated 2025-05-12