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 23 0 0 0 76
A consistent test of significance 0 0 0 1 1 1 1 20
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 76 0 0 0 182
A new class of distribution-free tests for time series models specification 0 0 0 47 0 0 1 109
A nonparametric test for serial independence of errors in linear regression 0 0 0 0 0 0 0 9
Asymptotic and bootstrap specification tests of nonlinear in variable econometric models 0 0 0 2 0 0 0 10
Bootstrap goodness-of-fit tests for farima models 0 0 0 1 0 0 0 9
Chi-Square Goodness-of-Fit Tests for Conditional Distributions 0 0 6 6 0 2 12 12
Computing nonparametric functional estimates in semiparametric problems 0 0 0 1 0 0 0 14
Conditional stochastic dominance testing 0 0 1 61 0 1 7 117
Consistent specification testing of quantile regression models 0 1 2 6 0 1 3 20
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 1 452
Count data models with variance of unknown form: an application to a hedonic model of worker absenteeism 0 0 0 2 0 0 1 25
Counterfactual Analysis Using Censored Duration Data 0 0 1 58 0 0 4 110
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 0 46 0 1 2 80
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 1 3 0 0 1 13
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 1 0 0 1 15
Inference on semiparametric models with discrete regressors 0 0 0 0 0 0 0 3
Input cost, capacity utilization and substitution in the short run 0 0 0 2 0 0 1 30
New methods for the analysis of long memory time series: application to Spanish inflation 0 0 1 5 0 1 5 12
Non-Nested Testing of Spatial Correlation 0 0 0 20 0 0 0 22
Non-nested testing of spatial correlation 0 0 0 13 0 0 0 30
Non-nested testing of spatial correlation 0 0 0 9 0 0 1 34
Non-parametric specification testing of non-nested econometric models 0 0 0 5 0 0 0 27
Nonparametric and semiparametric estimation with discrete regressors 0 0 1 2 0 0 1 8
Nonparametric and semiparametric methods for economic research 0 2 3 13 0 3 4 47
Nonparametric checks for count data models: an application to demand for health care in Spain 0 0 0 1 0 0 0 17
Nonparametric estimation of structural breakpoints 0 0 0 4 0 0 4 26
On universal unbiasedness of delta estimators 0 0 0 1 0 0 0 9
Optimal spectral bandwidth for long memory 0 0 0 2 0 0 0 11
Optimal spectral kernel for long-range dependent time series 0 0 0 0 0 0 1 4
Semiparametric Specification Testing 0 0 0 9 0 0 0 211
Semiparametric Specification Testing of Nonlinear Models 0 0 0 24 0 0 0 238
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 1 1 3 18
Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator 0 0 0 4 0 0 1 30
Testing Constancy in Varying Coefficient Models 0 1 4 16 0 1 7 46
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 3 0 1 1 15
Testing the equality of nonparametric regression curves 2 2 2 5 2 2 2 19
Total Working Papers 2 6 22 551 4 15 65 3,063
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 0 0
An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking 0 0 0 14 0 0 1 72
Applied Nonparametric RegressionW. Härdle Cambridge University Press, 1990 0 2 11 109 1 5 18 297
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 24 0 0 4 75
Consistent Tests of Conditional Moment Restrictions 0 0 2 4 0 0 2 20
Count Data Models With Variance Of Unknown Form: An Application To A Hedonic Model Of Worker Absenteeism 0 0 0 69 0 1 2 307
Distribution regression in duration analysis: an application to unemployment spells 0 0 3 3 0 0 7 7
Distribution-free specification tests for dynamic linear models 0 0 0 23 0 0 0 159
Distribution-free specification tests of conditional models 0 0 1 33 0 0 1 96
Distribution-free tests for time series models specification 0 0 0 21 0 0 2 87
Distribution-free tests of stochastic monotonicity 0 0 1 23 0 1 5 98
Editor's introduction 0 0 0 9 0 0 0 28
Editor's introduction 0 0 0 6 0 0 0 31
External bootstrap tests for parameter stability 0 0 0 38 0 0 0 117
Firm productivity and export markets: a non-parametric approach 0 0 5 507 2 5 27 1,106
Goodness-of-fit techniques for count data models: an application to the demand for dental care in Spain 0 0 0 313 0 0 0 983
Household Characteristics and Consumption Behaviour: A Nonparametric Approach 0 0 0 0 0 0 0 487
Input cost, capacity utilization and substitution in the short run 0 0 0 166 0 0 1 1,225
N-Kernel: A Review 0 0 0 25 0 0 0 153
Non-nested testing of spatial correlation 0 0 0 1 0 0 1 30
Nonparametric and Semiparametric Estimation with Discrete Regressors 0 0 0 65 0 0 2 325
Nonparametric and Semiparametric Methods for Economic Research 0 0 0 0 0 0 0 339
Nonparametric inference on structural breaks 0 0 2 75 0 0 6 204
Nonparametric tests for conditional symmetry 0 0 0 13 0 0 0 46
Nonparametric tests for conditional symmetry in dynamic models 0 0 2 57 0 0 2 139
On asymptotic inferences in non-parametric and semiparametric models with discrete and mixed regressors 0 0 0 36 0 0 0 133
Optimal spectral kernel for long-range dependent time series 0 0 0 1 0 0 0 11
Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model 0 0 1 3 0 0 1 43
Semiparametric Specification Testing of Non-nested Econometric Models 0 0 1 40 0 0 3 159
Sign tests for long-memory time series 0 0 0 82 0 0 0 200
Specification testing 0 0 0 50 0 0 0 112
Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator 0 0 1 54 0 1 4 319
TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION 0 0 0 1 0 0 0 5
Testing constancy in varying coefficient models 0 0 2 3 0 0 4 12
Testing non-nested semiparametric models: an application to Engel curves specification 0 0 0 62 0 0 1 300
Testing the equality of nonparametric regression curves 1 1 2 39 1 2 4 111
Total Journal Articles 1 3 34 1,984 4 15 98 7,942


Statistics updated 2023-05-07