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Miguel A. Delgado

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Delgado, Miguel A & Stengos, Thanasis, 1990. "N-Kernel: A Review," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(3), pages 299-304, July-Sept.

    Mentioned in:

    1. N-kernel: A review (Journal of Applied Econometrics 1990) in ReplicationWiki ()
  2. Miguel A. Delgado & Juan Mora, 1998. "Testing non-nested semiparametric models: an application to Engel curves specification," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(2), pages 145-162.

    Mentioned in:

    1. Testing non‐nested semiparametric models: an application to Engel curves specification (Journal of Applied Econometrics 1998) in ReplicationWiki ()
    2. Testing non-nested semiparametric models: an application to Engel curves specification (Journal of Applied Econometrics 1998) in ReplicationWiki ()

Working papers

  1. Miguel A. Delgado & Andr'es Garc'ia-Suaza & Pedro H. C. Sant'Anna, 2019. "Distribution Regression in Duration Analysis: an Application to Unemployment Spells," Papers 1904.06185, arXiv.org, revised Nov 2021.

    Cited by:

    1. Dominik Wied, 2022. "Semiparametric Distribution Regression with Instruments and Monotonicity," Papers 2212.03704, arXiv.org.
    2. Chen, Songnian, 2023. "Two-step estimation of censored quantile regression for duration models with time-varying regressors," Journal of Econometrics, Elsevier, vol. 235(2), pages 1310-1336.
    3. Myrthe D’Haen & Ingrid Van Keilegom & Anneleen Verhasselt, 2025. "Quantile regression under dependent censoring with unknown association," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 31(2), pages 253-299, April.
    4. Yao, Li & Li, Jun & Chen, Kaihua & Yu, Rongjian, 2024. "Winning the second race of technology standardization: Strategic maneuvers in SEP follow-on innovations," Research Policy, Elsevier, vol. 53(6).
    5. Santiago Acerenza & Vitor Possebom & Pedro H. C. Sant'Anna, 2023. "Was Javert right to be suspicious? Marginal Treatment Effects with Duration Outcomes," Papers 2311.13969, arXiv.org, revised Apr 2025.
    6. Holger Dette & Kathrin Mollenhoff & Dominik Wied, 2025. "Practically significant differences between conditional distribution functions," Papers 2506.06545, arXiv.org.

  2. Miguel A. Delgado & Peter M Robinson, 2013. "Non-Nested Testing of Spatial Correlation," STICERD - Econometrics Paper Series 568, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

    Cited by:

    1. Abhimanyu Gupta & Xi Qu & Sorawoot Srisuma & Jiajun Zhang, 2025. "Wald inference on varying coefficients," Papers 2502.03084, arXiv.org, revised Sep 2025.
    2. Gupta, A & Robinson, PM, 2015. "Pseudo Maximum Likelihood Estimation of Spatial Autoregressive Models with Increasing Dimension," Economics Discussion Papers 22698, University of Essex, Department of Economics.
    3. Francesca Rossi & Peter M. Robinson, 2020. "Higher-Order Least Squares Inference for Spatial Autoregressions," Working Papers 04/2020, University of Verona, Department of Economics.
    4. Jakub Olejnik & Alicja Olejnik, 2020. "QML estimation with non-summable weight matrices," Journal of Geographical Systems, Springer, vol. 22(4), pages 469-495, October.
    5. Jin, Fei & Lee, Lung-fei, 2019. "GEL estimation and tests of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 208(2), pages 585-612.
    6. Rossi, Francesca & Robinson, Peter M., 2023. "Higher-order least squares inference for spatial autoregressions," Journal of Econometrics, Elsevier, vol. 232(1), pages 244-269.
    7. Gupta, A, 2015. "Autoregressive Spatial Spectral Estimates," Economics Discussion Papers 23825, University of Essex, Department of Economics.
    8. Rossi, Francesca & Lieberman, Offer, 2023. "Spatial autoregressions with an extended parameter space and similarity-based weights," Journal of Econometrics, Elsevier, vol. 235(2), pages 1770-1798.
    9. Jungyoon Lee & Peter C.B. Phillips & Francesca Rossi, 2020. "Consistent Misspecification Testing in Spatial Autoregressive Models," Cowles Foundation Discussion Papers 2256, Cowles Foundation for Research in Economics, Yale University.
    10. Abhimanyu Gupta & Xi Qu, 2021. "Consistent specification testing under spatial dependence," Papers 2101.10255, arXiv.org, revised Aug 2022.

  3. Delgado, Miguel A. & Escanciano, Juan Carlos, 2011. "Conditional stochastic dominance testing," UC3M Working papers. Economics we1138, Universidad Carlos III de Madrid. Departamento de Economía.

    Cited by:

    1. Pangpang Liu & Yichuan Zhao, 2024. "Smoothed empirical likelihood for the difference of two quantiles with the paired sample," Statistical Papers, Springer, vol. 65(4), pages 2077-2108, June.
    2. Pedro H. C. Sant’Anna, 2021. "Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 816-832, July.
    3. Donald W.K. Andrews & Xiaoxia Shi, 2015. "Inference Based on Many Conditional Moment Inequalities," Cowles Foundation Discussion Papers 2010R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.
    4. Chao, Shih-kang & Proksch, Katharina & Dette, Holger & Härdle, Wolfgang Karl, 2014. "Confidence corridors for multivariate generalized quantile regression," SFB 649 Discussion Papers 2014-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    5. Jesus Gonzalo & Jose Olmo, 2014. "Conditional Stochastic Dominance Tests In Dynamic Settings," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 819-838, August.
    6. Lorenzo Tedesco & Ingrid Van Keilegom, 2023. "Comparison of quantile regression curves with censored data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(3), pages 829-864, September.
    7. Beare, Brendan K. & Shi, Xiaoxia, 2019. "An improved bootstrap test of density ratio ordering," Econometrics and Statistics, Elsevier, vol. 10(C), pages 9-26.
    8. Federico A. Bugni & Ivan A. Canay & Deborah Kim, 2025. "Testing Conditional Stochastic Dominance at Target Points," Papers 2503.14747, arXiv.org, revised Nov 2025.
    9. E. Agliardi & M. Pinar & T. Stengos, 2014. "Assessing temporal trends and industry contributions to air and water pollution using stochastic dominance," Working Papers wp981, Dipartimento Scienze Economiche, Universita' di Bologna.
    10. Brendan Kline, 2016. "Identification of the Direction of a Causal Effect by Instrumental Variables," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 176-184, April.

  4. Delgado, Miguel A. & Escanciano, Juan Carlos, 2010. "Testing conditional monotonicity in the absence of smoothness," UC3M Working papers. Economics we1017, Universidad Carlos III de Madrid. Departamento de Economía.

    Cited by:

    1. Denis Chetverikov, 2012. "Testing regression monotonicity in econometric models," CeMMAP working papers CWP35/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Denis Chetverikov, 2012. "Testing regression monotonicity in econometric models," CeMMAP working papers 35/12, Institute for Fiscal Studies.

  5. Delgado, Miguel A. & Velasco, Carlos, 2007. "A new class of distribution-free tests for time series models specification," UC3M Working papers. Economics we078047, Universidad Carlos III de Madrid. Departamento de Economía.

    Cited by:

    1. Zaichao Du, 2016. "Nonparametric bootstrap tests for independence of generalized errors," Econometrics Journal, Royal Economic Society, vol. 19(1), pages 55-83, February.
    2. Escanciano, J. Carlos & Lobato, Ignacio N., 2009. "An automatic Portmanteau test for serial correlation," Journal of Econometrics, Elsevier, vol. 151(2), pages 140-149, August.

  6. Miguel A. Delgado & Javier Hidalgo & Carlos Velasco, 2005. "Distribution Free Goodness-of-Fit Tests for Linear Processes," STICERD - Econometrics Paper Series 482, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

    Cited by:

    1. Delgado, Miguel A. & Velasco, Carlos, 2007. "A new class of distribution-free tests for time series models specification," UC3M Working papers. Economics we078047, Universidad Carlos III de Madrid. Departamento de Economía.
    2. Can, S.U. & Einmahl, John & Laeven, R.J.A., 2017. "Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas," Other publications TiSEM feb9a064-2a9f-47d6-a02b-7, Tilburg University, School of Economics and Management.
    3. Hidalgo, J., 2008. "Specification testing for regression models with dependent data," Journal of Econometrics, Elsevier, vol. 143(1), pages 143-165, March.
    4. Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
    5. Delgado, Miguel A. & Arteaga-Molina, Luis A., 2021. "Testing constancy in varying coefficient models," Journal of Econometrics, Elsevier, vol. 222(1), pages 625-644.
    6. Delgado, Miguel A. & Velasco, Carlos, 2010. "Distribution-free tests for time series models specification," Journal of Econometrics, Elsevier, vol. 155(2), pages 128-137, April.
    7. Song, Kyungchul, 2010. "Testing semiparametric conditional moment restrictions using conditional martingale transforms," Journal of Econometrics, Elsevier, vol. 154(1), pages 74-84, January.
    8. Komarova, Tatiana & Hidalgo, Javier, 2023. "Testing nonparametric shape restrictions," LSE Research Online Documents on Economics 121410, London School of Economics and Political Science, LSE Library.
    9. Hidalgo, Javier & Seo, Myung Hwan, 2013. "Specification for lattice processes," LSE Research Online Documents on Economics 58191, London School of Economics and Political Science, LSE Library.
    10. Javier Hidalgo, 2007. "Specification Testing Forregression Models Withdependent Data," STICERD - Econometrics Paper Series 518, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    11. Roberto Baragona & Francesco Battaglia & Domenico Cucina, 2024. "ARMA model checking with data-driven portmanteau tests," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 33(3), pages 925-942, July.
    12. Chung, EunYi & Olivares, Mauricio, 2021. "Permutation test for heterogeneous treatment effects with a nuisance parameter," Journal of Econometrics, Elsevier, vol. 225(2), pages 148-174.
    13. Hidalgo, Javier & Zaffaroni, Paolo, 2007. "A goodness-of-fit test for ARCH([infinity]) models," Journal of Econometrics, Elsevier, vol. 141(2), pages 973-1013, December.
    14. Hidalgo, Javier, 2007. "Specification testing for regression models with dependent data," LSE Research Online Documents on Economics 6799, London School of Economics and Political Science, LSE Library.
    15. Zhu, Ke & Li, Wai Keung, 2015. "A bootstrapped spectral test for adequacy in weak ARMA models," Journal of Econometrics, Elsevier, vol. 187(1), pages 113-130.
    16. Eichler, Michael, 2008. "Testing nonparametric and semiparametric hypotheses in vector stationary processes," Journal of Multivariate Analysis, Elsevier, vol. 99(5), pages 968-1009, May.
    17. Sami Umut Can & John H. J. Einmahl & Roger J. A. Laeven, 2024. "Two-Sample Testing for Tail Copulas with an Application to Equity Indices," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 147-159, January.
    18. Hidalgo, Javier, 2009. "Goodness of fit for lattice processes," Journal of Econometrics, Elsevier, vol. 151(2), pages 113-128, August.
    19. Tommaso Proietti & Alessandra Luati, 2013. "The Generalised Autocovariance Function," CEIS Research Paper 276, Tor Vergata University, CEIS, revised 30 Apr 2013.
    20. Hill, Jonathan B. & Motegi, Kaiji, 2019. "Testing the white noise hypothesis of stock returns," Economic Modelling, Elsevier, vol. 76(C), pages 231-242.
    21. Hidalgo, Javier & Seo, Myung Hwan, 2015. "Specification tests for lattice processes," LSE Research Online Documents on Economics 66104, London School of Economics and Political Science, LSE Library.
    22. Guay, Alain & Guerre, Emmanuel & Lazarová, Štěpána, 2013. "Robust adaptive rate-optimal testing for the white noise hypothesis," Journal of Econometrics, Elsevier, vol. 176(2), pages 134-145.
    23. Can, S.U. & Einmahl, John & Laeven, R.J.A., 2020. "Goodness-of-fit testing for copulas: A distribution-free approach," Other publications TiSEM 211b2be9-b46e-41e2-9b95-1, Tilburg University, School of Economics and Management.
    24. Delgado, Miguel A. & Velasco, Carlos, 2010. "A distribution-free transform of the residuals sample autocorrelations with application to model checking," UC3M Working papers. Economics we101707, Universidad Carlos III de Madrid. Departamento de Economía.
    25. Philip Preuss & Mathias Vetter & Holger Dette, 2013. "Testing Semiparametric Hypotheses in Locally Stationary Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 417-437, September.

  7. Delgado, Miguel A. & Rodríguez Poo, Juan M. & Wolf, Michael, 2000. "Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator," DES - Working Papers. Statistics and Econometrics. WS 10110, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. D. F. Benoit & D. Van Den Poel, 2010. "Binary quantile regression: A Bayesian approach based on the asymmetric Laplace density," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/662, Ghent University, Faculty of Economics and Business Administration.
    2. Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24927, London School of Economics and Political Science, LSE Library.
    3. Horowitz, Joel L., 2004. "Semiparametric models," Papers 2004,17, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    4. Oktay Akkus & J. Anthony Cookson & Ali Hortaçsu, 2016. "The Determinants of Bank Mergers: A Revealed Preference Analysis," Management Science, INFORMS, vol. 62(8), pages 2241-2258, August.
    5. Cattaneo, Matias D & Jansson, Michael & Nagasawa, Kenichi, 2020. "Bootstrap‐Based Inference for Cube Root Asymptotics," Department of Economics, Working Paper Series qt3wn9z3b9, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    6. Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2013. "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers CWP14/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Le‐Yu Chen & Sokbae Lee & Myung Jae Sung, 2014. "Maximum score estimation with nonparametrically generated regressors," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 271-300, October.
    8. Mariagiovanna Baccara & Ayse Imrohoroglu & Alistair Wilson & Leeat Yariv, 2009. "A Field Study on Matching with Network Externalities," Working Papers 09-13, New York University, Leonard N. Stern School of Business, Department of Economics.
    9. Chen, Le Yu & Oparina, Ekaterina & Powdthavee, Nattavudh & Srisuma, Sorawoot, 2022. "Robust ranking of happiness outcomes: a median regression perspective," LSE Research Online Documents on Economics 115556, London School of Economics and Political Science, LSE Library.
    10. Mayer Walter J. & Wu Chen, 2013. "A maximum score test for binary response models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 619-639, December.
    11. Whang, Yoon-Jae & Kim, Jinho, 2003. "A multiple variance ratio test using subsampling," Economics Letters, Elsevier, vol. 79(2), pages 225-230, May.
    12. Andrii Babii & Rohit Kumar, 2019. "Isotonic Regression Discontinuity Designs," Papers 1908.05752, arXiv.org, revised Dec 2020.
    13. Joseph P. Romano & Michael Wolf, 2005. "Stepwise Multiple Testing as Formalized Data Snooping," Econometrica, Econometric Society, vol. 73(4), pages 1237-1282, July.
    14. Jeremy T. Fox, 2008. "Estimating Matching Games with Transfers," NBER Working Papers 14382, National Bureau of Economic Research, Inc.
    15. Yan, Jin & Yoo, Hong Il, 2019. "Semiparametric estimation of the random utility model with rank-ordered choice data," Journal of Econometrics, Elsevier, vol. 211(2), pages 414-438.
    16. Matias D. Cattaneo & Gregory Fletcher Cox & Michael Jansson & Kenichi Nagasawa, 2025. "Continuity of the Distribution Function of the argmax of a Gaussian Process," Papers 2501.13265, arXiv.org, revised Oct 2025.
    17. Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
    18. Joseph Romano & Michael Wolf, 2003. "Exact and approximate stepdown methods for multiple hypothesis testing," Economics Working Papers 727, Department of Economics and Business, Universitat Pompeu Fabra.
    19. Nan Liu & Yanbo Liu & Yuya Sasaki & Yuanyuan Wan, 2025. "Nonparametric Uniform Inference in Binary Classification and Policy Values," Papers 2511.14700, arXiv.org, revised Dec 2025.
    20. Lee, Sokbae & Seo, Myung Hwan, 2008. "Semiparametric estimation of a binary response model with a change-point due to a covariate threshold," Journal of Econometrics, Elsevier, vol. 144(2), pages 492-499, June.
    21. Adam Rosen & Takuya Ura, 2020. "Finite Sample Inference for the Maximum Score Estimand," CeMMAP working papers CWP22/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    22. Debashis Ghosh & Moulinath Banerjee & Pinaki Biswas, 2004. "Binary isotonic regression procedures, with application to cancer biomarkers," The University of Michigan Department of Biostatistics Working Paper Series 1037, Berkeley Electronic Press.
    23. Choi, In, 2005. "Subsampling vector autoregressive tests of linear constraints," Journal of Econometrics, Elsevier, vol. 124(1), pages 55-89, January.
    24. Lee, Donghoon & Song, Kyungchul, 2015. "Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies," Journal of Econometrics, Elsevier, vol. 187(1), pages 131-153.
    25. Christopher R. Dobronyi & Fu Ouyang & Thomas Tao Yang, 2023. "Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables," Papers 2301.09379, arXiv.org, revised Aug 2024.
    26. Jeremy T. Fox, 2007. "Semiparametric estimation of multinomial discrete-choice models using a subset of choices," RAND Journal of Economics, RAND Corporation, vol. 38(4), pages 1002-1019, December.
    27. Berg, Arthur & McMurry, Timothy L. & Politis, Dimitris N., 2010. "Subsampling p-values," Statistics & Probability Letters, Elsevier, vol. 80(17-18), pages 1358-1364, September.
    28. Madden, Gary & Mayer, Walter & Wu, Chen & Tran, Thien, 2015. "The forecasting accuracy of models of post-award network deployment: An application of maximum score tests," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1153-1158.
    29. Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," ANU Working Papers in Economics and Econometrics 2020-671, Australian National University, College of Business and Economics, School of Economics.
    30. Dominic Coey & Bradley J. Larsen & Kane Sweeney & Caio Waisman, 2021. "Scalable Optimal Online Auctions," Marketing Science, INFORMS, vol. 40(4), pages 593-618, July.
    31. Craig, Ben & Ma, Yiming, 2022. "Intermediation in the interbank lending market," Journal of Financial Economics, Elsevier, vol. 145(2), pages 179-207.
    32. Patrick Bajari & Jeremy T. Fox, 2005. "Measuring the Efficiency of an FCC Spectrum Auction," NBER Working Papers 11671, National Bureau of Economic Research, Inc.
    33. Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," Discussion Papers Series 626, School of Economics, University of Queensland, Australia.
    34. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2021. "Inference on semiparametric multinomial response models," Quantitative Economics, Econometric Society, vol. 12(3), pages 743-777, July.
    35. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    36. Debashis Ghosh & Moulinath Banerjee & Pinaki Biswas, 2008. "Inference for Constrained Estimation of Tumor Size Distributions," Biometrics, The International Biometric Society, vol. 64(4), pages 1009-1017, December.
    37. Joel L. Horowitz & Sokbae Lee, 2025. "Binary Classification with the Maximum Score Model and Linear Programming," Papers 2507.19654, arXiv.org.
    38. Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2017. "Bootstrap-Based Inference for Cube Root Consistent Estimators," CREATES Research Papers 2017-18, Department of Economics and Business Economics, Aarhus University.
    39. Joseph P. Romano & Michael Wolf, "undated". "Control of Generalized Error Rates in Multiple Testing," IEW - Working Papers 245, Institute for Empirical Research in Economics - University of Zurich.
    40. Fu Ouyang & Thomas Tao Yang, 2022. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," Papers 2202.12062, arXiv.org, revised Feb 2024.
    41. Alistair Wilson & Mariagiovanna Baccara & Ayse Imrohoroglu & Leeat Yariv, 2009. "A Field Study on Matching with Network Externalities," Working Paper 486, Department of Economics, University of Pittsburgh, revised Sep 2011.
    42. Chen, Qihui & Fang, Zheng, 2019. "Inference on functionals under first order degeneracy," Journal of Econometrics, Elsevier, vol. 210(2), pages 459-481.
    43. Kenta Takatsu & Arun Kumar Kuchibhotla, 2025. "Bridging Root-$n$ and Non-standard Asymptotics: Adaptive Inference in M-Estimation," Papers 2501.07772, arXiv.org, revised Apr 2025.
    44. Chen, Le-Yu & Oparina, Ekaterina & Powdthavee, Nattavudh & Srisuma, Sorawoot, 2019. "Have Econometric Analyses of Happiness Data Been Futile? A Simple Truth about Happiness Scales," IZA Discussion Papers 12152, Institute of Labor Economics (IZA).
    45. Stefan Sperlich, 2014. "On the choice of regularization parameters in specification testing: a critical discussion," Empirical Economics, Springer, vol. 47(2), pages 427-450, September.
    46. Ben R. Craig & Yiming Ma, 2020. "Intermediation in the Interbank Lending Market," Working Papers 20-09, Federal Reserve Bank of Cleveland.
    47. Chen, Jiawei & Song, Kejun, 2013. "Two-sided matching in the loan market," International Journal of Industrial Organization, Elsevier, vol. 31(2), pages 145-152.
    48. Chen, Songnian & Zhang, Hanghui, 2015. "Binary quantile regression with local polynomial smoothing," Journal of Econometrics, Elsevier, vol. 189(1), pages 24-40.
    49. Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan, 2015. "Classical Laplace estimation for n3-consistent estimators: Improved convergence rates and rate-adaptive inference," Journal of Econometrics, Elsevier, vol. 187(1), pages 201-216.

  8. Delgado, Miguel A. & Hidalgo, Javier, 1999. "Bootstrap goodness-of-fit tests for farima models," DES - Working Papers. Statistics and Econometrics. WS 6324, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Laura Mayoral, 2006. "Minimum distance estimation of stationary and non-stationary ARFIMA processes," Economics Working Papers 959, Department of Economics and Business, Universitat Pompeu Fabra.

  9. Delgado, Miguel A. & González-Manteiga, Wenceslao, 1998. "Significance testing in nonparametric regression base on the bootstrap," DES - Working Papers. Statistics and Econometrics. WS 6264, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Delgado, Miguel A. & Vidal-Sanz, Jose M., 1999. "Global rates of convergence for the bias of singular integral estimators and their shifted versions," DES - Working Papers. Statistics and Econometrics. WS 6329, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Delgado, Miguel A. & Vidal-Sanz, Jose M., 1999. "On universal unbiasedness of delta estimators," DES - Working Papers. Statistics and Econometrics. WS 6322, Universidad Carlos III de Madrid. Departamento de Estadística.

  10. Delgado, Miguel A. & Jaumandreu, Jordi & Martín Marcos, Ana, 1998. "Input cost, capacity utilization and substitution in the short run," DES - Working Papers. Statistics and Econometrics. WS 4676, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Garcia, Angel & Jaumandreu, Jordi & Rodriguez, Cesar, 2004. "Innovation and jobs: evidence from manufacturing firms," MPRA Paper 1204, University Library of Munich, Germany.
    2. Pilar Beneito, 2001. "R&D productivity and spillovers at the firms level: evidence from Spanish panel data," Investigaciones Economicas, Fundación SEPI, vol. 25(2), pages 289-313, May.
    3. Huergo, Elena & Jaumandreu, Jordi, 2004. "Firms' age, process innovation and productivity growth," International Journal of Industrial Organization, Elsevier, vol. 22(4), pages 541-559, April.

  11. Delgado, Miguel A. & Domínguez, Manuel A. & Lavergne, Pascal, 1998. "Asymptotic and bootstrap specification tests of nonlinear in variable econometric models," DES - Working Papers. Statistics and Econometrics. WS 4674, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Lavergne, Pascal, 2001. "An equality test across nonparametric regressions," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 307-344, July.
    2. Manuel A. Dominguez & Ignacio N. Lobato, 2001. "A Consistent Test for the Martingale Difference Hypothesis," Working Papers 0101, Centro de Investigacion Economica, ITAM.

  12. Delgado, Miguel A. & Domínguez, Manuel A., 1997. "Consistent specification testing of quantile regression models," DES - Working Papers. Statistics and Econometrics. WS 6211, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Delgado, Miguel A. & Domínguez, Manuel A. & Lavergne, Pascal, 1998. "Asymptotic and bootstrap specification tests of nonlinear in variable econometric models," DES - Working Papers. Statistics and Econometrics. WS 4674, Universidad Carlos III de Madrid. Departamento de Estadística.

  13. Delgado, Miguel A. & Miles, Daniel, 1996. "Household characteristics and consumption behaviour: a nonparametric approach," DES - Working Papers. Statistics and Econometrics. WS 4539, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Soregaroli, Claudio & Huff, Karen & Meilke, Karl D., 2002. "Demand System Choice Based On Testing The Engel Curve Specification," Working Papers 34139, University of Guelph, Department of Food, Agricultural and Resource Economics.
    2. Sonia Bhalotra & Cliff Attfield, 1998. "Intrahousehold resource allocation in rural Pakistan: a semiparametric analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(5), pages 463-480.
    3. Juan Gabriel Rodríguez & Rafael Salas, 2004. "A Bistochastic Nonparametric Estimator," Economic Working Papers at Centro de Estudios Andaluces E2004/22, Centro de Estudios Andaluces.
    4. Mien, Toh Siaw & Said, Rusmawati, 2018. "A Cross-sectional Household Analysis of Household Consumption Patterns: An Indirect Approach to Identify the Possible Factors of Personal Bankruptcy," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 52(3), pages 231-246.
    5. Hisham S. El‐Osta, 2010. "Inequality decomposition of farm family living expenditures and the role of the life cycle," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 70(2), pages 245-266, August.
    6. Noyan Aydin Taner Akmercan, 2016. "Forecasting of Households Consumption Expenditure with Nonparametric Regression: The Case of Turkey," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 19(2), pages 19-32, November.
    7. Basu, Bharati, 2021. "Do institutional norms affect behavioral preferences: A view from gender bias in the intra-household expenditure allocation in Iran," Economic Modelling, Elsevier, vol. 97(C), pages 118-134.

  14. Delgado, M.A. & Kniesner, T.J., 1994. "Count Data Models with Viriance of Unknown Form - An Application to a Hedonic Model of Worker Absenteeism," Papers 94-011, Indiana - Center for Econometric Model Research.

    Cited by:

    1. Stefan Boes, 2010. "Count Data Models with Correlated Unobserved Heterogeneity," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(3), pages 382-402, September.
    2. Ángel L. Martín-Román & Alfonso Moral & Sara Pinillos-Franco, 2024. "Are women breaking the glass ceiling? A gendered analysis of the duration of sick leave in Spain," International Journal of Health Economics and Management, Springer, vol. 24(1), pages 107-134, March.
    3. Naci Mocan & Duha T. Altindag, 2013. "Salaries and Work Effort: An Analysis of the European Union Parliamentarians," Economic Journal, Royal Economic Society, vol. 123(12), pages 1130-1167, December.
    4. Nicolas R. Ziebarth & Martin Karlsson, 2009. "The Effects of Expanding the Generosity of the Statutory Sickness Insurance System," SOEPpapers on Multidisciplinary Panel Data Research 245, DIW Berlin, The German Socio-Economic Panel (SOEP).
    5. Mnasri, Ayman & Nechi, Salem, 2021. "New nonlinear estimators of the gravity equation," Economic Modelling, Elsevier, vol. 95(C), pages 192-202.
    6. Keefer, Quinn A.W., 2019. "Decision-maker beliefs and the sunk-cost fallacy: Major League Baseball’s final-offer salary arbitration and utilization," Journal of Economic Psychology, Elsevier, vol. 75(PB).
    7. Georges Dionne & Benoit Dostie, 2007. "New Evidence on the Determinants of Absenteeism Using Linked Employer-Employee Data," ILR Review, Cornell University, ILR School, vol. 61(1), pages 108-120, October.
    8. Bharati Basu & Felix Famoye, 2004. "Domestic violence against women, and their economic dependence: A count data analysis," Review of Political Economy, Taylor & Francis Journals, vol. 16(4), pages 457-472.
    9. Stefan Boes, 2004. "Empirical Likelihood in Count Data Models: The Case of Endogenous Regressors," SOI - Working Papers 0404, Socioeconomic Institute - University of Zurich.
    10. Garcia-Serrano, Carlos & A. Malo, Miguel, 2008. "The influence of disability on absenteeism: an empirical analysis using Spanish data," ISER Working Paper Series 2008-29, Institute for Social and Economic Research.
    11. Melvyn Coles & Joseph Lanfranchi & Ali Skalli & John Treble, 2007. "Pay, Technology, And The Cost Of Worker Absence," Post-Print hal-01895541, HAL.
    12. Carlos GARCÍA-SERRANO & Miguel Á. MALO, 2014. "How disability affects absenteeism: An empirical analysis for six European countries," International Labour Review, International Labour Organization, vol. 153(3), pages 455-471, September.
    13. Jean-François Angers & Denise Desjardins & Georges Dionne & Benoit Dostie & François Guertin, 2007. "Poisson Models with Employer-Employee Unobserved Heterogeneity: An Application to Absence Data," Cahiers de recherche 07-02, HEC Montréal, Institut d'économie appliquée.
    14. Susi Störmer & Ren順ahr, 2013. "Individual determinants of work attendance: evidence on the role of personality," Applied Economics, Taylor & Francis Journals, vol. 45(19), pages 2863-2875, July.
    15. Álvarez, Begoña, 1998. "La demanda atendida de consultas médicas y atención urgente," DE - Documentos de Trabajo. Economía. DE 3890, Universidad Carlos III de Madrid. Departamento de Economía.
    16. Harald Pfeifer, 2014. "Absenteeism in Apprenticeships: What Role Do Works Councils Play?," Economics of Education Working Paper Series 0098, University of Zurich, Department of Business Administration (IBW), revised Aug 2015.
    17. Dionne, Georges & Dostie, Benoit, 2008. "Correlated Poisson Processes with Unobserved Heterogeneity: Estimating the Determinants of Paid and Unpaid Leave," IZA Discussion Papers 3642, Institute of Labor Economics (IZA).
    18. Álvarez, Begoña & Delgado, Miguel A., 1997. "Nonparametric checks for count data models: an application to demand for health care in Spain," DES - Working Papers. Statistics and Econometrics. WS 4547, Universidad Carlos III de Madrid. Departamento de Estadística.
    19. Georges Dionne & Benoit Dostie, 2005. "New evidence on the determinants of absenteeism using linked employer-employee," Working Papers 05-5, HEC Montreal, Canada Research Chair in Risk Management.
    20. Ilias Livanos & Alexandros Zangelidis, 2013. "Unemployment, Labor Market Flexibility, and Absenteeism: A Pan-European Study," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 52(2), pages 492-515, April.
    21. Bradley, Steve & Green, Colin & Leeves, Gareth, 2007. "Worker absence and shirking: Evidence from matched teacher-school data," Labour Economics, Elsevier, vol. 14(3), pages 319-334, June.
    22. Stefan Boes, 2007. "Count Data Models with Unobserved Heterogeneity: An Empirical Likelihood Approach," SOI - Working Papers 0704, Socioeconomic Institute - University of Zurich.
    23. Jérôme Foncel & Marian Hristache & Valentin Patilea, 2004. "Semiparametric Single-index Poisson Regression Model with Unobserved Heterogeneity," Working Papers 2004-04, Center for Research in Economics and Statistics.
    24. Begoña Álvarez, 2001. "La demanda atendida de consultas médicas y servicios urgentes en España," Investigaciones Economicas, Fundación SEPI, vol. 25(1), pages 93-138, January.
    25. C Green & M Navarro Paniagua, 2010. "Does Raising the School Leaving Age Reduce Teacher Effort? A Note from a Policy Experiment," Working Papers 609674, Lancaster University Management School, Economics Department.
    26. René Böheim & Thomas Leoni, 2020. "Do Employees’ Sickness Absences React to a Change in Costs for Firms? Evidence from a Natural Experiment," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(2), pages 553-581, April.

  15. Delgado, Miguel A. & Robinson, Peter M., 1994. "Optimal spectral kernel for long-range dependent time series," DES - Working Papers. Statistics and Econometrics. WS 3960, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Chevillon, Guillaume & Mavroeidis, Sophocles, 2011. "Learning generates Long Memory," ESSEC Working Papers WP1113, ESSEC Research Center, ESSEC Business School.
    2. Chevillon, Guillaume & Mavroeidis, Sophocles, 2018. "Perpetual learning and apparent long memory," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 343-365.

  16. Delgado, Miguel A. & Mora, Juan, 1994. "Nonparametric and semiparametric estimation with discrete regressors," DES - Working Papers. Statistics and Econometrics. WS 3947, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Racine, Jeff & Li, Qi, 2004. "Nonparametric estimation of regression functions with both categorical and continuous data," Journal of Econometrics, Elsevier, vol. 119(1), pages 99-130, March.
    2. Lavergne, Pascal, 2001. "An equality test across nonparametric regressions," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 307-344, July.
    3. Gozalo, Pedro L. & Linton, Oliver B., 2001. "Testing additivity in generalized nonparametric regression models with estimated parameters," Journal of Econometrics, Elsevier, vol. 104(1), pages 1-48, August.
    4. Feng Yao & Junsen Zhang, 2015. "Efficient kernel-based semiparametric IV estimation with an application to resolving a puzzle on the estimates of the return to schooling," Empirical Economics, Springer, vol. 48(1), pages 253-281, February.
    5. Lawrence Marsh & Kajal Mukhopadhyay, 1999. "Discrete Poisson kernel density estimation-with an application to wildcat coal strikes," Applied Economics Letters, Taylor & Francis Journals, vol. 6(6), pages 393-396.
    6. Lewbel, Arthur & Linton, Oliver & McFadden, D. L., 2006. "Estimating features of a distribution from binomial data," LSE Research Online Documents on Economics 4418, London School of Economics and Political Science, LSE Library.
    7. Aguirregabiria, Victor & Ho, Chun-Yu, 2012. "A dynamic oligopoly game of the US airline industry: Estimation and policy experiments," Journal of Econometrics, Elsevier, vol. 168(1), pages 156-173.
    8. Biavaschi, Costanza, 2012. "Recovering the Counterfactual Wage Distribution with Selective Return Migration," IZA Discussion Papers 6795, Institute of Labor Economics (IZA).
    9. Debopam Bhattacharya & Pascaline Dupas, 2008. "Inferring Welfare Maximizing Treatment Assignment under Budget Constraints," NBER Working Papers 14447, National Bureau of Economic Research, Inc.
    10. Arellano, Manuel & Carrasco, Raquel, 2003. "Binary choice panel data models with predetermined variables," Journal of Econometrics, Elsevier, vol. 115(1), pages 125-157, July.
    11. Li, Q. & Hsiao, C., 1998. "Testing serial correlation in semiparametric panel data models," Journal of Econometrics, Elsevier, vol. 87(2), pages 207-237, September.
    12. Qi Gao & Long Liu & Jeffrey S. Racine, 2015. "A Partially Linear Kernel Estimator for Categorical Data," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 959-978, December.
    13. Miguel A. Delgado & Juan Mora, 1995. "On asymptotic inferences in non-parametric and semiparametric models with discrete and mixed regressors," Investigaciones Economicas, Fundación SEPI, vol. 19(3), pages 435-467, September.
    14. Leung, Michael P., 2015. "Two-step estimation of network-formation models with incomplete information," Journal of Econometrics, Elsevier, vol. 188(1), pages 182-195.
    15. Moral-Arce, Ignacio & Rodríguez-Póo, Juan M. & Sperlich, Stefan, 2011. "Low dimensional semiparametric estimation in a censored regression model," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 118-129, January.
    16. Mora, Juan, 1994. "Semiparametric testing of non-nested models: an application to Engel Curves specification," DES - Working Papers. Statistics and Econometrics. WS 3953, Universidad Carlos III de Madrid. Departamento de Estadística.
    17. Coppejans, Mark, 2003. "Effective nonparametric estimation in the case of severely discretized data," Journal of Econometrics, Elsevier, vol. 117(2), pages 331-367, December.
    18. Joris Pinkse, 2000. "Feasible Multivariate Nonparametric Estimation Using Weak Separability," Econometric Society World Congress 2000 Contributed Papers 1241, Econometric Society.

  17. Delgado, Miguel A. & Robinson, Peter M., 1993. "New methods for the analysis of long memory time series: application to Spanish inflation," DES - Working Papers. Statistics and Econometrics. WS 3676, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Andersen, Torben G & Bollerslev, Tim, 1997. "Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns," Journal of Finance, American Finance Association, vol. 52(3), pages 975-1005, July.
    2. Pérez, Ana & Ruiz Ortega, Esther, 2001. "Modelos de memoria larga para series económicas y financieras," DES - Documentos de Trabajo. Estadística y Econometría. DS ds010101, Universidad Carlos III de Madrid. Departamento de Estadística.

  18. Delgado, Miguel A., 1993. "Testing serial independence using the sample distribution function," DES - Working Papers. Statistics and Econometrics. WS 3729, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Bouhaddioui, Chafik & Ghoudi, Kilani, 2012. "Empirical processes for infinite variance autoregressive models," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 319-335.
    2. Kheifets, Igor L., 2018. "Multivariate specification tests based on a dynamic Rosenblatt transform," Computational Statistics & Data Analysis, Elsevier, vol. 124(C), pages 1-14.
    3. Luca Bagnato & Lucio De Capitani & Antonio Punzo, 2014. "Testing Serial Independence via Density-Based Measures of Divergence," Methodology and Computing in Applied Probability, Springer, vol. 16(3), pages 627-641, September.
    4. Igor Kheifets & Carlos Velasco, 2012. "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers w0170, Center for Economic and Financial Research (CEFIR).
    5. I.N. Lobato & N.E. Savin, 1996. "Real and Spurious Long Memory Properties of Stock Market Data," Econometrics 9605004, University Library of Munich, Germany, revised 26 Sep 1996.
    6. Emad Ashtari Nezhad, 2025. "Symmetric (h, ϕ)-divergence approach to serial independence testing," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 34(4), pages 787-814, September.
    7. Lanh Tran & Ba Chu & Chunfeng Huang & Kim P. Huynh, 2014. "Adaptive permutation tests for serial independence," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(3), pages 183-208, August.
    8. Ghoudi, Kilani & Kulperger, Reg J. & Rémillard, Bruno, 2001. "A Nonparametric Test of Serial Independence for Time Series and Residuals," Journal of Multivariate Analysis, Elsevier, vol. 79(2), pages 191-218, November.
    9. Cees Diks & Sebastiano Manzan, 2001. "Tests for Serial Independence and Linearity based on Correlation Integrals," Tinbergen Institute Discussion Papers 01-085/1, Tinbergen Institute.
    10. Kilani Ghoudi & Bruno Rémillard, 2018. "Serial independence tests for innovations of conditional mean and variance models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 3-26, March.
    11. Igor Kheifets, 2014. "Specification Tests for Nonlinear Dynamic Models," Cowles Foundation Discussion Papers 1937, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
    12. Diks, C.G.H. & Manzan, S., 2001. "Tests for serial independence and linearity based on correlation integrals," CeNDEF Working Papers 01-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    13. Juan Mora & Miguel A. Delgado, 1999. "- A Nonparametric Test For Serial Independence Of Regression Errors," Working Papers. Serie AD 1999-28, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    14. Delgado, Miguel A. & Mora, Juan, 1998. "A nonparametric test for serial independence of errors in linear regression," DES - Working Papers. Statistics and Econometrics. WS 4675, Universidad Carlos III de Madrid. Departamento de Estadística.
    15. Du, Zaichao, 2014. "Testing for serial independence of panel errors," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 248-261.
    16. Yi-Ting Chen, 2008. "A unified approach to standardized-residuals-based correlation tests for GARCH-type models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 111-133.
    17. C. W. Granger & E. Maasoumi & J. Racine, 2004. "A Dependence Metric for Possibly Nonlinear Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 649-669, September.
    18. Matilla-Garci­a, Mariano & Ruiz Mari­n, Manuel, 2008. "A non-parametric independence test using permutation entropy," Journal of Econometrics, Elsevier, vol. 144(1), pages 139-155, May.
    19. Eunhee Kim & Sangyeol Lee, 2005. "A test for independence of two stationary infinite order autoregressive processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(1), pages 105-127, March.
    20. Ivan Kojadinovic & Jun Yan, 2011. "Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(2), pages 347-373, April.

  19. Delgado, Miguel A. & Robinson, Peter M., 1993. "Optimal spectral bandwidth for long memory," DES - Working Papers. Statistics and Econometrics. WS 3738, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Lobato, I. & Robinson, P. M., 1996. "Averaged periodogram estimation of long memory," Journal of Econometrics, Elsevier, vol. 73(1), pages 303-324, July.

  20. Delgado, M.A. & Kniesner, T.J., 1992. "Semiparametric Versus Parametric Count-Data Models-- Econometric Considerations and Estimates of Hedonic- Equilibrium Model of Worker Absenteeism," Papers 92-018, Indiana - Center for Econometric Model Research.

    Cited by:

    1. Johansson, Per & Palme, Marten, 1996. "Do economic incentives affect work absence? Empirical evidence using Swedish micro data," Journal of Public Economics, Elsevier, vol. 59(2), pages 195-218, February.
    2. J. M. C. Santos Silva & Silvana Tenreyro, 2006. "The Log of Gravity," The Review of Economics and Statistics, MIT Press, vol. 88(4), pages 641-658, November.

  21. Delgado, Miguel A., 1992. "Testing the equality of nonparametric regression curves," UC3M Working papers. Economics 2826, Universidad Carlos III de Madrid. Departamento de Economía.

    Cited by:

    1. Scheike, Thomas H., 2000. "Comparison of non-parametric regression functions through their cumulatives," Statistics & Probability Letters, Elsevier, vol. 46(1), pages 21-32, January.
    2. Aitor Ciarreta & María Paz Espinosa, 2003. "Market Power In The Spanish Wholesale Electricity Market," Working Papers. Serie AD 2003-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    3. Linton, O. & Whang, Y-J. & Yen, Y., 2018. "The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses," Cambridge Working Papers in Economics 1880, Faculty of Economics, University of Cambridge.
    4. Hira Koul & Fang Li, 2005. "Testing for Superiority among Two Time Series," Statistical Inference for Stochastic Processes, Springer, vol. 8(2), pages 109-135, September.
    5. Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
    6. Li, Qi & Hsiao, Cheng & Zinn, Joel, 2003. "Consistent specification tests for semiparametric/nonparametric models based on series estimation methods," Journal of Econometrics, Elsevier, vol. 112(2), pages 295-325, February.
    7. Scholz, Achim & Neumeyer, Natalie & Munk, Axel, 2004. "Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic Noise," Technical Reports 2004,28, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    8. Lavergne, Pascal, 2001. "An equality test across nonparametric regressions," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 307-344, July.
    9. Park Joon Y. & Whang Yoon-Jae, 2005. "A Test of the Martingale Hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(2), pages 1-32, June.
    10. Yatchew, A., 1999. "An elementary nonparametric differencing test of equality of regression functions," Economics Letters, Elsevier, vol. 62(3), pages 271-278, March.
    11. Delgado, Miguel A. & Domínguez, Manuel A., 1997. "Consistent specification testing of quantile regression models," DES - Working Papers. Statistics and Econometrics. WS 6211, Universidad Carlos III de Madrid. Departamento de Estadística.
    12. Lavergne, Pascal & Maistre, Samuel & Patilea, Valentin, 2014. "A Significance Test for Covariates in Nonparametric Regression," TSE Working Papers 14-502, Toulouse School of Economics (TSE).
    13. Juan Carlos Pardo-Fernández & María Dolores Jiménez-Gamero & Anouar El Ghouch, 2015. "A Non-parametric ANOVA-type Test for Regression Curves Based on Characteristic Functions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(1), pages 197-213, March.
    14. Gørgens, Tue, 2002. "Nonparametric comparison of regression curves by local linear fitting," Statistics & Probability Letters, Elsevier, vol. 60(1), pages 81-89, November.
    15. E. Guerre & Pascal Lavergne, 2000. "Minimax Rates for Nonparametric Specification Testing in Regression Models," Econometric Society World Congress 2000 Contributed Papers 0644, Econometric Society.
    16. Holger Dette & Axel Munk, 1998. "A Simple Goodness-of-fit Test for Linear Models Under a Random Design Assumption," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(2), pages 253-275, June.
    17. Srihera, Ramidha & Stute, Winfried, 2010. "Nonparametric comparison of regression functions," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2039-2059, October.
    18. Long Feng & Changliang Zou & Zhaojun Wang & Lixing Zhu, 2015. "Robust comparison of regression curves," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 185-204, March.
    19. Masamune Iwasawa, 2015. "A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models," Econometrics, MDPI, vol. 3(3), pages 1-31, September.
    20. Ignacio N. Lobato, 2000. "A Consistent Test for the Martingale Difference Assumption," Econometric Society World Congress 2000 Contributed Papers 0278, Econometric Society.
    21. Park, Cheolwoo & Kang, Kee-Hoon, 2008. "SiZer analysis for the comparison of regression curves," Computational Statistics & Data Analysis, Elsevier, vol. 52(8), pages 3954-3970, April.
    22. Aitor Ciarreta & María Paz Espinosa, 2006. "Demand Elasticity and Market Power in the Spanish Electricity Market," Working Papers 0606, Departament Empresa, Universitat Autònoma de Barcelona, revised Jun 2006.
    23. Khismatullina, Marina & Vogt, Michael, 2023. "Nonparametric comparison of epidemic time trends: The case of COVID-19," Journal of Econometrics, Elsevier, vol. 232(1), pages 87-108.
    24. Zhao, Shi & Bakoyannis, Giorgos & Lourens, Spencer & Tu, Wanzhu, 2020. "Comparison of nonlinear curves and surfaces," Computational Statistics & Data Analysis, Elsevier, vol. 150(C).
    25. Delgado, Miguel A. & Domínguez, Manuel A. & Lavergne, Pascal, 1998. "Asymptotic and bootstrap specification tests of nonlinear in variable econometric models," DES - Working Papers. Statistics and Econometrics. WS 4674, Universidad Carlos III de Madrid. Departamento de Estadística.
    26. Cécile Durot & Piet Groeneboom & Hendrik P. Lopuhaä, 2013. "Testing equality of functions under monotonicity constraints," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 25(4), pages 939-970, December.
    27. Viatcheslav Melas & Andrey Pepelyshev & Petr Shpilev & Luigi Salmaso & Livio Corain & Rosa Arboretti, 2015. "On the optimal choice of the number of empirical Fourier coefficients for comparison of regression curves," Statistical Papers, Springer, vol. 56(4), pages 981-997, November.
    28. Dette, Holger & Neumeyer, Natalie, 2000. "Nonparametric analysis of covariance," Technical Reports 2000,42, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    29. Hira L. Koul & Fang Li, 2020. "Comparing two nonparametric regression curves in the presence of long memory in covariates and errors," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(4), pages 499-517, May.
    30. Miguel A. Delgado & Juan Carlos Escanciano, 2013. "Conditional Stochastic Dominance Testing," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 16-28, January.
    31. Pardo-Fernandez, Juan Carlos & Jimenez-Gamero, Maria Dolores & El Ghouch, Anouar, 2013. "A nonparametric ANOVA-type test for regression curves based on characteristic functions," LIDAM Discussion Papers ISBA 2013022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    32. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    33. Dette, Holger & Neumeyer, Natalie, 2000. "Nonparametric comparison of regression curves - an empirical process approach," Technical Reports 2000,62, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

  22. Delgado, Miguel A. & Robinson, Peter M., 1992. "Nonparametric and semiparametric methods for economic research," UC3M Working papers. Economics 2827, Universidad Carlos III de Madrid. Departamento de Economía.

    Cited by:

    1. J. Gibson & S. Rozelle, 2002. "How Elastic is Calorie Demand? Parametric, Nonparametric, and Semiparametric Results for Urban Papua New Guinea," Journal of Development Studies, Taylor & Francis Journals, vol. 38(6), pages 23-46.
    2. Zerihun, Mulatu F. & Breitenbach, Marthinus C., 2016. "Nonlinear approaches in testing PPP: Evidence from Southern African development community," Economic Modelling, Elsevier, vol. 56(C), pages 162-167.
    3. Ichimura, Hidehiko & Todd, Petra E., 2007. "Implementing Nonparametric and Semiparametric Estimators," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 74, Elsevier.
    4. M. M. Salinas-Jimenez, 2003. "Technological change, efficiency gains and capital accumulation in labour productivity growth and convergence: an application to the Spanish regions," Applied Economics, Taylor & Francis Journals, vol. 35(17), pages 1839-1851.
    5. Jumrani, Jaya, 2023. "How responsive are nutrients in India? Some recent evidence," Food Policy, Elsevier, vol. 114(C).
    6. Sarker, Rakhal & Surry, Yves R., 2003. "The Fast Decay Process In Recreational Demand Activities And The Use Of Alternative Count Data Models," Working Papers 34147, University of Guelph, Department of Food, Agricultural and Resource Economics.
    7. Mary C. Daly & Robert G. Valletta, 2000. "Inequality and Poverty in the United States: The Effects of Rising Male Wage Dispersion and Changing Family Behavior," Working Paper Series 2000-06, Federal Reserve Bank of San Francisco.
    8. Delgado, M.A. & Kniesner, T.J., 1994. "Count Data Models with Viriance of Unknown Form - An Application to a Hedonic Model of Worker Absenteeism," Papers 94-011, Indiana - Center for Econometric Model Research.
    9. Tomas Ruzgas & Mantas Lukauskas & Gedmantas Čepkauskas, 2021. "Nonparametric Multivariate Density Estimation: Case Study of Cauchy Mixture Model," Mathematics, MDPI, vol. 9(21), pages 1-22, October.
    10. Christian Salas & James P. Raftery, 2001. "Econometric issues in testing the age neutrality of health care expenditure," Health Economics, John Wiley & Sons, Ltd., vol. 10(7), pages 669-671, October.
    11. Mary C. Daly & Robert G. Valletta, 2000. "Changing Family Behavior and the U.S. Income Distribution," Econometric Society World Congress 2000 Contributed Papers 1640, Econometric Society.
    12. Álvarez, Begoña, 1998. "La demanda atendida de consultas médicas y atención urgente," DE - Documentos de Trabajo. Economía. DE 3890, Universidad Carlos III de Madrid. Departamento de Economía.
    13. Adonis Yatchew & Len Bos, 1997. "Nonparametric Least Squares Regression and Testing in Economic Models," Working Papers yatchew-99-01, University of Toronto, Department of Economics.
    14. Suzanna-Maria Paleologou, 2016. "The long-run tendency of government expenditure: a semi-parametric modelling approach," Empirical Economics, Springer, vol. 50(3), pages 753-776, May.
    15. Angela J. Black & David G. McMillan, 2004. "Non‐linear Predictability of Value and Growth Stocks and Economic Activity," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(3‐4), pages 439-474, April.
    16. José Fariñas & Lourdes Moreno, 2000. "Firms' Growth, Size and Age: A Nonparametric Approach," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 17(3), pages 249-265, November.

  23. Delgado, Miguel A., 1992. "Computing nonparametric functional estimates in semiparametric problems," UC3M Working papers. Economics 5821, Universidad Carlos III de Madrid. Departamento de Economía.

    Cited by:

    1. Inmaculada Martínez-Zarzoso, 2013. "The log of gravity revisited," Applied Economics, Taylor & Francis Journals, vol. 45(3), pages 311-327, January.
    2. Martínez-Zarzoso, Inmaculada & Nowak-Lehmann D., Felicitas & Vollmer, Sebastian, 2007. "The log of gravity revisited," University of Göttingen Working Papers in Economics 64, University of Goettingen, Department of Economics.

  24. Miguel A. Delgado & Thanasis Stengos, 1990. "Semiparametric Specification Testing," Working Paper 778, Economics Department, Queen's University.

    Cited by:

    1. MacKinnon, James & Davidson, Russell, 1999. "Artificial Regressions," Queen's Economics Department Working Papers 273406, Queen's University - Department of Economics.
    2. Atak, Alev & Linton, Oliver B. & Xiao, Zhijie, 2010. "A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom," MPRA Paper 22079, University Library of Munich, Germany.
    3. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
    4. Linton, Oliver, 1995. "Second Order Approximation in the Partially Linear Regression Model," Econometrica, Econometric Society, vol. 63(5), pages 1079-1112, September.
    5. Miguel A. Delgado & Juan Mora, 1995. "On asymptotic inferences in non-parametric and semiparametric models with discrete and mixed regressors," Investigaciones Economicas, Fundación SEPI, vol. 19(3), pages 435-467, September.
    6. Yanqin Fan & Qi Li, 1995. "Bootstrapping J-type tests for non-nested regression models," Economics Letters, Elsevier, vol. 48(2), pages 107-112, May.

Articles

  1. Miguel A Delgado & Andrés García-Suaza & Pedro H C Sant’Anna, 2022. "Distribution regression in duration analysis: an application to unemployment spells [Lecture notes in statistics: Proceedings]," The Econometrics Journal, Royal Economic Society, vol. 25(3), pages 675-698.
    See citations under working paper version above.
  2. Delgado, Miguel A. & Robinson, Peter M., 2015. "Non-nested testing of spatial correlation," Journal of Econometrics, Elsevier, vol. 187(1), pages 385-401.
    See citations under working paper version above.
  3. Miguel A. Delgado & Juan Carlos Escanciano, 2013. "Conditional Stochastic Dominance Testing," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 16-28, January.
    See citations under working paper version above.
  4. Delgado, Miguel A. & Escanciano, Juan Carlos, 2012. "Distribution-free tests of stochastic monotonicity," Journal of Econometrics, Elsevier, vol. 170(1), pages 68-75.

    Cited by:

    1. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2011. "Testing functional inequalities," CeMMAP working papers CWP12/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Ismael Mourifie & Marc Henry & Romuald Meango, 2017. "Sharp bounds and testability of a Roy model of STEM major choices," Papers 1709.09284, arXiv.org, revised Nov 2019.
    3. Denis Chetverikov & Daniel Wilhelm, 2017. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers CWP14/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Matthew A. Masten & Alexandre Poirier, 2018. "Interpreting Quantile Independence," Papers 1804.10957, arXiv.org.
    5. Chetverikov, Denis & Wilhelm, Daniel & Kim, Dongwoo, 2021. "An Adaptive Test Of Stochastic Monotonicity," Econometric Theory, Cambridge University Press, vol. 37(3), pages 495-536, June.
    6. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers CWP09/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Marc Henry & Romuald Meango & Ismael Mourifie, 2020. "Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice," Papers 2005.09095, arXiv.org, revised Aug 2023.
    8. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
    9. Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014. "Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting," Working Papers 201404, University of California at Riverside, Department of Economics.
    10. Beare, Brendan K. & Shi, Xiaoxia, 2019. "An improved bootstrap test of density ratio ordering," Econometrics and Statistics, Elsevier, vol. 10(C), pages 9-26.
    11. José Romeo & Nelson Tanaka & Antonio Pedroso-de-Lima & Victor Salinas-Torres, 2013. "Large sample properties for a class of copulas in bivariate survival analysis," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(8), pages 997-1015, November.
    12. Denis Chetverikov & Daniel Wilhelm, 2015. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers 39/15, Institute for Fiscal Studies.
    13. Gutknecht, Daniel, "undated". "Do Reservation Wages Decline Monotonically? A Novel Statistical Test," Economic Research Papers 270635, University of Warwick - Department of Economics.
    14. Zheng Fang, 2021. "A Unifying Framework for Testing Shape Restrictions," Papers 2107.12494, arXiv.org, revised Aug 2021.
    15. Liu, Nianqing & Vuong, Quang & Xu, Haiqing, 2017. "Rationalization and identification of binary games with correlated types," Journal of Econometrics, Elsevier, vol. 201(2), pages 249-268.
    16. Colubi, Ana & Domínguez-Menchero, J. Santos & González-Rodríguez, Gil, 2014. "Testing constancy in monotone response models," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 45-56.
    17. Gutknecht, Daniel, 2016. "Testing for monotonicity under endogeneity," Journal of Econometrics, Elsevier, vol. 190(1), pages 100-114.
    18. Berghaus, Betina & Bücher, Axel, 2014. "Nonparametric tests for tail monotonicity," Journal of Econometrics, Elsevier, vol. 180(2), pages 117-126.
    19. Toru Kitagawa & Martin Nybom & Jan Stuhler, 2018. "Measurement error and rank correlations," CeMMAP working papers CWP28/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    20. Daniel Gutknecht, 2013. "Testing for Monotonicity under Endogeneity An Application to the Reservation Wage Function," Economics Series Working Papers 673, University of Oxford, Department of Economics.
    21. Seo, Juwon, 2018. "Tests of stochastic monotonicity with improved power," Journal of Econometrics, Elsevier, vol. 207(1), pages 53-70.
    22. Miguel A. Delgado & Juan Carlos Escanciano, 2013. "Conditional Stochastic Dominance Testing," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 16-28, January.
    23. Denis Chetverikov & Daniel Wilhelm, 2016. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers 48/16, Institute for Fiscal Studies.

  5. Delgado, Miguel A. & Velasco, Carlos, 2011. "An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking," Journal of the American Statistical Association, American Statistical Association, vol. 106(495), pages 946-958.

    Cited by:

    1. Ashby, M. & Linton, O. B., 2022. "Do Consumption-based Asset Pricing Models Explain Own-history Predictability in Stock Market Returns?," Janeway Institute Working Papers 2226, Faculty of Economics, University of Cambridge.
    2. Carlos Velasco & Xuexin Wang, 2015. "A Joint Portmanteau Test For Conditional Mean And Variance Time-Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(1), pages 39-60, January.
    3. Guangwei Zhu & Zaichao Du & Juan Carlos Escanciano, 2017. "Automatic portmanteau tests with applications to market risk management," Stata Journal, StataCorp LLC, vol. 17(4), pages 901-915, December.
    4. Seongman Moon & Carlos Velasco, 2011. "Tests for m-dependence Based on Sample Splitting Methods," Working Papers 1108, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    5. Roberto Baragona & Francesco Battaglia & Domenico Cucina, 2024. "ARMA model checking with data-driven portmanteau tests," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 33(3), pages 925-942, July.
    6. Zhu, Ke & Li, Wai Keung, 2015. "A bootstrapped spectral test for adequacy in weak ARMA models," Journal of Econometrics, Elsevier, vol. 187(1), pages 113-130.
    7. Hill, Jonathan B. & Motegi, Kaiji, 2019. "Testing the white noise hypothesis of stock returns," Economic Modelling, Elsevier, vol. 76(C), pages 231-242.
    8. Pedro H. C. Sant’Anna, 2017. "Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 349-358, July.

  6. Delgado, Miguel A. & Hidalgo, Javier & Velasco, Carlos, 2011. "Bootstrap Assisted Specification Tests For The Arfima Model," Econometric Theory, Cambridge University Press, vol. 27(5), pages 1083-1116, October.

    Cited by:

    1. Hidalgo, Javier & Seo, Myung Hwan, 2013. "Specification for lattice processes," LSE Research Online Documents on Economics 58191, London School of Economics and Political Science, LSE Library.
    2. Perera, Indeewara & Koul, Hira L., 2017. "Fitting a two phase threshold multiplicative error model," Journal of Econometrics, Elsevier, vol. 197(2), pages 348-367.

  7. Delgado, Miguel A. & Velasco, Carlos, 2010. "Distribution-free tests for time series models specification," Journal of Econometrics, Elsevier, vol. 155(2), pages 128-137, April.

    Cited by:

    1. Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
    2. Christis Katsouris, 2023. "Quantile Time Series Regression Models Revisited," Papers 2308.06617, arXiv.org, revised Aug 2023.
    3. Pedro H. C. Sant’Anna, 2017. "Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 349-358, July.

  8. Miguel A. Delgado & Javier Hidalgo & Carlos Velasco, 2009. "Distribution-free specification tests for dynamic linear models," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 105-134, January.

    Cited by:

    1. Delgado, Miguel A. & Velasco, Carlos, 2010. "Distribution-free tests for time series models specification," Journal of Econometrics, Elsevier, vol. 155(2), pages 128-137, April.

  9. Delgado, Miguel A. & Stute, Winfried, 2008. "Distribution-free specification tests of conditional models," Journal of Econometrics, Elsevier, vol. 143(1), pages 37-55, March.

    Cited by:

    1. Carlos Velasco, 2013. "Comments on: Model-free model-fitting and predictive distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 237-239, June.
    2. Francq, Christian & Jiménez Gamero, Maria Dolores & Meintanis, Simos, 2015. "Tests for sphericity in multivariate garch models," MPRA Paper 67411, University Library of Munich, Germany.
    3. Igor Kheifets & Carlos Velasco, 2013. "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers 1924, Cowles Foundation for Research in Economics, Yale University.
    4. Pedro H. C. Sant'Anna & Xiaojun Song, 2016. "Specification Tests for the Propensity Score," Papers 1611.06217, arXiv.org, revised Feb 2019.
    5. Delgado, Miguel A. & Arteaga-Molina, Luis A., 2021. "Testing constancy in varying coefficient models," Journal of Econometrics, Elsevier, vol. 222(1), pages 625-644.
    6. Francq, C. & Jiménez-Gamero, M.D. & Meintanis, S.G., 2017. "Tests for conditional ellipticity in multivariate GARCH models," Journal of Econometrics, Elsevier, vol. 196(2), pages 305-319.
    7. Kheifets, Igor L., 2018. "Multivariate specification tests based on a dynamic Rosenblatt transform," Computational Statistics & Data Analysis, Elsevier, vol. 124(C), pages 1-14.
    8. Igor Kheifets & Carlos Velasco, 2012. "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers w0170, Center for Economic and Financial Research (CEFIR).
    9. Perera, Indeewara & Silvapulle, Mervyn J., 2023. "Bootstrap specification tests for dynamic conditional distribution models," Journal of Econometrics, Elsevier, vol. 235(2), pages 949-971.
    10. Song, Kyungchul, 2010. "Testing semiparametric conditional moment restrictions using conditional martingale transforms," Journal of Econometrics, Elsevier, vol. 154(1), pages 74-84, January.
    11. Thomas Parker, 2010. "A comparison of alternative approaches to sup-norm goodness of fit tests with estimated parameters," CeMMAP working papers CWP34/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Khmaladze, Estate, 2017. "Distribution free testing for conditional distributions given covariates," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 348-354.
    13. Chung, EunYi & Olivares, Mauricio, 2021. "Permutation test for heterogeneous treatment effects with a nuisance parameter," Journal of Econometrics, Elsevier, vol. 225(2), pages 148-174.
    14. Lu, Xiaohui & Zheng, Xu, 2020. "A goodness-of-fit test for copulas based on martingale transformation," Journal of Econometrics, Elsevier, vol. 215(1), pages 84-117.
    15. Hsu, Shih-Hsun & Kuan, Chung-Ming, 2014. "Constructing smooth tests without estimating the eigenpairs of the limiting process," Journal of Econometrics, Elsevier, vol. 178(P1), pages 71-79.
    16. Igor Kheifets, 2014. "Specification Tests for Nonlinear Dynamic Models," Cowles Foundation Discussion Papers 1937, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
    17. Ilia Negri & Yoichi Nishiyama, 2010. "Review on Goodness of Fit Tests for Ergodic Diffusion Processes by Different Sampling Schemes," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 39(1‐2), pages 91-106, February.
    18. Lapenta, Elia & Lavergne, Pascal, 2022. "Encompassing Tests for Nonparametric Regressions," TSE Working Papers 22-1332, Toulouse School of Economics (TSE).
    19. Ilia Negri & Yoichi Nishiyama, 2010. "Goodness of fit test for ergodic diffusions by tick time sample scheme," Statistical Inference for Stochastic Processes, Springer, vol. 13(1), pages 81-95, April.
    20. Miguel A. Delgado & Julius Vainora, 2022. "Conditional Distribution Model Specification Testing Using Chi-Square Goodness-of-Fit Tests," Papers 2210.00624, arXiv.org, revised Sep 2023.
    21. Elia Lapenta, 2022. "A Bootstrap Specification Test for Semiparametric Models with Generated Regressors," Papers 2212.11112, arXiv.org, revised Oct 2023.

  10. Delgado, Miguel A. & Carlos Escanciano, J., 2007. "Nonparametric tests for conditional symmetry in dynamic models," Journal of Econometrics, Elsevier, vol. 141(2), pages 652-682, December.

    Cited by:

    1. Juan Carlos Escanciano & Pei Pei, 2012. "Pitfalls in Backtesting Historical Simulation VaR Models," CAEPR Working Papers 2012-003, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    2. Joseph Ngatchou-Wandji & Michel Harel, 2013. "A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models," Statistical Inference for Stochastic Processes, Springer, vol. 16(3), pages 207-236, October.
    3. Francq, Christian & Jiménez Gamero, Maria Dolores & Meintanis, Simos, 2015. "Tests for sphericity in multivariate garch models," MPRA Paper 67411, University Library of Munich, Germany.
    4. Juan Carlos Escanciano & Carlos Velasco, 2008. "Specification Tests of Parametric Dynamic Conditional Quantiles," CAEPR Working Papers 2008-021, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    5. Xiaojun Song & Haoyu Wei, 2021. "Nonparametric Tests of Conditional Independence for Time Series," Papers 2110.04847, arXiv.org.
    6. Philippe Lambert & Sébastien Laurent & David Veredas, 2012. "Testing conditional asymmetry. A residual based approach," ULB Institutional Repository 2013/136195, ULB -- Universite Libre de Bruxelles.
    7. Escanciano, J. Carlos, 2010. "Asymptotic Distribution-Free Diagnostic Tests For Heteroskedastic Time Series Models," Econometric Theory, Cambridge University Press, vol. 26(3), pages 744-773, June.
    8. Tao Chen & Gautam Tripathi, 2014. "A simple consistent test of conditional symmetry in symmetrically trimmed tobit models," DEM Discussion Paper Series 14-04, Department of Economics at the University of Luxembourg.
    9. Zaichao Du & Juan Carlos Escanciano, 2015. "A Nonparametric Distribution-Free Test for Serial Independence of Errors," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1011-1034, December.
    10. Igor Kheifets & Carlos Velasco, 2013. "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers 1924, Cowles Foundation for Research in Economics, Yale University.
    11. Francq, C. & Jiménez-Gamero, M.D. & Meintanis, S.G., 2017. "Tests for conditional ellipticity in multivariate GARCH models," Journal of Econometrics, Elsevier, vol. 196(2), pages 305-319.
    12. Du, Zaichao & Escanciano, Juan Carlos & Zhu, Guangwei, 2023. "The case for CASE: Estimating heterogeneous systemic effects," Journal of Banking & Finance, Elsevier, vol. 157(C).
    13. Marcelo FERNANDES & Eduardo F. MENDES & Olivier SCAILLET, 2011. "Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels," Swiss Finance Institute Research Paper Series 11-32, Swiss Finance Institute.
    14. Niu, Cuizhen & Guo, Xu & Li, Yong & Zhu, Lixing, 2018. "Pairwise distance-based tests for conditional symmetry," Computational Statistics & Data Analysis, Elsevier, vol. 128(C), pages 145-162.
    15. Jesus Gonzalo & Jose Olmo, 2014. "Conditional Stochastic Dominance Tests In Dynamic Settings," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 819-838, August.
    16. Simos Meintanis, 2013. "Comments on: An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 432-436, September.
    17. Zacharias Psaradakis & Marián Vávra, 2015. "A Quantile-based Test for Symmetry of Weakly Dependent Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(4), pages 587-598, July.
    18. Delgado, Miguel A. & Song, Xiaojun, 2018. "Nonparametric tests for conditional symmetry," Journal of Econometrics, Elsevier, vol. 206(2), pages 447-471.
    19. Cristina Danciulescu, 2010. "Backtesting Value-at-Risk Models: A Multivariate Approach," CAEPR Working Papers 2010-004, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    20. Martínez Ibáñez, Oscar & Olmo, José, 2008. "A nonlinear threshold model for the dependence of extremes of stationary sequences," Working Papers 2072/5361, Universitat Rovira i Virgili, Department of Economics.
    21. Tao Chen & Gautam Tripathi, 2011. "Testing Conditional Symmetry Without Smoothing," Working papers 2011-01, University of Connecticut, Department of Economics.
    22. Masayuki Hirukawa & Mari Sakudo, 2016. "Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels," Econometrics, MDPI, vol. 4(2), pages 1-27, June.
    23. Philippe Lambert & Sébastien Laurent, 2008. "Testing Conditional Dynamics in Asymmetry. A Residual-Based Approach," Working Papers ECARES 2008_009, ULB -- Universite Libre de Bruxelles.

  11. Miguel A. Delgado & Manuel A. Dominguez & Pascal Lavergne, 2006. "Consistent Tests of Conditional Moment Restrictions," Annals of Economics and Statistics, GENES, issue 81, pages 33-67.

    Cited by:

    1. Pascal Lavergne & Valentin Patilea, 2008. "One for All and All for One:Regression Checks With Many Regressors," Discussion Papers dp08-06, Department of Economics, Simon Fraser University.
    2. Lavergne, Pascal & Patilea, Valentin, 2013. "Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory," Journal of Econometrics, Elsevier, vol. 177(1), pages 47-59.
    3. Eduardo Fé, 2013. "Estimating production frontiers and efficiency when output is a discretely distributed economic bad," Journal of Productivity Analysis, Springer, vol. 39(3), pages 285-302, June.
    4. Carlos Escanciano, J., 2008. "Joint and marginal specification tests for conditional mean and variance models," Journal of Econometrics, Elsevier, vol. 143(1), pages 74-87, March.
    5. Krikamol Muandet & Wittawat Jitkrittum & Jonas Kubler, 2020. "Kernel Conditional Moment Test via Maximum Moment Restriction," Papers 2002.09225, arXiv.org, revised Jun 2020.
    6. Otsu, Taisuke & Taylor, Luke, 2021. "Specification Testing For Errors-In-Variables Models," Econometric Theory, Cambridge University Press, vol. 37(4), pages 747-768, August.
    7. Pascal Lavergne & Valentin Patilea, 2006. "Breaking the Curse of Dimensionality in Nonparametric Testing," Working Papers 2006-24, Center for Research in Economics and Statistics.
    8. Francesco Bravo, 2013. "Partially linear varying coefficient models with missing at random responses," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(4), pages 721-762, August.
    9. Lavergne, Pascal & Nguimkeu, Pierre, 2016. "A Hausman Specification Test of Conditional Moment Restrictions," TSE Working Papers 16-743, Toulouse School of Economics (TSE).
    10. Wasel Shadat, 2011. "On the Nonparametric Tests of Univariate GARCH Regression Models," Economics Discussion Paper Series 1115, Economics, The University of Manchester.
    11. James Davidson & Andreea G. Halunga, 2013. "Consistent Model Specification Testing," Discussion Papers 1312, University of Exeter, Department of Economics.
    12. Francesco Bravo, 2014. "Varying coefficients partially linear models with randomly censored data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 383-412, April.
    13. Paulo Parente & Richard Smith, 2012. "Exogeneity in semiparametric moment condition models," CeMMAP working papers 30/12, Institute for Fiscal Studies.
    14. J. S. Allison & M. Hušková & S. G. Meintanis, 2018. "Testing the adequacy of semiparametric transformation models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 70-94, March.
    15. E. Fe-Rodríguez & C. Orme, 2006. "On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives," Economics Discussion Paper Series 0606, Economics, The University of Manchester.
    16. Jun, Sung Jae & Pinkse, Joris, 2009. "Semiparametric tests of conditional moment restrictions under weak or partial identification," Journal of Econometrics, Elsevier, vol. 152(1), pages 3-18, September.
    17. Juan Carlos Escanciano, 2006. "Joint Diagnostic Tests for Conditional Mean and Variance Specifications," Faculty Working Papers 02/06, School of Economics and Business Administration, University of Navarra.
    18. Elia Lapenta, 2022. "A Bootstrap Specification Test for Semiparametric Models with Generated Regressors," Papers 2212.11112, arXiv.org, revised Oct 2023.

  12. Delgado, Miguel A. & Velasco, Carlos, 2005. "Sign tests for long-memory time series," Journal of Econometrics, Elsevier, vol. 128(2), pages 215-251, October.

    Cited by:

    1. Ignacio N. Lobato & Carlos Velasco, 2004. "Optimal Fractional Dickey-Fuller Tests for Unit Roots," Working Papers 0401, Centro de Investigacion Economica, ITAM.
    2. Uwe Hassler & Paulo M.M. Rodrigues & Antonio Rubia, 2016. "Quantile Regression for Long Memory Testing: A Case of Realized Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 14(4), pages 693-724.
    3. Katarzyna Lasak, 2008. "Likelihood based testing for no fractional cointegration," CREATES Research Papers 2008-52, Department of Economics and Business Economics, Aarhus University.
    4. Paulo M.M. Rodrigues & Matei Demetrescu, 2018. "Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility," Working Papers w201817, Banco de Portugal, Economics and Research Department.
    5. Ignacio N Lobato & Carlos Velasco, 2007. "Efficient Wald Tests for Fractional Unit Roots," Econometrica, Econometric Society, vol. 75(2), pages 575-589, March.

  13. Delgado, Miguel A. & Vidal-Sanz, Jose M., 2002. "Averaged Singular Integral Estimation as a Bias Reduction Technique," Journal of Multivariate Analysis, Elsevier, vol. 80(1), pages 127-137, January.

    Cited by:

    1. Jose Vidal-Sanz, 2009. "Automatic spectral density estimation for random fields on a lattice via bootstrap," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(1), pages 96-114, May.

  14. Begoña Álvarez & Miguel A. Delgado, 2002. "Goodness-of-fit techniques for count data models: an application to the demand for dental care in Spain," Empirical Economics, Springer, vol. 27(3), pages 543-567.

    Cited by:

    1. Subhayu Bandyopadhyay & Cletus C. Coughlin, 2014. "Determinants of trade margins: insights using state export data," Working Papers 2014-6, Federal Reserve Bank of St. Louis.
    2. Martha Misas A. & Juan Carlos Parra A. & Enrique L�pez E., 2011. "Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-40.

  15. Delgado, Miguel A. & Farinas, Jose C. & Ruano, Sonia, 2002. "Firm productivity and export markets: a non-parametric approach," Journal of International Economics, Elsevier, vol. 57(2), pages 397-422, August.

    Cited by:

    1. Priit Vahter, 2004. "The Effect Of Foreign Direct Investment On Labour Productivity: Evidence From Estonia And Slovenia," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 32, Faculty of Economics and Business Administration, University of Tartu (Estonia).
    2. Rene Belderbos & Vincent Van Roy & Leo Sleuwaegen, 2020. "Does trade participation limit domestic firms’ productivity gains from inward foreign direct investment?," Working Papers of Department of Management, Strategy and Innovation, Leuven 661062, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven.
    3. Rabah Arezki & Daniel Lederman & Hongyan Zhao, 2011. "The Relative Volatility of Commodity Prices: A Reappraisal," Working Papers 660, Economic Research Forum, revised 12 Jan 2011.
    4. Helpman, Elhanan, 2010. "Labor Market Frictions as a Source of Comparative Advantage, with Implications for Unemployment and Inequality," CEPR Discussion Papers 7707, C.E.P.R. Discussion Papers.
    5. Chandan Sharma, 2017. "Do Firms Learn more from Exporting to the Developed Markets? Empirical Evidence of Indian Firms," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 17(1), pages 1-11, March.
    6. Beneito, Pilar & Rochina-Barrachina, María Engracia & Sanchis, Amparo, 2014. "Learning through experience in Research & Development: An empirical analysis with Spanish firms," Technological Forecasting and Social Change, Elsevier, vol. 88(C), pages 290-305.
    7. Joachim Wagner, 2014. "Exports, R&D and Productivity: A test of the Bustos-model with enterprise data from France, Italy and Spain," Working Paper Series in Economics 310, University of Lüneburg, Institute of Economics.
    8. Holger Görg & David Greenaway, 2004. "Much Ado about Nothing? Do Domestic Firms Really Benefit from Foreign Direct Investment?," The World Bank Research Observer, World Bank, vol. 19(2), pages 171-197.
    9. Andrzej Cieślik & Jan Michałek & Anna Michałek, 2012. "Determinanty działalności eksportowej polskich przedsiębiorstw," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 7-8, pages 67-84.
    10. Munch, Jakob Roland & Rose Skaksen, Jan, 2009. "Human Capital and Wages in Exporting Firms," Working Papers 09-2006, Copenhagen Business School, Department of Economics.
    11. Joachim Wagner, 2012. "Exports, R&D and Productivity: A test of the Bustos-model with German enterprise data," Working Paper Series in Economics 244, University of Lüneburg, Institute of Economics.
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    299. Valeria Gattai, 2015. "Internationalisation and performance at the firm-level: what we learn from Italy," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 42(4), pages 475-509, December.
    300. Arnd Kölling & Antje Mertens, 2022. "Export activities and the demand for skills in German businesses," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(1), pages 189-223, February.
    301. Volpe Martincus, Christian & Carballo, Jerónimo & Garcia, Pablo M. & Graziano, Alejandro, 2014. "How do transport costs affect firms’ exports? Evidence from a vanishing bridge," Economics Letters, Elsevier, vol. 123(2), pages 149-153.
    302. Miguel A. Delgado & Juan Carlos Escanciano, 2013. "Conditional Stochastic Dominance Testing," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 16-28, January.
    303. Elhanan Helpman, 2010. "Labour Market Frictions as a Source of Comparative Advantage: Implications for Unemployment and Inequality," Chapters, in: Robert M. Solow & Jean-Philippe Touffut (ed.), The Shape of the Division of Labour, chapter 3, Edward Elgar Publishing.
    304. Tanaka, Ayumu, 2012. "Firm productivity and the number of FDI destinations: Evidence from a non-parametric test," Economics Letters, Elsevier, vol. 117(1), pages 1-3.
    305. Carol Newman & John Rand & Finn Tarp & Thi Tue Anh Nguyen, 2014. "Exporting and Productivity: The Role of Ownership and Innovation in the Case of Vietnam," WIDER Working Paper Series wp-2014-070, World Institute for Development Economic Research (UNU-WIDER).
    306. Gandelman, Néstor & Alaimo, Veronica & Olarreaga, Marcelo & Guasch, José Luis & Lederman, Daniel & Casacuberta, Carlos & Oviedo, Ana María & López, J. Humberto & Love, Inessa & Porto, Guido & Fajnzylb, 2009. "Does the Investment Climate Matter?: Microeconomic Foundations of Growth in Latin America," IDB Publications (Books), Inter-American Development Bank, number 359, November.
    307. Joan Freixanet, 2014. "Innovation and internationalization: relationship and implications for management and public policy," International Journal of Entrepreneurial Knowledge, Center for International Scientific Research of VSO and VSPP, vol. 2(2), pages 57-75, December.
    308. Marina Arkhipova & Elena Aleksandrova, 2014. "Study of the relationship between innovation and export activity of Russian firms," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 36(4), pages 88-101.
    309. Araújo, Bruno César & Salerno, Mario Sergio, 2015. "Technological strategies and learning-by-exporting: The case of Brazilian manufacturing firms, 2006–2008," International Business Review, Elsevier, vol. 24(5), pages 725-738.
    310. Volpe Martincus, Christian & Carballo, Jerónimo & Cusolito, Ana, 2017. "Roads, exports and employment: Evidence from a developing country," Journal of Development Economics, Elsevier, vol. 125(C), pages 21-39.
    311. Mehmet Akyol & Emrullah Mete, 2021. "The Relationship Between Labor Productivity, Exports, and Foreign Direct Investment for Transition Economies," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 8(2), pages 155-171, July.
    312. Ayumu TANAKA, 2011. "Multinationals in the Services and Manufacturing Sectors: A firm-level analysis using Japanese data," Discussion papers 11059, Research Institute of Economy, Trade and Industry (RIETI).
    313. Roos K. Andadari & Henri L.F. de Groot & Piet Rietveld, 2012. "Production Externalities in the Wood Furniture Industry in Central Java," Tinbergen Institute Discussion Papers 12-072/3, Tinbergen Institute.
    314. Volpe Martincus, Christian & Carballo, Jerónimo, 2010. "Beyond the average effects: The distributional impacts of export promotion programs in developing countries," Journal of Development Economics, Elsevier, vol. 92(2), pages 201-214, July.
    315. Serrano, Javier & Myro, Rafael, 2019. "From domestic to exporter, what happens? Evidence for Spanish manufacturing firms," Structural Change and Economic Dynamics, Elsevier, vol. 51(C), pages 380-392.
    316. Muhammad Saqib Bashir Butt & Hasniza Mohd Taib, 2019. "Economic Forces and Firm Stock Returns Volatility: Role of Firm Features," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), vol. 7(3), pages :281-302, September.
    317. Fernando Merino, 2004. "Firms' productivity and internationalization: a statistical dominance test," Applied Economics Letters, Taylor & Francis Journals, vol. 11(13), pages 851-854.
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    319. Irene Brambilla & Nicolas Depetris Chauvin & Guido Porto, 2017. "Examining the Export Wage Premium in Developing Countries," Review of International Economics, Wiley Blackwell, vol. 25(3), pages 447-475, August.
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    322. Ryuhei WAKASUGI & Yasuyuki TODO & Hitoshi SATO & Shuichiro NISHIOKA & Toshiyuki MATSUURA & Banri ITO & Ayumu TANAKA, 2008. "The Internationalization of Japanese Firms: New Findings Based on Firm-Level Data," Discussion papers 08036, Research Institute of Economy, Trade and Industry (RIETI).
    323. Navyashree G. R. & Savita Bhat, 2018. "ICT Investments and Growth of Small and Medium Firms: A Study of Food Processing Industry in India," Working Papers id:12731, eSocialSciences.
    324. Werner Hölzl & Jürgen Janger & Andreas Reinstaller & Isabel Stadler & Fabian Unterlass & Stephanie Daimer & Thomas Stehnken, 2010. "Barriers to Internationalisation and Growth of EU's Innovative Companies. PRO INNO Europe: INNO-Grips II Report," WIFO Studies, WIFO, number 41059, October.
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  16. Delgado, Miguel A. & Fiteni, Inmaculada, 2002. "External bootstrap tests for parameter stability," Journal of Econometrics, Elsevier, vol. 109(2), pages 275-303, August.

    Cited by:

    1. J. S. Allison & M. Hušková & S. G. Meintanis, 2018. "Testing the adequacy of semiparametric transformation models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 70-94, March.
    2. Domínguez, Manuel A. & Lobato, Ignacio N., 2006. "A consistent specification test for models defined by conditional moment restrictions," UC3M Working papers. Economics we064111, Universidad Carlos III de Madrid. Departamento de Economía.

  17. Delgado, Miguel A. & Rodriguez-Poo, Juan M. & Wolf, Michael, 2001. "Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator," Economics Letters, Elsevier, vol. 73(2), pages 241-250, November.
    See citations under working paper version above.
  18. Delgado, Miguel A. & Hidalgo, Javier, 2000. "Nonparametric inference on structural breaks," Journal of Econometrics, Elsevier, vol. 96(1), pages 113-144, May.

    Cited by:

    1. Seo, Myung Hwan & Linton, Oliver, 2007. "A smoothed least squares estimator for threshold regression models," Journal of Econometrics, Elsevier, vol. 141(2), pages 704-735, December.
    2. J. Hoyo & G. Llorente & C. Rivero, 2019. "Testing for Constant Parameters in Nonlinear Models: A Quick Procedure with an Empirical Illustration," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 113-137, June.
    3. Victor Aguirregabiria & Pedro Mira, 2013. "Identification of Games of Incomplete Information with Multiple Equilibria and Common Unobserved Heterogeneity," Working Papers tecipa-474, University of Toronto, Department of Economics.
    4. Sokbae (Simon) Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP filter: Finding kinks in the COVID-19 contact rate," CeMMAP working papers CWP32/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Koo, Bonsoo & Seo, Myung Hwan, 2015. "Structural-break models under mis-specification: Implications for forecasting," Journal of Econometrics, Elsevier, vol. 188(1), pages 166-181.
    6. Zhao, Yan-Yong & Lin, Jin-Guan & Huang, Xing-Fang & Wang, Hong-Xia, 2016. "Adaptive jump-preserving estimates in varying-coefficient models," Journal of Multivariate Analysis, Elsevier, vol. 149(C), pages 65-80.
    7. Chaoyi Chen & Yiguo Sun, 2018. "Monte Carlo Comparison for Nonparametric Threshold Estimators," JRFM, MDPI, vol. 11(3), pages 1-15, August.
    8. Koo, Bonsoo & Linton, Oliver, 2015. "Let’S Get Lade: Robust Estimation Of Semiparametric Multiplicative Volatility Models," Econometric Theory, Cambridge University Press, vol. 31(4), pages 671-702, August.
    9. Daniel J. Henderson & Christopher F. Parmeter & Liangjun Su, 2017. "M-Estimation of a Nonparametric Threshold Regression Model," Working Papers 2017-15, University of Miami, Department of Economics.
    10. Fiteni, Inmaculada, 2004. "[tau]-estimators of regression models with structural change of unknown location," Journal of Econometrics, Elsevier, vol. 119(1), pages 19-44, March.
    11. Chen, Gongmeng & Choi, Yoon K. & Zhou, Yong, 2008. "Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility," Journal of Econometrics, Elsevier, vol. 143(2), pages 227-262, April.
    12. Erhao Xie, 2018. "Inference in Games Without Nash Equilibrium: An Application to Restaurants, Competition in Opening Hours," Staff Working Papers 18-60, Bank of Canada.
    13. Xu, Ke-Li & Phillips, Peter C.B., 2008. "Adaptive estimation of autoregressive models with time-varying variances," Journal of Econometrics, Elsevier, vol. 142(1), pages 265-280, January.
    14. Gao, Yan & Zhang, Xinyu & Wang, Shouyang & Chong, Terence Tai Leung & Zou, Guohua, 2017. "Frequentist model averaging for threshold models," MPRA Paper 92036, University Library of Munich, Germany.
    15. Lee, Sokbae & Seo, Myung Hwan, 2008. "Semiparametric estimation of a binary response model with a change-point due to a covariate threshold," Journal of Econometrics, Elsevier, vol. 144(2), pages 492-499, June.
    16. Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
    17. E. Andersson & D. Bock & M. Frisen, 2006. "Some statistical aspects of methods for detection of turning points in business cycles," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(3), pages 257-278.
    18. George Kapetanios, 2002. "Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations," Working Papers 470, Queen Mary University of London, School of Economics and Finance.
    19. Fengler, M.R. & Mammen, E. & Vogt, M., 2015. "Specification and structural break tests for additive models with applications to realized variance data," Journal of Econometrics, Elsevier, vol. 188(1), pages 196-218.
    20. Marie Hušková & Matúš Maciak, 2017. "Discontinuities in robust nonparametric regression with α-mixing dependence," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(2), pages 447-475, April.
    21. Chen, Gongmeng & Choi, Yoon K. & Zhou, Yong, 2005. "Nonparametric estimation of structural change points in volatility models for time series," Journal of Econometrics, Elsevier, vol. 126(1), pages 79-114, May.
    22. Violetta Dalla & Javier Hidalgo, 2015. "Testing for Breaks in Regression Models with Dependent Data," STICERD - Econometrics Paper Series /2015/584, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    23. Shinn-Juh Lin & Jian Yang, 2000. "Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach," Econometric Society World Congress 2000 Contributed Papers 0063, Econometric Society.
    24. Yoonseok Lee & Yulong Wang, 2019. "Threshold Regression with Nonparametric Sample Splitting," Papers 1905.13140, arXiv.org, revised Jan 2021.
    25. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
    26. Benoit Perron, 2004. "Détection non paramétrique de sauts dans la volatilité des marchés financiers," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 229-251.
    27. Hafner, C. M., 2022. "Dynamic Autoregressive Liquidity (DArLiQ)," Janeway Institute Working Papers 2206, Faculty of Economics, University of Cambridge.
    28. Ping Yu & Peter C.B. Phillips, 2014. "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.
    29. Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan, 2019. "Robust inference for threshold regression models," LSE Research Online Documents on Economics 100333, London School of Economics and Political Science, LSE Library.
    30. Bandi, Federico M. & Nguyen, Thong H., 2003. "On the functional estimation of jump-diffusion models," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 293-328.
    31. Maria Mohr & Leonie Selk, 2020. "Estimating change points in nonparametric time series regression models," Statistical Papers, Springer, vol. 61(4), pages 1437-1463, August.
    32. Zhou, Yong & Wan, Alan T.K. & Xie, Shangyu & Wang, Xiaojing, 2010. "Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance," Journal of Econometrics, Elsevier, vol. 159(1), pages 183-201, November.
    33. Qing Yang & Yu-Ning Li & Yi Zhang, 2020. "Change point detection for nonparametric regression under strongly mixing process," Statistical Papers, Springer, vol. 61(4), pages 1465-1506, August.
    34. Beran, Jan & Shumeyko, Yevgen, 2012. "Bootstrap testing for discontinuities under long-range dependence," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 322-347.
    35. Leonie Selk & Natalie Neumeyer, 2013. "Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 770-788, December.
    36. Massimiliano Mazzanti & Antonio Musolesi, 2017. "The effect of Rio Convention and other structural breaks on long-run economic development-CO2 relationships," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 34(3), pages 389-405, December.
    37. Gao, Jiti & Gijbels, Irene & Van Bellegem, Sebastien, 2008. "Nonparametric simultaneous testing for structural breaks," Journal of Econometrics, Elsevier, vol. 143(1), pages 123-142, March.
    38. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    39. David Bock & Eva Andersson & Marianne Frisén, 2005. "Statistical surveillance of cyclical processes with application to turns in business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(7), pages 465-490.
    40. Porter, Jack & Yu, Ping, 2015. "Regression discontinuity designs with unknown discontinuity points: Testing and estimation," Journal of Econometrics, Elsevier, vol. 189(1), pages 132-147.

  19. Miguel A. Delgado & Jordi Jaumandreu & Ana Martín Marcos, 1999. "Input cost, capacity utilization and substitution in the short run," Spanish Economic Review, Springer;Spanish Economic Association, vol. 1(3), pages 239-262.
    See citations under working paper version above.
  20. Miguel A. Delgado & Juan Mora, 1998. "Testing non-nested semiparametric models: an application to Engel curves specification," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(2), pages 145-162.

    Cited by:

    1. Yuri Fonseca & Marcelo Medeiros & Gabriel Vasconcelos & Alvaro Veiga, 2018. "BooST: Boosting Smooth Trees for Partial Effect Estimation in Nonlinear Regressions," Papers 1808.03698, arXiv.org, revised Jul 2020.

  21. Miguel A. Delgado & Thomas J. Kniesner, 1997. "Count Data Models With Variance Of Unknown Form: An Application To A Hedonic Model Of Worker Absenteeism," The Review of Economics and Statistics, MIT Press, vol. 79(1), pages 41-49, February.
    See citations under working paper version above.
  22. Delgado, Miguel A & Miles, Daniel, 1997. "Household Characteristics and Consumption Behaviour: A Nonparametric Approach," Empirical Economics, Springer, vol. 22(3), pages 409-429.
    See citations under working paper version above.
  23. Miguel A. Delgado, 1996. "Testing Serial Independence Using The Sample Distribution Function," Journal of Time Series Analysis, Wiley Blackwell, vol. 17(3), pages 271-285, May.
    See citations under working paper version above.
  24. Delgado, Miguel A. & Robinson, Peter M., 1996. "Optimal spectral kernel for long-range dependent time series," Statistics & Probability Letters, Elsevier, vol. 30(1), pages 37-43, September.
    See citations under working paper version above.
  25. Delgado, Miguel A & Mora, Juan, 1995. "Nonparametric and Semiparametric Estimation with Discrete Regressors," Econometrica, Econometric Society, vol. 63(6), pages 1477-1484, November.
    See citations under working paper version above.
  26. Miguel A. Delgado & Juan Mora, 1995. "On asymptotic inferences in non-parametric and semiparametric models with discrete and mixed regressors," Investigaciones Economicas, Fundación SEPI, vol. 19(3), pages 435-467, September.

    Cited by:

    1. Miguel A. Delgado & Jordi Jaumandreu & Ana Martín Marcos, 1999. "Input cost, capacity utilization and substitution in the short run," Spanish Economic Review, Springer;Spanish Economic Association, vol. 1(3), pages 239-262.
    2. Paul W. Wilson & Kathleen Carey, 2004. "Nonparametric analysis of returns to scale in the US hospital industry," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 505-524.
    3. David C. Wheelock & Paul W. Wilson, 2015. "The Evolution of Scale Economies in U.S. Banking," Working Papers 2015-21, Federal Reserve Bank of St. Louis.

  27. Miguel A. Delgado & Thanasis Stengos, 1994. "Semiparametric Specification Testing of Non-nested Econometric Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(2), pages 291-303.

    Cited by:

    1. MacKinnon, James & Davidson, Russell, 1999. "Artificial Regressions," Queen's Economics Department Working Papers 273406, Queen's University - Department of Economics.
    2. Glenn Ellison & Sara Fisher Ellison, 1998. "A Simple Framework for Nonparametric Specification Testing," NBER Technical Working Papers 0234, National Bureau of Economic Research, Inc.
    3. Harry H. Kelejian & Gianfranco Piras, 2016. "A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence," Empirical Economics, Springer, vol. 51(4), pages 1581-1605, December.
    4. Jean‐Pierre Florens & Jan Johannes & Sébastien Van Bellegem, 2012. "Instrumental regression in partially linear models," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 304-324, June.
    5. Kelejian, Harry H. & Piras, Gianfranco, 2011. "An extension of Kelejian's J-test for non-nested spatial models," Regional Science and Urban Economics, Elsevier, vol. 41(3), pages 281-292, May.
    6. Li, Qi & Hsiao, Cheng & Zinn, Joel, 2003. "Consistent specification tests for semiparametric/nonparametric models based on series estimation methods," Journal of Econometrics, Elsevier, vol. 112(2), pages 295-325, February.
    7. Atak, Alev & Linton, Oliver B. & Xiao, Zhijie, 2010. "A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom," MPRA Paper 22079, University Library of Munich, Germany.
    8. Yanqin Fan & Qi Li, 2002. "A Consistent Model Specification Test Based On The Kernel Sum Of Squares Of Residuals," Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 337-352.
    9. Maria-Isabel Ayuda & Antonio Aznar, 2000. "Power in non-nested models: a comparative study," Applied Economics Letters, Taylor & Francis Journals, vol. 7(7), pages 483-486.
    10. Harry H. Kelejian & Gianfranco Piras, 2013. "A J-Test for Panel Models with Fixed Effects, Spatial and Time," Working Papers Working Paper 2013-03, Regional Research Institute, West Virginia University.
    11. Li, Qi & Stengos, Thanasis, 1995. "A semi-parametric non-nested test in a dynamic panel data model," Economics Letters, Elsevier, vol. 49(1), pages 1-6, July.
    12. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
    13. Chu, Ba & Jacho-Chávez, David T., 2012. "k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA," Econometric Theory, Cambridge University Press, vol. 28(4), pages 769-803, August.
    14. Li, Qi, 1999. "Consistent model specification tests for time series econometric models," Journal of Econometrics, Elsevier, vol. 92(1), pages 101-147, September.
    15. Linton, Oliver, 1995. "Second Order Approximation in the Partially Linear Regression Model," Econometrica, Econometric Society, vol. 63(5), pages 1079-1112, September.
    16. Masamune Iwasawa, 2015. "A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models," Econometrics, MDPI, vol. 3(3), pages 1-31, September.
    17. Miguel A. Delgado & Juan Mora, 1995. "On asymptotic inferences in non-parametric and semiparametric models with discrete and mixed regressors," Investigaciones Economicas, Fundación SEPI, vol. 19(3), pages 435-467, September.
    18. Bernard Fingleton & Silvia Palombi, 2016. "Bootstrap J -Test for Panel Data Models with Spatially Dependent Error Components, a Spatial Lag and Additional Endogenous Variables," Spatial Economic Analysis, Taylor & Francis Journals, vol. 11(1), pages 7-26, March.
    19. Mora, Juan, 1994. "Semiparametric testing of non-nested models: an application to Engel Curves specification," DES - Working Papers. Statistics and Econometrics. WS 3953, Universidad Carlos III de Madrid. Departamento de Estadística.
    20. Delgado, Miguel A. & Li, Qi & Stengos, Thanasis, 1994. "Non-parametric specification testing of non-nested econometric models," DES - Working Papers. Statistics and Econometrics. WS 3961, Universidad Carlos III de Madrid. Departamento de Estadística.
    21. Yanqin Fan & Qi Li, 1995. "Bootstrapping J-type tests for non-nested regression models," Economics Letters, Elsevier, vol. 48(2), pages 107-112, May.
    22. Li, Hongjun & Li, Qi & Liu, Ruixuan, 2016. "Consistent model specification tests based on k-nearest-neighbor estimation method," Journal of Econometrics, Elsevier, vol. 194(1), pages 187-202.
    23. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.

  28. Delgado, Miguel A., 1993. "Testing the equality of nonparametric regression curves," Statistics & Probability Letters, Elsevier, vol. 17(3), pages 199-204, June.
    See citations under working paper version above.
  29. Delgado, Miguel A & Robinson, Peter M, 1992. "Nonparametric and Semiparametric Methods for Economic Research," Journal of Economic Surveys, Wiley Blackwell, vol. 6(3), pages 201-249.
    See citations under working paper version above.
  30. Delgado, Miguel A., 1992. "Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model," Econometric Theory, Cambridge University Press, vol. 8(2), pages 203-222, June.

    Cited by:

    1. Hardle, Wolfgang & Linton, Oliver, 1986. "Applied nonparametric methods," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 38, pages 2295-2339, Elsevier.
    2. Mnasri, Ayman & Nechi, Salem, 2021. "New nonlinear estimators of the gravity equation," Economic Modelling, Elsevier, vol. 95(C), pages 192-202.
    3. Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2006. "Joint LM test for homoskedasticity in a one-way error component model," Journal of Econometrics, Elsevier, vol. 134(2), pages 401-417, October.
    4. Inkmann, Joachim, 2000. "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," Journal of Econometrics, Elsevier, vol. 97(2), pages 227-259, August.
    5. J. M. C. Santos Silva & Silvana Tenreyro, 2006. "The Log of Gravity," The Review of Economics and Statistics, MIT Press, vol. 88(4), pages 641-658, November.
    6. Long, M.C.Mark C., 2004. "College applications and the effect of affirmative action," Journal of Econometrics, Elsevier, vol. 121(1-2), pages 319-342.
    7. Delgado, M.A. & Kniesner, T.J., 1994. "Count Data Models with Viriance of Unknown Form - An Application to a Hedonic Model of Worker Absenteeism," Papers 94-011, Indiana - Center for Econometric Model Research.
    8. Chu, Ba & Jacho-Chávez, David T., 2012. "k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA," Econometric Theory, Cambridge University Press, vol. 28(4), pages 769-803, August.
    9. Álvarez, Begoña, 1998. "La demanda atendida de consultas médicas y atención urgente," DE - Documentos de Trabajo. Economía. DE 3890, Universidad Carlos III de Madrid. Departamento de Economía.
    10. Álvarez, Begoña & Delgado, Miguel A., 1997. "Nonparametric checks for count data models: an application to demand for health care in Spain," DES - Working Papers. Statistics and Econometrics. WS 4547, Universidad Carlos III de Madrid. Departamento de Estadística.
    11. Nilanjana Roy, 2002. "Is Adaptive Estimation Useful For Panel Models With Heteroskedasticity In The Individual Specific Error Component? Some Monte Carlo Evidence," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 189-203.
    12. Miguel A. Delgado & Juan Mora, 1995. "On asymptotic inferences in non-parametric and semiparametric models with discrete and mixed regressors," Investigaciones Economicas, Fundación SEPI, vol. 19(3), pages 435-467, September.
    13. Inkmann, Joachim, 1997. "Circumventing multiple integration: A comparison of GMM and SML estimators for the panel probit model," Discussion Papers, Series II 339, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
    14. Marsh, L.C.Lawrence C., 2004. "The econometrics of higher education: editor's view," Journal of Econometrics, Elsevier, vol. 121(1-2), pages 1-18.
    15. Noureddine Kouaissah & Sergio Ortobelli Lozza & Ikram Jebabli, 2022. "Portfolio Selection Using Multivariate Semiparametric Estimators and a Copula PCA-Based Approach," Computational Economics, Springer;Society for Computational Economics, vol. 60(3), pages 833-859, October.
    16. Li, Hongjun & Li, Qi & Liu, Ruixuan, 2016. "Consistent model specification tests based on k-nearest-neighbor estimation method," Journal of Econometrics, Elsevier, vol. 194(1), pages 187-202.

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