IDEAS home Printed from https://ideas.repec.org/f/pde774.html
   My authors  Follow this author

Miguel A. Delgado

Personal Details

First Name:Miguel
Middle Name:A.
Last Name:Delgado
Suffix:
RePEc Short-ID:pde774
http://www.eco.uc3m.es/personal/delgado/
Departamento de Economía, Universidad Carlos III de Madrid, Getafe 28903, Spain.
+34 916249804
Terminal Degree:1989 Economics Department; London School of Economics (LSE) (from RePEc Genealogy)

Affiliation

Departamento de Economía
Universidad Carlos III de Madrid

Madrid, Spain
http://www.eco.uc3m.es/
RePEc:edi:deuc3es (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Miguel A. Delgado & Julius Vainora, 2022. "Chi-Square Goodness-of-Fit Tests for Conditional Distributions," Papers 2210.00624, arXiv.org.
  2. 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.
  3. Delgado, Miguel A. & Arteaga-Molina, Luis A., 2019. "Testing Constancy in Varying Coefficient Models," UC3M Working papers. Economics 27981, Universidad Carlos III de Madrid. Departamento de Economía.
  4. Delgado, Miguel A. & García Suaza, Andrés Felipe, 2018. "Counterfactual Analysis Using Censored Duration Data," UC3M Working papers. Economics 27821, Universidad Carlos III de Madrid. Departamento de Economía.
  5. 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.
  6. Delgado, Miguel A. & Escanciano, Juan Carlos, 2011. "Conditional stochastic dominance testing," UC3M Working papers. Economics we1138, Universidad Carlos III de Madrid. Departamento de Economía.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  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. & Fariñas, José C. & Ruano, Sonia, 1999. "Firms´productivity and the export market: a nonparametric approach," DES - Working Papers. Statistics and Econometrics. WS 6345, Universidad Carlos III de Madrid. Departamento de Estadística.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. Delgado, Miguel A. & Hidalgo, Javier, 1998. "Consistent specification testing of stationary processes with long-range dependence: asymptotic and bootstrap tests," DES - Working Papers. Statistics and Econometrics. WS 4673, Universidad Carlos III de Madrid. Departamento de Estadística.
  22. 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.
  23. 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.
  24. 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.
  25. Delgado, Miguel A. & Domínguez, Manuel A., 1995. "A consistent test of significance," DES - Working Papers. Statistics and Econometrics. WS 4508, Universidad Carlos III de Madrid. Departamento de Estadística.
  26. Delgado, Miguel A. & Hidalgo, Javier, 1994. "Nonparametric estimation of structural breakpoints," DES - Working Papers. Statistics and Econometrics. WS 3958, Universidad Carlos III de Madrid. Departamento de Estadística.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. Delgado, Miguel A. & Mora, Juan, 1993. "Inference on semiparametric models with discrete regressors," DES - Working Papers. Statistics and Econometrics. WS 3700, Universidad Carlos III de Madrid. Departamento de Estadística.
  32. 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.
  33. 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.
  34. 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.
  35. 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.
  36. Delgado, Miguel A., 1992. "Testing the equality of nonparametric regression curves," UC3M Working papers. Economics 2826, Universidad Carlos III de Madrid. Departamento de Economía.
  37. 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.
  38. Delgado, Miguel A., 1992. "Computing nonparametric functional estimates in semiparametric problems," UC3M Working papers. Economics 5821, Universidad Carlos III de Madrid. Departamento de Economía.
  39. Miguel A. Delgado & Thanasis Stengos, 1990. "Semiparametric Specification Testing," Working Paper 778, Economics Department, Queen's University.
  40. Miguel A. Delgado & Thanasis Stengos, 1990. "Semiparametric Specification Testing of Nonlinear Models," Working Paper 783, Economics Department, Queen's University.
    repec:ags:quedwp:273180 is not listed on IDEAS
    repec:ags:quedwp:273186 is not listed on IDEAS

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.
  2. Delgado, Miguel A. & Arteaga-Molina, Luis A., 2021. "Testing constancy in varying coefficient models," Journal of Econometrics, Elsevier, vol. 222(1), pages 625-644.
  3. Natalie Neumeyer & Miguel A. Delgado & Lajos Horváth & Simos Meintanis & Emanuele Taufer & Lixing Zhu, 2021. "4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 371-374, June.
  4. Delgado, Miguel A. & Song, Xiaojun, 2018. "Nonparametric tests for conditional symmetry," Journal of Econometrics, Elsevier, vol. 206(2), pages 447-471.
  5. Delgado, Miguel A. & Robinson, Peter M., 2015. "Non-nested testing of spatial correlation," Journal of Econometrics, Elsevier, vol. 187(1), pages 385-401.
  6. 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.
  7. Delgado, Miguel A. & Escanciano, Juan Carlos, 2012. "Distribution-free tests of stochastic monotonicity," Journal of Econometrics, Elsevier, vol. 170(1), pages 68-75.
  8. 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.
  9. 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.
  10. 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.
  11. Delgado, Miguel A., 2009. "Editor's introduction," Journal of Econometrics, Elsevier, vol. 152(1), pages 1-2, September.
  12. 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.
  13. Delgado, Miguel A., 2009. "Editor's introduction," Journal of Econometrics, Elsevier, vol. 151(2), pages 99-100, August.
  14. Delgado, Miguel A. & Stute, Winfried, 2008. "Distribution-free specification tests of conditional models," Journal of Econometrics, Elsevier, vol. 143(1), pages 37-55, March.
  15. Delgado, Miguel A., 2008. "Specification testing," Journal of Econometrics, Elsevier, vol. 143(1), pages 1-4, March.
  16. 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.
  17. 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.
  18. Delgado, Miguel A. & Velasco, Carlos, 2005. "Sign tests for long-memory time series," Journal of Econometrics, Elsevier, vol. 128(2), pages 215-251, October.
  19. Delgado, Miguel A. & Fiteni, Inmaculada, 2002. "External bootstrap tests for parameter stability," Journal of Econometrics, Elsevier, vol. 109(2), pages 275-303, August.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Delgado, Miguel A. & Hidalgo, Javier, 2000. "Nonparametric inference on structural breaks," Journal of Econometrics, Elsevier, vol. 96(1), pages 113-144, May.
  25. 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.
  26. 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.
  27. Delgado, Miguel A & Miles, Daniel, 1997. "Household Characteristics and Consumption Behaviour: A Nonparametric Approach," Empirical Economics, Springer, vol. 22(3), pages 409-429.
  28. 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.
  29. 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.
  30. 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.
  31. Delgado, Miguel A & Mora, Juan, 1995. "Nonparametric and Semiparametric Estimation with Discrete Regressors," Econometrica, Econometric Society, vol. 63(6), pages 1477-1484, November.
  32. 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.
  33. Miguel A. Delgado & Thanasis Stengos, 1994. "Semiparametric Specification Testing of Non-nested Econometric Models," Review of Economic Studies, Oxford University Press, vol. 61(2), pages 291-303.
  34. Delgado, Miguel A., 1993. "Testing the equality of nonparametric regression curves," Statistics & Probability Letters, Elsevier, vol. 17(3), pages 199-204, June.
  35. 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.
  36. 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.
  37. Delgado, Miguel A., 1992. "Applied Nonparametric RegressionW. Härdle Cambridge University Press, 1990," Econometric Theory, Cambridge University Press, vol. 8(3), pages 413-419, September.
  38. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  2. Number of Journal Pages, Weighted by Simple Impact Factor
  3. Number of Journal Pages, Weighted by Recursive Impact Factor
  4. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  6. Betweenness measure in co-authorship network
  7. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (10) 2007-12-08 2009-02-28 2010-04-24 2010-08-14 2012-01-25 2013-03-23 2015-05-30 2018-12-24 2019-04-22 2022-10-31. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2007-12-08 2009-02-28 2010-04-24
  3. NEP-GEO: Economic Geography (3) 2015-02-05 2015-04-11 2015-05-30
  4. NEP-URE: Urban & Real Estate Economics (2) 2015-02-05 2015-05-30
  5. NEP-LAB: Labour Economics (1) 2018-12-24
  6. NEP-ORE: Operations Research (1) 2009-02-28

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Miguel A. Delgado should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.