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Nonparametric tests for conditional symmetry in dynamic models
Delgado, Miguel A.; Escanciano, J. Carlos - In: Journal of econometrics 141 (2007) 2, pp. 652-682
Persistent link: https://www.econbiz.de/10003571335
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Distribution-free tests of stochastic monotonicity
Delgado, Miguel A.; Escanciano, Juan Carlos - In: Journal of econometrics 170 (2012) 1, pp. 68-75
Persistent link: https://www.econbiz.de/10009673150
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Specification testing
Delgado, Miguel A. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003722580
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Distribution-free specification tests of conditional models
Delgado, Miguel A.; Stute, Winfried - In: Journal of econometrics 143 (2008) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10003722590
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Non-nested testing of spatial correlation
Delgado, Miguel A.; Robinson, Peter M. - In: Journal of econometrics 187 (2015) 1, pp. 385-401
Persistent link: https://www.econbiz.de/10011499542
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Sign tests for long-memory time series
Delgado, Miguel A.; Velasco, Carlos - In: Journal of econometrics 128 (2005) 2, pp. 215-251
Persistent link: https://www.econbiz.de/10003091283
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External bootstrap tests for parameter stability
Delgado, Miguel A.; Fiteni, Inmaculada - In: Journal of econometrics 109 (2002) 2, pp. 275-303
Persistent link: https://www.econbiz.de/10001689039
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Nonparametric inference on structural breaks
Delgado, Miguel A.; Hidalgo, Javier - In: Journal of econometrics 96 (2000) 1, pp. 113-144
Persistent link: https://www.econbiz.de/10001466747
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Testing constancy in varying coefficient models
Delgado, Miguel A.; Arteaga-Molina, Luis A. - In: Journal of econometrics 222 (2021) 1,3, pp. 625-644
Persistent link: https://www.econbiz.de/10012619767
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Recent advances in time series analysis : a volume honouring Peter M. Robinson
Delgado, Miguel A. (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003877925