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Analytic moments of TGARCH(1,1) models with polynomially adjusted densities
Carnero, M. Angeles
;
León Valle, Ángel Manuel
; …
-
2025
Persistent link: https://www.econbiz.de/10015339182
Saved in:
2
Testing non-nested semiparametric models : an application to Engel curves specification
Delgado, Miguel A.
;
Mora, Juan
-
1996
-
1. ed
Persistent link: https://www.econbiz.de/10000951716
Saved in:
3
Testing non-nested semiparametric models : an application to Engel curves specification
Delgado, Miguel A.
- In:
Journal of applied econometrics
13
(
1998
)
2
,
pp. 145-162
Persistent link: https://www.econbiz.de/10001241596
Saved in:
4
Nonparametric and semiparametric estimation with discrete regressors
Delgado, Miguel A.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
6
,
pp. 1477-1484
Persistent link: https://www.econbiz.de/10001188992
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5
On asymptotic inferences in nonparametric and semiparametric models with discrete and mixed regressors
Delgado, Miguel A.
- In:
Investigaciones económicas
19
(
1995
)
3
,
pp. 435-467
Persistent link: https://www.econbiz.de/10001194304
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6
Wage distribution in Spain, 1994 - 1999 : an application of a flexible extimator of conditional distributions
Febrer, Antonia
(
contributor
);
Mora, Juan
(
contributor
)
-
2005
-
1. ed
Persistent link: https://www.econbiz.de/10002805300
Saved in:
7
Specification tests for the distribution of errors in nonoarametric regression : a martingale approach
Mora, Juan
;
Pérez-Alonso, Alicia
-
2008
Persistent link: https://www.econbiz.de/10003871481
Saved in:
8
Specification tests for the distribution of errors in nonparametric regression : a martingale approach
Mora, Juan
;
Pérez-Alonso, Alicia
-
2007
Persistent link: https://www.econbiz.de/10003963718
Saved in:
9
Skewness in energy returns : estimation, testing and implications for tail risk
Carnero, M. Angeles
;
León, Angel
;
Ñíguez, Trino-Manuel
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 178-189
Persistent link: https://www.econbiz.de/10014431948
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