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Distribution-free tests for time series models specification
Delgado, Miguel A.; Velasco, Carlos - In: Journal of econometrics 155 (2010) 2, pp. 128-137
Persistent link: https://www.econbiz.de/10003966969
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A distribution-free transform of the residuals sample autocorrelations with application to model checking
Delgado, Miguel A.; Velasco, Carlos - 2010
Persistent link: https://www.econbiz.de/10003972283
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Distribution-free specification tests for dynamic linear models
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos - In: The econometrics journal 12 (2009), pp. 105-134
Persistent link: https://www.econbiz.de/10003876439
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Semiparametric generalized least squares in the multivariate nonlinear regression model
Delgado, Miguel A. - In: Econometric theory 8 (1992) 2, pp. 203-222
Persistent link: https://www.econbiz.de/10001128736
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Non-Gaussian log-periodogram regression
Velasco, Carlos - In: Econometric theory 16 (2000) 1, pp. 44-79
Persistent link: https://www.econbiz.de/10001568489
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Identification and estimation of structural VARMA models using higher order dynamics
Velasco, Carlos - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 819-832
Persistent link: https://www.econbiz.de/10014448441
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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
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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
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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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Semiparametric specification testing of non-nested econometric models
Delgado, Miguel A. - In: The review of economic studies 61 (1994) 2, pp. 291-303
Persistent link: https://www.econbiz.de/10001160735