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Optimal spectral kernel for long-range dependent time series
Delgado, Miguel A.; Robinson, Peter M. - 1994
Persistent link: https://www.econbiz.de/10000902813
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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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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 new class of distribution-free tests for time series models specification
Delgado, Miguel A.; Velasco, Carlos - 2009
Persistent link: https://www.econbiz.de/10003970392
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Bootstrap-assisted specification tests for the ARFIMA model
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos - In: Econometric theory 27 (2011) 5, pp. 1083-1116
Persistent link: https://www.econbiz.de/10009379754
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A new class of distribution-free tests for time series models specification
Delgado, Miguel A. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003774813
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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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Recent advances in time series analysis : a volume honouring Peter M. Robinson
Delgado, Miguel A. (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003877925
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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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Testing constancy in varying coefficient models
Delgado, Miguel A.; Arteaga-Molina, Luis A. - 2019
Persistent link: https://www.econbiz.de/10011990854