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Miguel A. Delgado

Institution: Universidad Carlos III de Madrid

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.eco.uc3m.es/personal/delgado/

First Publication: 1992

Most Recent: 2022

RePEc ID: pde774 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 2.02 0.67 0.00 2.69 65%
Last 10 Years 0.00 4.04 0.67 0.00 4.71 70%
All Time 4.04 37.67 5.38 0.84 47.93 98%

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 26.93

Publications (23)

Year Article Journal Tier Authors
2022 Survival analysis with median regression models The Econometrics Journal B 3
2021 Testing constancy in varying coefficient models Journal of Econometrics A 2
2018 Nonparametric tests for conditional symmetry Journal of Econometrics A 2
2015 Non-nested testing of spatial correlation Journal of Econometrics A 2
2013 Conditional Stochastic Dominance Testing Journal of Business & Economic Statistics A 2
2012 Distribution-free tests of stochastic monotonicity Journal of Econometrics A 2
2011 BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL Econometric Theory B 3
2010 Distribution-free tests for time series models specification Journal of Econometrics A 2
2009 Editor's introduction Journal of Econometrics A 1
2009 Editor's introduction Journal of Econometrics A 1
2008 Distribution-free specification tests of conditional models Journal of Econometrics A 2
2008 Specification testing Journal of Econometrics A 1
2007 Nonparametric tests for conditional symmetry in dynamic models Journal of Econometrics A 2
2005 Sign tests for long-memory time series Journal of Econometrics A 2
2002 Firm productivity and export markets: a non-parametric approach Journal of International Economics A 3
2002 External bootstrap tests for parameter stability Journal of Econometrics A 2
2001 Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator Economics Letters C 3
2000 Nonparametric inference on structural breaks Journal of Econometrics A 2
1997 Count Data Models With Variance Of Unknown Form: An Application To A Hedonic Model Of Worker Absenteeism Review of Economics and Statistics A 2
1994 Semiparametric Specification Testing of Non-nested Econometric Models Review of Economic Studies S 2
1992 Nonparametric and Semiparametric Methods for Economic Research. Journal of Economic Surveys C 2
1992 Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model Econometric Theory B 1
1992 Applied Nonparametric RegressionW. Härdle Cambridge University Press, 1990 Econometric Theory B 1