Category Archives: PubFacMoraJ

Estimating the Expected Shortfall of Cryptocurrencies: An Evaluation Based on Backtesting

Acereda, B., León, A. and Mora, J
Finance Research Letters – 2020

14 de October de 2020Pub, PubFac, PubfacLeonA, PubFacMoraJ, Pubfield, Pubyear2020By coralio

An adaptive algorithm for clustering cumulative probability distribution functions using the Kolmogorov-Smirnov two-sample test

Mora-López, L. and J. Mora
Expert Systems with Applications – 2015

09 de November de 2017Pub, PubFac, PubFacMoraJ, PubfacSelected, PubfacSelectedMoraJ, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubSelected, Pubyear2015By coralio

Specification Tests for the Distribution of Errors in Nonparametric Regression: A Martingale Approach.

Mora, J., and A. Pérez-Alonso
Journal of Nonparametric Statistics – 2009

24 de October de 2015Pub, PubFac, PubFacMoraJ, Pubfield, PubfieldEconometrics, Pubyear2009By coralio

Flexible Estimation of Wage Distributions in the Presence of Covariates.

Febrer, A. and J. Mora
Computational Statistics and Data Analysis – 2009

24 de October de 2015Pub, PubFac, PubFacMoraJ, Pubfield, PubfieldEconometrics, PubfieldLabor, Pubyear2009By coralio

On Specification Testing of Ordered Discrete Choice Models.

Mora, J., and A.-I. Moro-Egido
Journal of Econometrics – 2008

24 de October de 2015Pub, PubFac, PubFacMoraJ, PubfacSelected, PubfacSelectedMoraJ, Pubfield, PubfieldEconometrics, PubSelected, Pubyear2008By coralio

Comparing distribution functions of errors in linear models: a nonparametric approach

Mora, J.
Statistics and Probability Letters – 2005

24 de October de 2015Pub, PubFac, PubFacMoraJ, Pubfield, PubfieldEconometrics, Pubyear2005By coralio

Income and Wealth Distributions Along the Business Cycle: Implications from the Neoclassical Growth Model

Maliar, L., S. Maliar and J. Mora
The B.E. Journal of Macroeconomics – 2005

24 de October de 2015Pub, PubFac, PubFacMaliarL, PubFacMaliarS, PubFacMoraJ, Pubfield, PubfieldMacro, Pubyear2005By coralio

Modeling time series of climatic parameters with probabilistic finite automata

Mora-López, L., J. Mora, R. Morales-Bueno and M. Sidrach-de-Cardona
Environmental Modelling and Software – 2005

24 de October de 2015Pub, PubFac, PubFacMoraJ, Pubfield, Pubyear2005By coralio

On the performance of nonparametric specification tests in regression models

Miles, D. and J. Mora
Computational Statistics and Data Analysis – 2003

24 de October de 2015Pub, PubFac, PubFacMoraJ, Pubfield, PubfieldEconometrics, Pubyear2003By coralio

Testing non-nested semiparametric models: an application to Engel curves specification

Delgado, M.A. and J. Mora
Journal of Applied Econometrics – 1998

24 de October de 2015Pub, PubFac, PubFacMoraJ, Pubfield, PubfieldEconometrics, Pubyear1998By coralio