English
Valencià
Modelling conditional heteroskedasticity: application to the ‘IBEX-35’ stock-return index
León, A. and J. Mora
Spanish Economic Review – 1999
A nonparametric test for serial independence of regression errors
Delgado, M.A. and J. Mora
Biometrika – 2000
Efficiency of financial markets: a test with nonparametric risk modelling (in Spanish)
Mora, J.
Revista Española de Economía – 1992
Nonparametric and semiparametric estimation with discrete regressors
Delgado, M.A. and J. Mora
Econometrica – 1995
On asymptotic inferences in nonparametric and semiparametric models with discrete and mixed regressors
Delgado, M.A. and J. Mora
Investigaciones Económicas – 1995
Analyzing motives for money-transfers within families: the role of transfers for education.
Mora, J., and A. I. Moro-Egido
Empirical Economics – 2012
Counterfactual distributions of wages via quantile regression with endogeneity.
Martínez-Sanchís, E., J. Mora, and I. Kandemir
Computational Statistics and Data Analysis – 2012
Comparing distributions with bootstrap techniques: an application to global solar radiation.
Mora, J., and L. Mora-López
Mathematics and Computers in Simulation – 2010