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Econometrics
Publicacions
Estimating Value-at-Risk and Expected Shortfall: Do Polynomial Expansions Outperform Parametric Densities?
Castillo-Brais, B., León, A. & J. Mora.
Mathematics – 2022
Estimating the Expected Shortfall of Cryptocurrencies: An Evaluation Based on Backtesting
Acereda, B., León, A. and Mora, J
Finance Research Letters – 2020
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
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
Flexible Estimation of Wage Distributions in the Presence of Covariates.
Febrer, A. and J. Mora
Computational Statistics and Data Analysis – 2009
Specification Tests for the Distribution of Errors in Nonparametric Regression: A Martingale Approach.
Mora, J., and A. Pérez-Alonso
Journal of Nonparametric Statistics – 2009
On Specification Testing of Ordered Discrete Choice Models.
Mora, J., and A.-I. Moro-Egido
Journal of Econometrics – 2008
Comparing distribution functions of errors in linear models: a nonparametric approach
Mora, J.
Statistics and Probability Letters – 2005
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
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
On the performance of nonparametric specification tests in regression models
Miles, D. and J. Mora
Computational Statistics and Data Analysis – 2003
A nonparametric test for serial independence of regression errors
Delgado, M.A. and J. Mora
Biometrika – 2000
Modelling conditional heteroskedasticity: application to the ‘IBEX-35’ stock-return index
León, A. and J. Mora
Spanish Economic Review – 1999
Testing non-nested semiparametric models: an application to Engel curves specification
Delgado, M.A. and J. Mora
Journal of Applied Econometrics – 1998
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
Efficiency of financial markets: a test with nonparametric risk modelling (in Spanish)
Mora, J.
Revista Española de Economía – 1992
