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Juan Mora López

Catedràtic
Ph.D. Universidad Carlos III de Madrid
email: juan@ua.es
Desp.: 31
Ext.: 3258


web

Camps de Recerca:
Statistics and Econometrics.

Publicacions

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

Cursos
Grups de recerca
Prometeo – Economia i Gènere
October 19, 2020
Econometrics
June 22, 2021
Labor Economics
June 22, 2021
Notícies de Juan
Carmen Herrero’s Honorary Degree
December 19, 2013
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Recerca
  • Professorat a temps complet
  • Publicacions 2017-
  • Seminaris 2021-2022
  • LaTEx
Grups de recerca
  • Prometeo – Economia i Gènere
    October 19, 2020
  • Behavioral, Experimental and Network Economics
    June 22, 2021
  • Development Economics
    June 22, 2021
  • Econometrics
    June 22, 2021
  • Economic Theory
    June 22, 2021
  • Industrial Organization
    June 22, 2021
  • International, Urban and Regional Economics
    June 22, 2021
  • Labor Economics
    June 22, 2021
  • Macroeconomics
    June 22, 2021
  • Mathematical Economics
    June 22, 2021
  • Public Economics and Political Economy
    June 22, 2021
Enllaços ràpids
  • Seminaris 2021-2022
  • Publicacions 2017-
  • Professorat a temps complet
  • Màster en Economia Quantitativa
  • Estudiants de postgrau
  • Notícies
  • Prometeo – Economia i Gènere
  • English (en)English
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