Overview
Miguel A. Delgado is an econometrician at Universidad Carlos III de Madrid. His research focuses on nonparametric and robust inference for time series, including sign-based tests for unit roots and long memory.
Key Contributions
- Delgado-Velasco (2005): Sign tests for the long-memory parameter d in ARFIMA models; exact locally most powerful (LMP) sign test for simple hypotheses; composite test with estimated ARMA nuisance parameters; Monte Carlo showing sign tests dominate Dickey-Fuller and Tanaka under fat-tailed/infinite-variance innovations.
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