Miguel A. Delgado is a Professor of Econometrics at Universidad Carlos III de Madrid. He earned his Ph.D in Economics from the London School of Economics. He was previously an Assistant Professor at Indiana University. He has served as Assistant Editor of Econometric Theory, Statistics & Probability Letters, Journal of Econometrics, Investigaciones Económicas, and Spanish Economic Review. He has directed 12 doctoral theses and taught different Statistics and Econometrics courses at all levels. His research focuses on Econometrics, where he has proposed different inference techniques in non-parametric and semi-parametric models. His research has been published in the main Econometrics and Statistics journals, such as Econometrica, Review of Economic Studies, Annals of Statistics, Journal of the American Statistical Association and Journal of Econometrics.
Delgado, M.A., and L.A. Arteaga-Molina. “Testing constancy in varying coefficient models”. Journal of Econometrics, (2021), 222, 625-644.
Delgado, M.A., and Song, X. "Non parametric test for conditional symmetry" Journal of Econometrics, 206, 447-471. 2018
Delgado, M.A., and Escanciano, J.C. "Distribution-free tests of conditional moment inequalities" Journal of Statistical Planning and Inference 173, 99-108. 2016
Delgado, M.A., and Robinson, P. "Non-nested testing of spatial autocorrelation." Journal of Econometrics ,187, 385-401. 2015
Delgado, M.A., and Escanciano, J.C. "Distribution-free tests of stochastic monotonicity." Journal of Econometrics,170, 68–75. 2012
Delgado, M.A., and Velasco, C. "An asymptotically pivotal transform of the residuals sample autocorrelations with application to model checking," Journal of the American Statistical Association, 495, 946-958. 2011
Econometría (Grado). Topics in Advanced Econometrics (Grado), Econometrics II (Master in Economic Analysis), Topics in Econometrics: Nonparametric Inference and Specification Testing (Master in Economic Analysis).