Juan Manuel Rodriguez-Poo

University of Cantabria - Department of Economics

Professor

SCHOLARLY PAPERS

2

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299

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (2)

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1.

An Adaptive Specification Test For Semiparametric Models

Number of pages: 32 Posted: 05 Sep 2007
Juan Manuel Rodriguez-Poo, Stefan Sperlich and Philippe Vieu
University of Cantabria - Department of Economics, Université de Genève, GSEM and affiliation not provided to SSRN
Downloads 155 (368,719)
Citation 2

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Consistent specification test, adaptive testing, semiparametric models, bootstrap,subsampling

2.

Testing Weak Exogeneity in the Exponential Family: An Application to Financial Marked-Point Processes

CORE Discussion Paper No. 2004/49
Number of pages: 29 Posted: 06 Sep 2005
Juan Jose Dolado, Juan Manuel Rodriguez-Poo and David Veredas
Universidad Carlos III de Madrid - Department of Economics, University of Cantabria - Department of Economics and Vlerick Business School
Downloads 144 (391,468)
Citation 3

Abstract:

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Weak exogeneity, pseudo-maximum likelihood, semiparametric models, point processes, high-frequency data. stealth trading, mixture of distribution hypothesis