Persona:
Matilla García, Mariano

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0000-0002-6007-3522
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Matilla García
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Mariano
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2019 - 201912020 - 20243
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Fecha de inicio: 2019 × search.filters.applied.f.itemDepartamento: Economía Aplicada y Estadística ×

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Mostrando 1 - 4 de 4
  • Miniatura
    Publicación
    A test for deterministic dynamics in spatial processes
    (2019-01-19) García-Córdoba, Jose A.; Matilla García, Mariano; Ruiz Marín, Manuel
    We propose a statistical procedure to determine if a spatial structure that is observed in the data is generated by a deterministic (even chaotic) spatial process, rather than by a stochastic process. This procedure can be used as a specification test. It is robust against nonlinearity and nonstationarity and can complete the toolbox for testing diagnosis as well. The advantages of the presented methods are high power, simplicity, and ease and ample applicability for tests to be conducted, provided that weak conditions are required. Herein, we conduct several simulations to evaluate the performance of our procedure on well-known spatial processes and in situations where standard tests for spatial autocorrelation fail to detect spatial dependence. Guidelines for using the technique are also provided herein.
  • Miniatura
    Publicación
    Multibenchmark reality checks
    (Elsevier, 2024-11) Arbués, Ignacio; Matilla García, Mariano
    Empirical economic modelers often have to choose between two classes of models, with each class containing multiple models. In many cases, this decision is based on the predictive ability of the considered models. This entails that multiple testing and/or p-hacking pose known risks. This study presents a new statistical approach for comparing all model in a single test, serving as a multi-benchmark reality check test. The behavior of the test is studied asymptotically and in small finite samples. We show how the new approach works by analyzing whether one family of linear bivariate models outperforms a univariate family in predicting commodity prices. This paper raises new questions for future research. From an empirical viewpoint, we present several open questions in economic modeling that can be tested with multi-benchmark tests. Meanwhile, from a theoretical viewpoint, further studies can investigate whether a more general method for approximating or simulating the test distribution can be developed.
  • Miniatura
    Publicación
    Spatial partial causality
    (EDP Sciences, Società Italiana di Fisica Y Springer Berlin Heidelberg., 2021-12-20) Herrera Gomez, Marcos; Matilla García, Mariano; Ruiz Marin, Manuel
    This paper, on the one hand, proposes a statistical technique to detect potential causal relationships when the researcher has georeferenced data but not time dimension, and, on the other, applies this new methodology to the analysis of potential partial causal determinants of home prices. In particular, we find that the direction of causality for home prices in California goes from the income level to prices.
  • Miniatura
    Publicación
    Non-parametric analysis of serial dependence in time series using ordinal patterns
    (Elsevier, 2022-04) Weiß, Christian H.; Ruiz Marín, Manuel; Keller, Karsten; Matilla García, Mariano
    A list of new tests for serial dependence based on ordinal patterns are provided. These new methods rely exclusively on the order structure of the data sets. Hence, the novel tests are stable under monotone transformations of the time series and robust against small perturbations or measurement errors. The standard asymptotic distributions are given, and their finite sample behavior under linear and non-linear departures from the null of independence are studied. Moreover, it is proved that under mild conditions, any ordinal-pattern-based test is nuisance free, which is appealing for modelling, as these tests can eventually be used as misspecification tests. This property is also analyzed for finite samples and illustrated through an empirical application. Much of the discussion is based on a detailed combinatorial analysis of ordinal pattern probabilities