Browsing Biltoki by Subject "MATHEMATICAL AND QUANTITATIVE METHODS"
Now showing items 21-40 of 51
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¿Es necesaria una política redistributiva del ingreso en Chile? Evidencia Empírica desde el principio de igualdad de oportunidades
(2004)[ES] Este trabajo evalúa la política tributaria vigente en Chile desde la perspectiva del criterio de Igualdad de Oportunidades. Bajo este criterio es deseable actuar para compensar a las personas por las circunstancias ... -
Estacionalidad determinista y estocástica en series temporales macroeconómicas
(2004-12)Basándose en la literatura existente, en este trabajo se propone una metodología para el estudio gráfico y analítico del componente estacional en una serie temporal. El objetivo del análisis es determinar si el componente ... -
Factores de riesgo y supervivencia libre de tumor en pacientes con trasplante renal de cadáver
(2003)[Background] There is an agreement in the fact that cancer incidence in transplant recipients increases at a rate disproportionately greater than in the general population. Several clinical studies have identified cancer ... -
Finite sample behavior of two step estimators in selection models
(1999-04)The problem of specification errors in sample selection models has received considerable attention both theoretically and empirically. However, very few is known about the finite sample behavior of two step estimators. In ... -
Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country
(2010)This paper analyses weekly prices for mackerel landed by the inshore fleet at the ports of the Basque Country in 1995-2008, using new econometric techniques never before applied to the fishing market. The idea is to learn ... -
Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models
(2002-04)This paper considers the persistence found in the volatility of many financial time series by means of a local Long Memory in Stochastic Volatility model and analyzes the performance of the Gaussian semiparametric or local ... -
Índices de Satisfacción del Consumidor: una aplicación de Modelos de Ecuaciones Estructurales a la Industria Automovilística Española
(2002-10)El objetivo del presente trabajo es la obtención de la variable latente Satisfacción Global del Consumidor (SGC), a partir de 25 indicadores proporcionados por la revista Autopista para 130 modelos de coches. La metodología ... -
Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems
(2010-07)In this paper we study solution methods for solving the dual problem corresponding to the Lagrangean Decomposition of two stage stochastic mixed 0-1 models. We represent the two stage stochastic mixed 0-1 problem by a ... -
Un Modelo Lineal Generalizado Semiparametrico para Analisis de Duracion con Censura
(2000-07)[EN] Aitkin and Clayton (1980) proposed to analyze duration models using generalized linear models. In this work we extend that methodology allowing for some nonspecified covariable effect. The model we propose is a ... -
Motivación de los estudiantes de LE y LADE ante el estudio de la Estadística
(2004)El objetivo fundamental de este trabajo es analizar las motivaciones dominantes en los alumnos de las Licenciaturas de Economía (LE) y Administración y Dirección de Empresas (LADE)a la hora de enfrentarse a las asignaturas ... -
Multiple imputation of time series: an application to the construction of historical price indexes
(2005)Time series in many areas of application, and notably in the social sciences, are frequently incomplete. This is particularly annoying when we need to have complete data, for instance to compute indexes as a weighted average ... -
Multivariate Data Imputation using Trees
(2002)We address the problem of completing two files with records containing a fully observed common subset of variables. The tecnique investigated involves the use of regression and/or classification trees. An extension of ... -
Nonparametric estimation betas in the Market Model
(2006)In this study an alternative nonparametric estimator to the Fama and MacBeth approach for the CAPM estimation is proposed. Betas and risk premiums are estimated simultaneously in order to increase the explanatory power of ... -
Nonparametric estimation of time varying parameters under shape restrictions
(2001-01)In this paper we propose a new method to estimate nonparametrically a time varying parameter model when some qualitative information from outside data (e.g. seasonality) is available. In this framework we make two main ... -
On downloading and using COIN-OR for solving linear/integer optimization problems
(2010)The aim of this technical report is to present some detailed explanations in order to help to use the open source software for optimization COIN-OR. In particular, we describe how to download, install and use the corresponding ... -
On solving two stage stochastic linear problems by using a new approach, Cluster Benders Decomposition
(2010-11)The optimization of stochastic linear problems, via scenario analysis, based on Benders decomposition requires to appending feasibility and/or optimality cuts to the master problem until the iterative procedure reaches the ... -
Output dynamics in an endogenous growth model
(2003-07)The aim of this paper is to analyze whether endogenous growth RBC models are consistent with two stylized facts about U.S. output dynamics. First, GNP growth is positively correlated in the short run and it has a weak ... -
Productivity's development in the Basque Economy during the period 1985-1994
(1998-09)[EN] The aim of this paper is to analyse the development of Basque Country's economy's productivity in the period 1985-1994 and, identify which are the factors that decide that evolution. We specify a Cobb-Douglas production ... -
Una propuesta para el análisis de tablas múltiples
(2003-07)El análisis de tablas múltiples ha seguido cuatro direcciones básicas: el Análisis Procusteano, la metodología STATIS, el Análisis Factorial Múltiple y el Análisis Canónico Generalizado. Estos métodos, en general, han sido ... -
Quesnay and Leontief on Capital and Income
(2002-03)I analyze Quesnay's explanation of the "Tableau Economique" of 1766 in order to show that he made a clear distinction between capital and income. In holding this distinction, Quesnay rejected the nowadays currently accepted ...