Examinar por departamento (cas.) "Economía aplicada III (Econometría y Estadística)"
Now showing items 61-80 of 139
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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 ... -
Generating cluster submodels from a multistage stochastic mixed integer optimization model using break stage
(2013-07)We present a scheme to generate clusters submodels with stage ordering from a (symmetric or a nonsymmetric one) multistage stochastic mixed integer optimization model using break stage. We consider a stochastic model ... -
Heterogeneous Preferences for Public Goods Provided by Agriculture in a Region of Intensive Agricultural Production: The Case of the Marchfeld
(MDPI, 2018-06)The aim of this paper is to elicit the marginal willingness to pay (MWTP) for the improved provision of public goods (PGs) by agriculture in a region of intensive agricultural production, embodying many of the environmental ... -
Improving the Representativeness of a Simple Random Sample: An Optimization Model and Its Application to the Continuous Sample of Working Lives
(MDPI, 2020-07-25)This paper proposes an optimization model for selecting a larger subsample that improves the representativeness of a simple random sample previously obtained from a population larger than the population of interest. The ... -
Incorporating attitudes into the evaluation of preferences regarding agri-environmental practices
(John Wiley & Sons Ltd, 2021-08-07)Many stated preference studies have shown that individuals’ attitudes play an important role in explaining their behaviour and helping to disentangle preference heterogeneity. When responses to attitudinal questions are ... -
International Trade and Strategic Privatization
(2001-03)The literature on mixed oligopoly does not consider that there is strategic interaction between governments when they decide whether to privatize their public firms. In order to analyze this quetion we consider two countries; ... -
Interpreting correlated random parameters in choice experiments
(Elsevier, 2020-07-28)The random parameter logit (RPL) model with uncorrelated coefficients is a restrictive version of the mixed logit model, but it is one of the most frequently used models for analysing stated choice data in environmental ... -
Is a Small Monte Carlo Analysis a Good Analysis? Checking the Size, Power and Consistency of a Simulation-Based Test
(Springer, 2002)In this paper we study the relationship between the number of replications and the accuracy of the estimated quantiles of a distribution obtained by simulation. A method for testing hypotheses on the quantiles of a ... -
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 ... -
Kalman Filtering in R
(Journal of Statistical Software, 2011-03)Support in R for state space estimation via Kalman filtering was limited to one package, until fairly recently. In the last five years, the situation has changed with no less than four additional packages offering general ... -
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 ... -
Landscape valuation through discrete choice experiments: Current practice and future research reflections
(2012)The Discrete Choice Experiments (DCEs) are a fast growing landscape valuation technique. This paper describes some recent applications implemented in this field and identifies their attributes, levels, payment vehicles, ... -
Linear and Nonlinear Causality between Energy Consumption and Economic Growth: the Case of Mexico 1965-2014
(MDPI, 2018-03-29)This paper analyzes the causal link between aggregated and disaggregated levels of energy consumption and economic growth in Mexico between 1965 and 2014, with the presence of structural breaks stemming from the series. ... -
Measuring the Effect of the Real Estate Bubble: a House Price Index for Bilbao
(2011-11)A spatio-temporal model is proposed aimed at producing an index of housing prices. A hedonic model with geographically varying coefficients is coupled with a non parametric estimation of the trend, whence a price index is derived. -
Merging to License: Internal vs. External Patentee
(2003-01)In this paper, we endogenize the decision of a research laboratory that owns a patented process innovation on whether to remain independent as an external patentee or to merge with a manufacturing firm, becoming an internal ... -
Mixed Duopoly, Merger and Multiproduct Firms
(2000-07)The literature on mergers has extensively analyzed the decision to merge by private firms but it has not considered the decision to merge by private and public firms. We assume that when a private firm and a public firm ... -
Mixed Oligopoly and Environmental Policy
(2001-02)The literature on mixed oligopoly does not consider the role that the environmental policy of the government plays on the decision whether to privatize public firms. Assuming that there are one public firm and n private ... -
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 ... -
MPI parallel programming of mixed integer optimization problems using CPLEX with COIN-OR
(2012)The aim of this technical report is to present some detailed explanations in order to help to understand and use the Message Passing Interface (MPI) parallel programming for solving several mixed integer optimization ...