BackBrowsing Documentos de Trabajo e Informes Técnicos by Title
Now showing items 340-359 of 451
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Sampling and learning the Mallows and Generalized Mallows models under the Cayley distance
Irurozki, Ekhine; Calvo Molinos, Borja
; (2014-01-22)
[EN]The Mallows and Generalized Mallows models are compact yet powerful and natural ways of representing a probability distribution over the space of permutations. In this paper we deal with the problems of sampling and ... -
Sampling and learning the Mallows and Weighted Mallows models under the Hamming distance
Irurozki, Ekhine; Calvo Molinos, Borja; (2014-01-22)
[EN]In this paper we deal with distributions over permutation spaces. The Mallows model is the mode l in use. The associated distance for permutations is the Hamming distance. -
Sampling and learning the Mallows model under the Ulam distance
Irurozki, Ekhine; Ceberio Uribe, Josu; Calvo Molinos, Borja ; (2014-01-22)
[EN]In this paper we deal with probability distributions over permutation spaces. The Probability model in use is the Mallows model. The distance for permutations that the model uses in the Ulam distance. -
Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization
Escudero Bueno, Laureano F.; Garín Martín, María Araceli; Pérez Sainz de Rozas, Gloria ; Unzueta Inchaurbe, Aitziber (2012)
In this paper we introduce four scenario Cluster based Lagrangian Decomposition (CLD) procedures for obtaining strong lower bounds to the (optimal) solution value of two-stage stochastic mixed 0-1 problems. At each iteration ... -
Seasonal Stability Tests in gretl. An Application to International Tourism Data
Díaz-Emparanza Herrero, Ignacio; Moral Zuazo, María Paz (2013-09)
The seasonal stability tests of Canova & Hansen (1995) (CH) provide a method complementary to that of Hylleberg et al. (1990) for testing for seasonal unit roots. But the distribution of the CH tests are unknown in small ... -
Second-best tax policy in a growing economy with externalities
Cassou, Steven P.; Gorostiaga Alonso, Miren Arantzazu; Gutiérrez Huerta, María José; Hamilton, Stephen F. (University of the Basque Country, Department of Foundations of Economic Analysis II, 2006-10)
This paper investigates the exploitation of environmental resources in a growing economy within a second-best scal policy framework. Agents derive utility from two types of consumption goods one which relies on an ... -
Selecting random parameters in discrete choice experiment for environmental valuation: A simulation experiment
Mariel Chladkova, Petr; De Ayala Bilbao, Amaya ; Hoyos Ramos, David ; Abdullah, Sabah (2010)
This paper examines the various tests commonly used to select random parameters in choice modelling. The most common procedures for selecting random parameters are: the Lagrange Multiplier test as proposed by McFadden and ... -
Selection of the number of frequencies using bootstrap techniques in log-periodogram regression
Arteche González, Jesús María; Orbe Lizundia, Jesús María (2008-02)
The choice of the bandwidth in the local log-periodogram regression is of crucial importance for estimation of the memory parameter of a long memory time series. Different choices may give rise to completely different ... -
Selectivity, pulse fishing and endogenous lifespan in Beverton-Holt models
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2012)Optimal management in a multi-cohort Beverton-Holt model with any number of age classes and imperfect selectivity is equivalent to finding the optimal fish lifespan by chosen fallow cycles. Optimal policy differs in two ... -
Semiparametric estimation in perturbed long memory series
Arteche González, Jesús María (2005-05)
The estimation of the memory parameter in perturbed long memory series has recently attracted attention motivated especially by the strong persistence of the volatility in many financial and economic time series and the ... -
Semiparametric inference in correlated long memory signal plus noise models
Arteche González, Jesús María (2010-04)
This paper proposes an extension of the log periodogram regression in perturbed long memory series that accounts for the added noise, also allowing for correlation between signal and noise, which represents a common situation ... -
Should firms allow workers to participate in R&D investment?
Campo Corredera, María Luz (1999-10)
[EN] This paper analyzes if the introduction of new technologies in unionized firms, should be chosen unilaterally by the firm or negotiated with the union. The results show that firms prefer to choose the level of R&D or ... -
Should Fiscal Policy be different in a Non-Competitive Framework?
Gorostiaga Alonso, Miren Arantzazu (University of the Basque Country, Department of Foundations of Economic Analysis II, 2002-07)
This paper studies if imperfections in the labor market justify a different fiscal policy. We present a dynamic general equilibrium model with a Ramsey planner deciding about public spending, labor taxes and debt. Two ... -
Should Owners of Firms Delegate Long-run Decisions?
; Casado Izaga, Francisco Javier (1999-11)
This paper analyzes whether owners of firms have incentives to delegate their long-run decisions to managers or not. The result arising from our analysis shows that owners do have incentives to keep their long-run decisions ... -
Skill premium effects on fertility and female labor force supply
Iza Padilla, María Amaya; Ferrero Martínez, Dolores (University of the Basque Country, Department of Foundations of Economic Analysis II, 2002)
In the last twenty years the United States has seen a positive relationship between female labor supply and total fertility rates, which differs from the pattern observed over the preceding years. We construct a general ... -
Smiling under stochastic volatility
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2002)This paper studies the behavior of the implied volatility function (smile) when the true distribution of the underlying asset is consistent with the stochastic volatility model proposed by Heston (1993). The main result ... -
Social Housing under Oligopoly
Usategui Díaz de Otalora, José María (University of the Basque Country, Department of Foundations of Economic Analysis II, 2008-03)
In this paper it is shown that the setting up of a social housing system may decrease the total number of houses built in the market, induce a price of non-social houses greater than the price of houses without that system ... -
Social Interactions and Subjective Well-Being: Evidence from Latin America
Ateca Amestoy, Victoria María; Cortés Aguilar, Alexandra; Moro-Egido, Ana I. (University of the Basque Country, Department of Foundations of Economic Analysis II, 2011-11)
In this paper, we seek to examine the effect of comparisons and social capital on subjective well-being. Furthermore, we test if, through social influence and exposure, social capital is either an enhancer or appeaser of ... -
Social Preferences - Literature Survey
Kovarik, Jaromir (2009)
This paper surveys the theories of social preferences. Social preferences are based on that people not only care about their own well-being, but they have a certain concern with payoffs and/or actions of others. We classify ... -
Social Security, Education, Retirement and Growth
Iza Padilla, María Amaya; Echevarría Olave, Cruz Ángel (University of the Basque Country, Department of Foundations of Economic Analysis II, 2008-02)
In this paper we analyze the effects of social security policies in an unfunded, earnings-related social security system on the incentives to education investment and voluntary retirement, on growth and on income inequality. ...