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Now showing items 71-80 of 103
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 ...
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 ...
Conditional beta pricing models: A nonparametric approach
(2010)
We propose a two-stage procedure to estimate conditional beta pricing models that allow for flexibility in the dynamics of assets' covariances with risk factors and market prices of risk (MPR). First, conditional covariances ...
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 ...
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 ...
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 ...
Entrada endógena ineficiente
(2002-07)
[EN] Stewart (1994) presents a model of endogenous entry. In his article Stewart proposes the following topic for future research: "An important feature of the model is that entry would be inefficient from the producers' ...
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.
Predicting Betas: Two new methods
(2009)
Betas play a central role in modern finance. The estimation of betas from historical data and their extrapolation into the future is of considerable practical interest. We propose two new methods: the first is a direct ...
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 ...