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Now showing items 11-20 of 52
Técnicas Factoriales de Análisis de Tablas Múltiples: Nuevos Desarrollos Empíricos
(2001-03)
Existen varias técnicas de análisis de tablas múltiples en la literatura. Estas técnicas tienen, sin embargo, lagunas de aplicación cuando las tablas están compuestas por un número diferente de individuos, especialmente ...
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 ...
Switching Equilibria: The Present Value Model for Stock Prices Revisited
(2002-07)
This paper analyzes the different dynamic features displayed by alternative RE equilibria and how these features change for small perturbations of the dividend process parameters. Using historical US data and structural ...
Economic Growth and Electricity Consumption in 12 European Countries: A Causality Analysis Using Panel Data
(2008)
We apply recent panel methodology to investigate the relationship between electricity consumption and real GDP for a set of 12 European Union countries using annual data for the period 1970-2004. Recently developed tests ...
Electricity consumption and economic growth: evidence from Spain
(2007-01)
The paper investigates both linear and nonlinear causality between electricity consumption and economic growth in Spain for the period 1971-2005. We use the methodology of Toda and Yamamoto (1995) and Dolado and Lütkepohl ...
Comparative Study of Alternatives Analysis of Incomplete Disjunctive Tables
(2000-05)
[EN] Multiple Correspondence Analysis (MCA) studies the relationship between several categorical variables defined with respect to a certain population. However, one of the main sources of information are those surveys in ...
Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets
(2012)
This paper models the mean and volatility spillovers of prices within the integrated Iberian and the interconnected Spanish and French electricity markets. Using the constant (CCC) and dynamic conditional correlation (DCC) ...
Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets
(2011-06)
Statistical studies that consider multiscale relationships among several variables use wavelet correlations and cross-correlations between pairs of variables. This procedure needs to calculate and compare a large number ...
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 ...
An empirical comparison of the performance of alternative option pricing models
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2002)
This paper presents a comparison of alternative option pricing models based neither on jump-diffusion nor stochastic volatility data generating processes. We assume either a smooth volatility function of some previously ...