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Now showing items 101-107 of 107
Selection of the number of frequencies using bootstrap techniques in log-periodogram regression
(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 ...
Survival Analysis Using a Censored Semiparametric Regression Model
(2000-04)
In this work we study the effect of several covariates X on a censored response variable T with unknown probability distribution. A semiparametric model is proposed to consider situations where the functional form of the ...
Time-Varying Beta Estimators in the Mexican Emerging Market
(2011)
This paper compares the performance of three different time-varying betas that have never
previously been compared: the rolling OLS estimator, a nonparametric estimator and an
estimator based on GARCH models. The study ...
Las Tecnologías de la Información y Comunicación en la Docencia Universitaria Presencial. Aplicación en Distintas Titulaciones y Áreas de Conocimiento
(2006)
El objetivo fundamental del presente estudio es analizar el impacto de la aplicación de las Tecnologías de la Información y Comunicación (TICs) como elemento didáctico de autoaprendizaje y facilitador motivacional en la ...
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 ...
Benchmarking of patents: An application of GAM methodology
(2007-04)
The present article reexamines some of the issues regarding the benchmarking of patents using the NBER data base on U.S. patents by generalizing a parametric citation model and by estimating it using GAM methodology. The ...
Comparing the performance of different approaches to deal with attribute non-attendance in discrete choice experiments: a simulation experiment
(2010)
There is a growing body of literature acknowledging that respondents to DCE often use simplifying strategies, like ignoring one or several attributes to provide with their choices. Two main approaches have appeared to ...