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¿Es necesaria una política redistributiva del ingreso en Chile? Evidencia Empírica desde el principio de igualdad de oportunidades
(2004)
[ES] Este trabajo evalúa la política tributaria vigente en Chile desde la perspectiva del criterio de Igualdad de Oportunidades. Bajo este criterio es deseable actuar para compensar a las personas por las circunstancias ...
A Semiparametric Estimation of Liquidity Effects on Option Pricing
(1999-09)
This paper proposes a semiparametric option pricing model with liquidity, as proxied by the relative bid-ask spread. The nonparametric volatility function with liquidity as an explanatory variable is estimated using the ...
A Note on Wavelet Correlation and Cointegration
(2013-11)
In a recent paper Leong-Huang:2010 {Journal of Applied Statistics 37, 215–233} proposed a wavelet-correlation-based approach to test for cointegration between two time series.
However, correlation and cointegration are ...
Analysis of the relationship between International Immigration and Unemployement
(2000-10)
[EN] The relationship between the unemployment and the international immigration is getting interest while the differences between poor and rich countries are stressed. The poor countries offer cheap work force to occupy ...
Seasonal Stability Tests in gretl. An Application to International Tourism Data
(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 ...
A time varying coefficient model for panel data: Foreign Direct Investment in European OECD countries
(2007-04)
The present article reexamines some of the issues regarding the Knowledge-Capital Model that encompasses both horizontal and vertical Foreign Direct Investment described in detail in the literature. The empirical support ...
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 ...
On downloading and using COIN-OR for solving linear/integer optimization problems
(2010)
The aim of this technical report is to present some detailed explanations in order to help to use the open source software for optimization COIN-OR. In particular, we describe how to download, install and use the corresponding ...
A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine
(2010)
The aim of this technical report is to present some detailed explanations in order to help to understand and use the algorithm Branch and Fix Coordination for solving MultiStage Mixed Integer Problems (BFC- MSMIP). We have ...
On solving two stage stochastic linear problems by using a new approach, Cluster Benders Decomposition
(2010-11)
The optimization of stochastic linear problems, via scenario analysis, based on Benders decomposition requires to appending feasibility and/or optimality cuts to the master problem until the iterative procedure reaches the ...