Examinar Biltoki por departamento (cas.) "Economía aplicada III (Econometría y Estadística)"
Now showing items 41-60 of 103
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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 ... -
Fishing Technology and Optimal Distribution of Harvest Rates
(1999-06)In this paper we analyze the optimal management of a joint ownership fishery exploitation model where agents use different fishing gears. As opposed to other works, we consider a model in which the fishing technology affects ... -
Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country
(2010)This paper analyses weekly prices for mackerel landed by the inshore fleet at the ports of the Basque Country in 1995-2008, using new econometric techniques never before applied to the fishing market. The idea is to learn ... -
Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models
(2002-04)This paper considers the persistence found in the volatility of many financial time series by means of a local Long Memory in Stochastic Volatility model and analyzes the performance of the Gaussian semiparametric or local ... -
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 ... -
International Trade and Strategic Privatization
(2001-03)The literature on mixed oligopoly does not consider that there is strategic interaction between governments when they decide whether to privatize their public firms. In order to analyze this quetion we consider two countries; ... -
Índices de Satisfacción del Consumidor: una aplicación de Modelos de Ecuaciones Estructurales a la Industria Automovilística Española
(2002-10)El objetivo del presente trabajo es la obtención de la variable latente Satisfacción Global del Consumidor (SGC), a partir de 25 indicadores proporcionados por la revista Autopista para 130 modelos de coches. La metodología ... -
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 ... -
Landscape valuation through discrete choice experiments: Current practice and future research reflections
(2012)The Discrete Choice Experiments (DCEs) are a fast growing landscape valuation technique. This paper describes some recent applications implemented in this field and identifies their attributes, levels, payment vehicles, ... -
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. -
Merging to License: Internal vs. External Patentee
(2003-01)In this paper, we endogenize the decision of a research laboratory that owns a patented process innovation on whether to remain independent as an external patentee or to merge with a manufacturing firm, becoming an internal ... -
Mixed Duopoly, Merger and Multiproduct Firms
(2000-07)The literature on mergers has extensively analyzed the decision to merge by private firms but it has not considered the decision to merge by private and public firms. We assume that when a private firm and a public firm ... -
Mixed Oligopoly and Environmental Policy
(2001-02)The literature on mixed oligopoly does not consider the role that the environmental policy of the government plays on the decision whether to privatize public firms. Assuming that there are one public firm and n private ... -
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 ... -
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 ... -
MPI parallel programming of mixed integer optimization problems using CPLEX with COIN-OR
(2012)The aim of this technical report is to present some detailed explanations in order to help to understand and use the Message Passing Interface (MPI) parallel programming for solving several mixed integer optimization ... -
Multiple imputation of time series: an application to the construction of historical price indexes
(2005)Time series in many areas of application, and notably in the social sciences, are frequently incomplete. This is particularly annoying when we need to have complete data, for instance to compute indexes as a weighted average ... -
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 ... -
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 ... -
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 ...