BackBrowsing Biltoki by Title
Now showing items 71-90 of 105
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Product Differentiation with Consumer Arbitrage
Aguirre Pérez, Iñaki
; Espinosa Alejos, María Paz (2003-03)
We analyze the consequences of consumers behavior concerning personal arbitrage in a spatial discrimination context where firms know the consumers distribution but cannot distinguish them by location. The firms' equilibrium ... -
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 ... -
Una propuesta para el análisis de tablas múltiples
Modroño Herrán, Juan Ignacio; Fernández Aguirre, María Carmen; Landaluce Calvo, M. Isabel (2003-07)
El análisis de tablas múltiples ha seguido cuatro direcciones básicas: el Análisis Procusteano, la metodología STATIS, el Análisis Factorial Múltiple y el Análisis Canónico Generalizado. Estos métodos, en general, han sido ... -
Quesnay and Leontief on Capital and Income
Ormazabal Sánchez, Kepa Mirena (2002-03)
I analyze Quesnay's explanation of the "Tableau Economique" of 1766 in order to show that he made a clear distinction between capital and income. In holding this distinction, Quesnay rejected the nowadays currently accepted ... -
Reconstructing Chi-squared Intra-table Distances in the Analysis of a Set of Contingency Tables
Zárraga Castro, María Amaya; Goitisolo Lezama, Beatriz (2007-07)
To study similarities among the set of rows -and columns- of a contingency table, Correspondence Analysis uses chi-squared distances between row profiles -and column profiles- of that table. This article presents a factor ... -
Risk management for mathematical optimization under uncertainty
Aranburu Laka, Larraitz; Escudero Bueno, Laureano F.; Garín Martín, María Araceli; Merino Maestre, María ; Pérez Sainz de Rozas, Gloria (2016)
We present a general multistage stochastic mixed 0-1 problem where the uncertainty appears everywhere in the objective function, constraints matrix and right-hand-side. The uncertainty is represented by a scenario tree ... -
Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization
Escudero Bueno, Laureano F.; Garín Martín, María Araceli; Pérez Sainz de Rozas, Gloria ; Unzueta Inchaurbe, Aitziber (2012)
In this paper we introduce four scenario Cluster based Lagrangian Decomposition (CLD) procedures for obtaining strong lower bounds to the (optimal) solution value of two-stage stochastic mixed 0-1 problems. At each iteration ... -
Seasonal Stability Tests in gretl. An Application to International Tourism Data
Díaz-Emparanza Herrero, Ignacio; Moral Zuazo, María Paz (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 ... -
Selecting random parameters in discrete choice experiment for environmental valuation: A simulation experiment
Mariel Chladkova, Petr; De Ayala Bilbao, Amaya ; Hoyos Ramos, David ; Abdullah, Sabah (2010)
This paper examines the various tests commonly used to select random parameters in choice modelling. The most common procedures for selecting random parameters are: the Lagrange Multiplier test as proposed by McFadden and ... -
Selection of the number of frequencies using bootstrap techniques in log-periodogram regression
Arteche González, Jesús María; Orbe Lizundia, Jesús María (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 ... -
Semiparametric estimation in perturbed long memory series
Arteche González, Jesús María (2005-05)
The estimation of the memory parameter in perturbed long memory series has recently attracted attention motivated especially by the strong persistence of the volatility in many financial and economic time series and the ... -
Semiparametric inference in correlated long memory signal plus noise models
Arteche González, Jesús María (2010-04)
This paper proposes an extension of the log periodogram regression in perturbed long memory series that accounts for the added noise, also allowing for correlation between signal and noise, which represents a common situation ... -
Should firms allow workers to participate in R&D investment?
Campo Corredera, María Luz (1999-10)
[EN] This paper analyzes if the introduction of new technologies in unionized firms, should be chosen unilaterally by the firm or negotiated with the union. The results show that firms prefer to choose the level of R&D or ... -
Should Owners of Firms Delegate Long-run Decisions?
; Casado Izaga, Francisco Javier (1999-11)
This paper analyzes whether owners of firms have incentives to delegate their long-run decisions to managers or not. The result arising from our analysis shows that owners do have incentives to keep their long-run decisions ... -
Sole Ownership and Common Property Under Management Flexibility: Valuation, Optimal Exploitation and Regulation
(2001-01)If one were to examine the institutional configurations under which real world fisheries operate, one would find virtually no fisheries operating under either pure open access or rent maximizing conditions. Instead, most ... -
Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints
Escudero Bueno, Laureano F.; Garín Martín, María Araceli; Merino Maestre, María ; Pérez Sainz de Rozas, Gloria (2015)
In this work we extend to the multistage case two recent risk averse measures for two-stage stochastic programs based on first- and second-order stochastic dominance constraints induced by mixed-integer linear recourse. ... -
Spanish Customer Satisfaction Indices by Cumulative Panel Data
López Caro, Cristina María; Fernández Aguirre, María Carmen; Mariel Chladkova, Petr (2003-07)
In this paper, we present a new theoretical representation of the Consumer Satisfaction Index (CSI) based on Structural Equation Modelling (SEM). We use panel data collected by an automotive magazine to apply our approach ... -
Stochastic Surface Models for Commodity Futures: A 2D Kalman Filter Approach
Fernández Macho, Francisco Javier (2011-09)
We propose a two-dimensional Kalman filter approach that, additional to the information contained in futures prices evolution over time, makes use of information contained in the term structure of commodity futures along ... -
Survival Analysis Using a Censored Semiparametric Regression Model
Orbe Lizundia, Jesús María; Ferreira García, María Eva ; Núñez Antón, Vicente Alfredo (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 ... -
Switching Equilibria: The Present Value Model for Stock Prices Revisited
Gutiérrez Huerta, María José; Vázquez Pérez, Jesús (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 ...