Now showing items 44-63 of 104

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      Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models 

      Arteche González, Jesús María (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 ...
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      Generating cluster submodels from a multistage stochastic mixed integer optimization model using break stage 

      Aldasoro Marcellan, Unai; Garín Martín, María Araceli; Merino Maestre, María; Pérez Sainz de Rozas, Gloria (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 ...
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      Generating cluster submodels from two-stage stochastic mixed integer optimization models 

      Eguía Ribero, María Isabel; Garín Martín, María Araceli; Unzueta Inchaurbe, Aitziber (2018-10-22)
      Stochastic optimization problems of practical applications lead, in general, to some large models. The size of those models is linked to the number of scenarios that defines the scenario tree. This number of scenarios can ...
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      International Trade and Strategic Privatization 

      Bárcena Ruiz, Juan Carlos; Garzón San Felipe, María Begoña (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; ...
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      Índices de Satisfacción del Consumidor: una aplicación de Modelos de Ecuaciones Estructurales a la Industria Automovilística Española 

      López Caro, Cristina María; Fernández Aguirre, María Carmen; Mariel Chladkova, Petr (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 ...
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      Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems 

      Escudero Bueno, Laureano F.; Garín Martín, María Araceli; Pérez Sainz de Rozas, Gloria; Unzueta Inchaurbe, Aitziber (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 ...
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      Landscape valuation through discrete choice experiments: Current practice and future research reflections 

      De Ayala Bilbao, Amaya; Hoyos Ramos, David; Mariel Chladkova, Petr (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, ...
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      Measuring the Effect of the Real Estate Bubble: a House Price Index for Bilbao 

      Bárcena Ruiz, María Jesús; Menéndez, Patricia; Palacios, María Blanca; Tusell Palmer, Fernando Jorge (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.
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      Merging to License: Internal vs. External Patentee 

      Sandonís, Joel; Faulí Oller, Ramón (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 ...
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      Mixed Duopoly, Merger and Multiproduct Firms 

      Bárcena Ruiz, Juan Carlos; Garzón San Felipe, María Begoña (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 ...
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      Mixed Oligopoly and Environmental Policy 

      Bárcena Ruiz, Juan Carlos; Garzón San Felipe, María Begoña (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 ...
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      Un Modelo Lineal Generalizado Semiparametrico para Analisis de Duracion con Censura 

      Orbe Lizundia, Jesús María (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 ...
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      Motivación de los estudiantes de LE y LADE ante el estudio de la Estadística 

      Fernández Aguirre, María Carmen; Garín Martín, María Araceli; Modroño Herrán, Juan Ignacio (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 ...
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      MPI parallel programming of mixed integer optimization problems using CPLEX with COIN-OR 

      Aldasoro Marcellan, Unai; Garín Martín, María Araceli; Merino Maestre, María; Pérez Sainz de Rozas, Gloria (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 ...
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      Multiple imputation of time series: an application to the construction of historical price indexes 

      Tusell Palmer, Fernando Jorge (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 ...
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      Multivariate Data Imputation using Trees 

      Bárcena Ruiz, María Jesús; Tusell Palmer, Fernando Jorge (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 ...
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      Nonparametric estimation betas in the Market Model 

      Esteban González, María Victoria; Orbe Mandaluniz, Susan (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 ...
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      Nonparametric estimation of time varying parameters under shape restrictions 

      Orbe Mandaluniz, Susan; Ferreira García, María Eva; Rodríguez Poo, Juan M. (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 ...
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      Numerical Distribution Functions for Seasonal Unit Root Tests 

      Díaz-Emparanza Herrero, Ignacio (2011-12)
      When working with time series data observed at intervals smaller than a year, it is often necessary to test for the presence of seasonal unit roots. One of the most widely used methods for testing seasonal unit roots is ...
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      On downloading and using COIN-OR for solving linear/integer optimization problems 

      Pérez Sainz de Rozas, Gloria; Garín Martín, María Araceli (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 ...