Browsing Biltoki by Title
Now showing items 50-69 of 105
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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 ... -
Numerical Distribution Functions for Seasonal Unit Root Tests
(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 ... -
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 ... -
On Downloading and Using CPLEX within COIN-OR for Solving Linear/Integer Optimization Problems
(2011-11)The aim of this technical report is to present some detailed explanations in order to use the solver CPLEX within COIN-OR environment. In particular, we describe how to download, install and use the corresponding source ... -
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 ... -
On the strategic choice of spatial price policy: the role of the pricing game rules
(2001-02)In this paper, whe show that the strategic choice of spatial price policy under duopoly crucially depends on the rules of price competition. Thisse and Vives (1988) show that spatial price discrimination is a dominant ... -
Optimal Environmental Taxation When Goods and Contamination are Durable
(1999-11)[EN] This paper analyzes the effects of optimal taxation on a polluting monopolist who produces a durable good and cannot precommit to future sale prices. The government establishes the taxes that maximize social welfare, ... -
Output dynamics in an endogenous growth model
(2003-07)The aim of this paper is to analyze whether endogenous growth RBC models are consistent with two stylized facts about U.S. output dynamics. First, GNP growth is positively correlated in the short run and it has a weak ...