Browsing Biltoki by Author "Rodríguez Poo, Juan M."

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      Finite sample behavior of two step estimators in selection models 

      Fernández Sainz, Ana Isabel ORCID; Rodríguez Poo, Juan M.; Villanúa Martín, Inmaculada (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 ...
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      Nonparametric estimation of time varying parameters under shape restrictions 

      Orbe Mandaluniz, Susan; Ferreira García, María Eva ORCID; 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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      Two-Stage Nonparametric Regression for Longitudinal Data 

      Ferreira García, María Eva ORCID; Núñez Antón, Vicente Alfredo ORCID; Rodríguez Poo, Juan M. (1999-01)
      In the analysis of longitudinal data it is of main interest to investigate the existence of group and individual effects under correlated observations across time. In this paper, we develop a nonparametric two-step procedure ...