BackBrowsing INVESTIGACIÓN by Subject "MATHEMATICAL AND QUANTITATIVE METHODS"
Now showing items 101-120 of 160
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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 ... -
Monte Carlo Valuation of natural gas investments
Abadie, Luis María; Chamorro Gómez, José Manuel (2006-07)
This paper deals with the valuation of energy assets related to natural gas. In particular, we evaluate a baseload Natural Gas Combined Cycle (NGCC) power plant and an ancillary instalation, namely a Liquefied Natural Gas ... -
Motivación de los estudiantes de LE y LADE ante el estudio de la Estadística
; 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 ... -
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 ... -
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 ... -
Network formation under institutional constraints
Olaizola Ortega, María Norma; Valenciano Llovera, Federico (2011-05)
We study the effects of institutional constraints on stability, efficiency and network formation. An exogenous "societal cover" consisting of a collection of possibly overlapping subsets covering the set of players specifies ... -
Nonparametric estimation betas in the Market Model
Esteban González, María Victoria; (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
; 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 ... -
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 ... -
On solving two stage stochastic linear problems by using a new approach, Cluster Benders Decomposition
Aranburu Laka, Larraitz; Escudero Bueno, Laureano F.; Garín Martín, María Araceli; Pérez Sainz de Rozas, Gloria (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 Informational Role of Term Structure in the U.S. Monetary Policy Rule
Vázquez Pérez, Jesús; María-Dolores, Ramón; Londoño Yarce, Juan Miguel (University of the Basque Country, Department of Foundations of Economic Analysis II, 2010-01)
This paper uses a structural approach based on the indirect inference principle to estimate a standard version of the new Keynesian monetary (NKM) model augmented with term structure using both revised and real-time data. ... -
On the strategic equivalence of multiple-choice test scoring rules
Espinosa Alejos, María Paz; Gardeazabal, Javier (University of the Basque Country, Department of Foundations of Economic Analysis II, 2005-12)
A disadvantage of multiple-choice tests is that students have incentives to guess. To discourage guessing, it is common to use scoring rules that either penalize wrong answers or reward omissions. These scoring rules are ... -
Optimal Fiscal Policy with Rationing in the Labor Market
Gorostiaga Alonso, Miren Arantzazu (University of the Basque Country, Department of Foundations of Economic Analysis II, 2002-07)
This paper characterizes the optimal fiscal policy when it is assumed that there exists a minimum wage below which no worker can be hired. The rigidity due to the minimum wage legislation can lead to equilibria in which ... -
Output dynamics in an endogenous growth model
Barañano Mentxaka, Ilaski; Moral Zuazo, María Paz (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 ... -
Political Institutions, Technology and Growth: a dynamic panel approach
(Departamento Fundamentos del Ánálisis Económico I UPV/EHU, 2015-10)This paper investigates whether the effect of political institutions on sectoral economic performance is determined by the level of technological development of industries. Building on previous studies on the linkages among ... -
Predicción de fracaso empresarial en empresas de Argentina, Chile y Perú a través de indicadores contables
(Facultad de Economía y Empresa. Sección Gipuzkoa, 2016-12-30)[ES] Desde mediados de siglo pasado las empresas se han planteado como objetivo, entre otros, evaluar el accionar de quienes las gerencian, para predecir, a mediano plazo,estados de vulnerabilidad financiera. En este ... -
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 ... -
Programación Lineal Posibilística
Jiménez López, Mariano; Arenas, Mª Mar; Bilbao, Amelia; Rodríguez, Mª Victoria (Escuela Universitaria de Estudios Empresariales, 1997)
Estudiamos un programa general de programación lineal posibilista en el que todos los parametros pueden ser fuzzy, así como las restricciones. Obtenemos la distribución de posibilidad de la solución en función del grado ... -
Programación por metas con niveles de aspiración imprecisos
Jiménez López, Mariano (Escuela Universitaria de Estudios Empresariales, 2012)
En la programación por metas borrosa se trabaja con metas imprecisas del tipo “esencialmente menor (mayor) que bi”, las cuales se modelan mediante conjuntos borrosos, cuya función de pertenencia mide el grado de satisfacción ... -
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 ...