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Semiparametric inference in correlated long memory signal plus noise models
(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 ...
Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country
(2010)
This paper analyses weekly prices for mackerel landed by the inshore fleet at the ports of the Basque Country in 1995-2008, using new econometric techniques never before applied to the fishing market. The idea is to learn ...
Travellers' Types
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2010)
This paper uses subjects’ self-reported justifications to explain discrepancies between observed heterogeneous behavior and the unique equilibrium prediction in a one-shot traveler’s dilemma experiment (TD). Principal ...
Unraveling Public Good Games: The Role of Priors
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2010-02)
This paper provides experimental evidence on how players predict end game effects in a linear public good game. Our regression analysis yields a measure of the relative importance of priors and signals on subjects\' beliefs ...
Discounting future pain: Effects on self-reported pain
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2010-07)
Empirical results are presented showing that people who acknowledge pain anticipation when expecting an injury experience higher sensitivity to pain (GREP, Robinson et al., 2001). The positive correlation between sensitivity ...
On the Informational Role of Term Structure in the U.S. Monetary Policy Rule
(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. ...
Strategic Interaction and Conventions
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2010-06)
The scope of the paper is the literature that employs coordination games to study social norms and conventions from the viewpoint of game theory and cognitive psychology. We claim that those two alternative approaches are ...
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 ...
Quaternary dichotomous voting rules
(2010-01)
In this paper we provide a general model of "quaternary" dichotomous voting rules (QVRs), namely, voting rules for making collective dichotomous decisions (to accept or reject a proposal), based on vote profiles in which ...
Information, stability and dynamics in networks under institutional constraints
(2010-07)
In this paper we study the effects of institutional constraints on stability, efficiency and network formation. More precisely, an exogenous "societal cover" consisting of a collection of possibly overlapping subsets that ...