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Survival Analysis Using a Censored Semiparametric Regression Model 

Orbe Lizundia, Jesús María; Ferreira García, María Eva; Núñez Antón, Vicente Alfredo (2000-04)
In this work we study the effect of several covariates X on a censored response variable T with unknown probability distribution. A semiparametric model is proposed to consider situations where the functional form of the ...
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Consumption-Leisure Trade-offs and Persistency in Business Cycles 

Barañano Mentxaka, Ilaski; Moral Zuazo, María Paz (2007)
This paper studies whether nonseparabilities between consumption and leisure may help to explain the observed persistence in GNP growth. We consider an extended version of Lucas' (1988) human capital investment model that ...
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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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A time varying coefficient model for panel data: Foreign Direct Investment in European OECD countries 

Mariel Chladkova, Petr; Orbe Mandaluniz, Susan; Rodríguez González, Carlos (2007-04)
The present article reexamines some of the issues regarding the Knowledge-Capital Model that encompasses both horizontal and vertical Foreign Direct Investment described in detail in the literature. The empirical support ...
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Electricity consumption and economic growth: evidence from Spain 

Ciarreta Antuñano, Aitor; Zárraga Alonso, Ainhoa (2007-01)
The paper investigates both linear and nonlinear causality between electricity consumption and economic growth in Spain for the period 1971-2005. We use the methodology of Toda and Yamamoto (1995) and Dolado and Lütkepohl ...
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Benchmarking of patents: An application of GAM methodology 

Mariel Chladkova, Petr; Orbe Mandaluniz, Susan (2007-04)
The present article reexamines some of the issues regarding the benchmarking of patents using the NBER data base on U.S. patents by generalizing a parametric citation model and by estimating it using GAM methodology. The ...
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Semiparametric estimation in perturbed long memory series 

Arteche González, Jesús María (2005-05)
The estimation of the memory parameter in perturbed long memory series has recently attracted attention motivated especially by the strong persistence of the volatility in many financial and economic time series and the ...
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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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An empirical comparison of the performance of alternative option pricing models 

Rubio Irigoyen, Gonzalo; Ferreira García, María Eva; Gago, Mónica; León, Angel (University of the Basque Country, Department of Foundations of Economic Analysis II, 2002)
This paper presents a comparison of alternative option pricing models based neither on jump-diffusion nor stochastic volatility data generating processes. We assume either a smooth volatility function of some previously ...
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Choice experiment study on the willingness to pay to improve 

Abdullah, Sabah; Mariel Chladkova, Petr (2009-06)
Modern forms of energy are an important vehicle towards poverty alleviation in rural areas of developing countries. Most developing countries’ households heavily rely on wood fuel which impact their health and social–economic ...
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AuthorFerreira García, María Eva (4)Mariel Chladkova, Petr (4)Orbe Mandaluniz, Susan (4)Arteche González, Jesús María (3)... View MoreDepartamento (cas.)Economía aplicada III (Econometría y Estadística) (23)Fundamentos del análisis económico I (5)Fundamentos del análisis económico II (4)Economía aplicada V (1)... View MoreDepartamento (eus.)
Ekonomia aplikatua III (ekonometria eta estatistika) (23)
Ekonomia analisiaren oinarriak I (5)Ekonomia analisiaren oinarriak II (4)Ekonomia aplikatua V (1)... View MoreSubject
MATHEMATICAL AND QUANTITATIVE METHODS (23)
FINANCIAL ECONOMICS (4)AGRICULTURAL AND NATURAL RESOURCE ECONOMICS; ENVIRONMENTAL AND ECOLOGICAL ECONOMICS (3)ECONOMIC DEVELOPMENT, TECHNOLOGICAL CHANGE, AND GROWTH (3)... View MoreDate Issued2009 (1)2008 (2)2007 (4)2006 (1)2005 (2)2003 (3)2002 (5)2001 (3)2000 (2)Language(ISO)
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