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Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models
(2002-04)
This paper considers the persistence found in the volatility of many financial time series by means of a local Long Memory in Stochastic Volatility model and analyzes the performance of the Gaussian semiparametric or local ...
Dynamic Inefficiency in an Overlapping Generation Economy with Pollution and Health Costs
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2002-01)
We analyze an overlapping generations model in which pollution arises, in an accumulatively way, from production. Householders do not care directly about the environment, but pollution leads them to incur health costs when ...
Geometric multiplicity margin for a submatrix
(Elsevier, 2002-07)
Let G be a square complex matrix with less than k nonconstant invariant factors. We find a complex matrix that gives an optimal approximation to G among all possible matrices that have more than or equal to k invariant ...
Colour in the Built Environment
(Servicio Editorial de la Universidad del País Vasco/Euskal Herriko Unibertsitatearen Argitalpen Zerbitzua, 2002)
A set of authenticity criteria for the conservation of historic places in Western Europe
(Servicio Editorial de la Universidad del País Vasco/Euskal Herriko Unibertsitatearen Argitalpen Zerbitzua, 2002)
Kasu eta komunztaduraren gainean
(Servicio Editorial de la Universidad del País Vasco/Euskal Herriko Unibertsitatearen Argitalpen Zerbitzua, 2002)
Eccentric agreement (Ken Hale).
- Datibo sintagmen izaera sintaktikoaren inguruan: eztabaidarako oinarrizko zenbait datu (Pablo Albizu).
- Person and number inflection in Basque (Karlos Arregi).
- The role of verbal ...
Endogenous Formation of Competing Partnership with Moral Hazard
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2002-09)
We analyze the formation of partnerships as a sequential choice-of-sizes game with moral
hazard within coalitions; once formed, partnerships compete a la Cournot in the
marketplace. We show that when moral hazard within ...
Unemployment rates and population changes in Spain
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2002)
This paper discusses the long run effect of changes in the age distribution of Spanish population on the unemployment rate, disaggregated by sex and age segments in the light of cointegration theory given the non stationarity ...
Is a Small Monte Carlo Analysis a Good Analysis? Checking the Size, Power and Consistency of a Simulation-Based Test
(Springer, 2002)
In this paper we study the relationship between the number of
replications and the accuracy of the estimated quantiles of a distribution
obtained by simulation. A method for testing hypotheses on the quantiles
of a ...
Life Expectancy, Schooling Time and Endogenous Growth
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2002)
I analyze how changes in life expectancy affect retirement age, education time, and growth rates of economies. I set up a continuous time, overlapping generations model of endogenous growth with externalities in human ...