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Content
1999
- 6345 Firms´productivity and the export market: a nonparametric approach
by Fariñas, José C. & Ruano, Sonia
- 6343 Subsampling, symmetrization, and robust interpolation
by Politis, Dimitris N. & Wolf, Michael & Romano, Joseph P.
- 6334 On the asymptotic theory of subsampling
by Politis, Dimitris N. & Romano, Joseph P. & Wolf, Michael
- 6333 Seasonal outliers in time series
by Maravall, Agustín
- 6329 Global rates of convergence for the bias of singular integral estimators and their shifted versions
by Vidal-Sanz, Jose M.
- 6327 A new decomposition method applied to optimization problems arising in power systems: Local and global behavior
by Conejo, Antonio J. & Nogales, Francisco J. & Prieto, Francisco J.
- 6324 Bootstrap goodness-of-fit tests for farima models
by Hidalgo, Javier
- 6322 On universal unbiasedness of delta estimators
by Vidal-Sanz, Jose M.
- 6304 Effects of parameter estimation on prediction densities a bootstrap approach
by Pascual, Lorenzo
- 6302 Labor contracts and flexibility : evidence from a labor markt reform in Spain
by Aguirregabiria, Víctor
- 6301 The power of residual base tests for cointegration when residuals are fractionally integrated
by Krämer, Walter & Mármol, Francesc
- 6300 Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances
by Krämer, Walter & Mármol, Francesc
- 6299 Distributional aspects in partial least squares regression
by Romera, Rosario
- 6298 A new instrumental variable approach for estimation and testing in fractional cointegrating regressions
by Mármol, Francesc & Aparicio, Felipe M.
- 6291 Short-term and long-term trends, seasonal and the business cycle
by Maravall, Agustín
- 6287 Non-uniformity of job-matching in a transition economy- a nonparametric analysis for the czech republic
by Profit, Stefan
- 6283 Bootstrap Predictive Inference for Arima Processes
by Pascual, Lorenzo
- 6271 Constant coefficient tests for random coefficient regression
by Delicado, Pedro
1998
- 10942 A characterization of cointegrating relationships using induced-order statistics
by Aparicio, Felipe M.
- 10941 Cointegration testing using the ranges
by Aparicio, Felipe M.
- 10685 Robust estimation of structural break points
by Fiteni, Inmaculada
- 10684 Out-of-sample forecast errors in misspecified perturbed long memory processes
by Marmol, Francesc & Arranz, Miguel A.
- 10644 The probability of non-purchasing tobacco of a smoker
by Miles, Daniel
- 10613 Searching for fractional evidence using combined unit root tests
by Marmol, Francesc
- 10611 Near observational equivalence and fractionally integrated processes
by Marmol, Francesc & Reboredo, Juan C.
- 9821 Detection of outlier patches in autoregressive time series
by Justel, A. & Tsay, Ruey S.
- 9820 The correlogram of a long memory process plus a simple noise
by Granger, C.W.J. (Clive William John) & Marmol, Francesc
- 9794 Fractional cointegrating regressions in the presence of linear time trends
by Hassler, Uwe & Marmol, Francesc
- 6285 Outliers in multivariate time series
by Tsay, Ruey S. & Pankratz, Alan E.
- 6284 Modelling adaptive complex behaviour with an application to the stock markets dynamics
by Aparicio, Felipe M.
- 6270 Integration and Backfitting methods in additive models: finite sample properties and comparison
by Hardle, Wolfgang & Linton, Oliver
- 6269 Finite sample nonparametric inference and large sample efficiency
by Romano, Joseph P. & Wolf, Michael
- 6268 Subsampling confidence intervals for the autoregressive root
by Romano, Joseph P. & Wolf, Michael
- 6266 Asymptotic properties for a simulated pseudo maximum likelihood estimator
by Núñez, Olivier
- 6264 Significance testing in nonparametric regression base on the bootstrap
by González-Manteiga, Wenceslao
- 6262 A beveridge-nelson decomposition for fractionally integrated time series
by Ariño, Miguel A. & Marmol, Francesc
- 6260 Heterogeneity and model uncertainty in bayesian regression models
by Justel, A.
- 6259 Modelling nonlinearities in GDP. Some diferences between us and spanish data
by Martínez, José Manuel
- 4676 Input cost, capacity utilization and substitution in the short run
by Jaumandreu, Jordi & Martín Marcos, Ana
- 4675 A nonparametric test for serial independence of errors in linear regression
by Mora, Juan
- 4674 Asymptotic and bootstrap specification tests of nonlinear in variable econometric models
by Domínguez, Manuel A. & Lavergne, Pascal
- 4673 Consistent specification testing of stationary processes with long-range dependence: asymptotic and bootstrap tests
by Hidalgo, Javier
- 4672 FM-OLS estimation of cointegrating relationships among nonstationary fractionally integrated processes
by Mármol, Francesc
- 4671 A nonlinear model for the investment function in Spain
by Senra, Eva
- 4552 Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test
by Arranz, Miguel A.
- 4551 Detrending procedures and cointegration testing: ECM tests under structural breaks
by Arranz, Miguel A.
1997
- 10733 Spurius regression theory with nonstationary fractionally integrated processes
by Marmol, Francesc
- 10607 ECM tests for cointegration in a single equation framework
by Banerjee, Anindya & Mestre, Ricardo
- 10576 Missing observations in ARIMA models: skipping strategy versus additive outlier approach
by Gómez, Víctor & Maravall, Agustín
- 10575 Identification of point-mass in multivariate samples
by Juan, Jesús & Prieto, Francisco J.
- 10574 Compound key word generation from document databases using a hierarchical clustering art model
by Muñoz, Alberto
- 10498 Fractional integration versus trend stationary in time series analysis
by Marmol, Francesc
- 10497 Robust covariance matrix estimation and multivariate outlier detection
by Prieto, Francisco J.
- 6225 Estimating Binary choice models from cohort data
by Collado, M. Dolores
- 6224 Eigenstructure of nonstationary factor models
by Poncela, Pilar
- 6221 Semiparametric estimation and testing in models of adverse selection, with an aplication to environmental regulation
by Lavergne, Pascal & Thomas, A.
- 6220 The identification of multiple outliers in arima models
by Sánchez, María Jesús
- 6219 Searching for linear and nonlinear cointegration: a new approach
by Aparicio, Felipe M.
- 6218 Improved testing and specification of smooth transition regression models
by Jordá, Óscar
- 6216 Testing nonlinearity: decision rules for selecting between logistic and exponential star models
by Jordá, Óscar
- 6215 On robust partial least square (pls) methods
by Torrubias, J.A.G. & Romera, Rosario
- 6214 Threshold unit root models
by González, M.
- 6213 Data graduation based on statistical time series methods
by Guerrero, Victor M. & Juárez, Rodrigo & Poncela, Pilar
- 6212 Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example
by Guerrero, Victor M. & Poncela, Pilar
- 6211 Consistent specification testing of quantile regression models
by Domínguez, Manuel A.
- 6210 Bootstrap tests for unit roots based on lad estimation
by Moreno, Marta
- 6209 Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships
by Mármol, Francesc & Reboredo, Juan C.
- 6208 Information-theoretic analysis of seral dependence and cointegration
by Aparicio, Felipe M.
- 6206 Nonlinear error correction models
by Mira, Santiago
- 6204 Nonlinear cointegration with mixing errors
by Mira, Santiago
- 4549 On the properties of the Dickey-Pantula test against fractional alternatives
by Mármol, Francesc
- 4547 Nonparametric checks for count data models: an application to demand for health care in Spain
by Álvarez, Begoña
1996
- 10710 A procedure for robust estimation and diagnostics in regression
by Yohai, Víctor J.
- 10709 Pooling information and forecasting with dynamic factor analysis
by Poncela, Pilar
- 10573 Session in memoriam of Costas Goutis
by Romera, Rosario
- 10495 Stability under contamination of robust regression estimators based on differences of residuals
by Berrendero Díaz, José Ramón
- 10487 Empirical distributions of stock returns: scandinavian securities markets, 1990-95
by Aparicio, Felipe M. & Estrada, Javier
- 10486 A simple diagnostic tool for local prior sensitivity
by Zamar, Rubén
- 10458 Bayesian unmasking in linear models
by Justel, Ana
- 10457 The intrinsic bayes factor described by an example
by Pericchi, L. R. & Fiteni, I. & Presa, E.
- 10456 Assessing measurement invariance in questionnaires within latent trait models using item response theory
by Maydeu Olivares, Alberto & D'Zurilla, Thomas J. & Morera, Osvaldo
- 10455 A parallel computation approach for solving multistage stochastic network problems
by Fuente, J. L. de la & García, C. & Prieto, Francisco J. & Escudero, L. F.
- 10437 Nonparametric estimation of a mixing density via the kernel method
by Goutis, Constantinos
- 10428 Trimming frequencies in log-periodogram regression of long memory time series
by Martínez, Cristina
- 6203 A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
by Ng, Serena
- 4546 Nonlinear cointegration and nonlinear error correction
by Mira, Santiago
- 4545 Which univariate time series model predicts quicker a crisis? The Iberia case
by Lorenzo, Fernando
- 4544 Non-exact present value relations
by González Rozada, Martín
- 4543 Using high-frequency data and time series models to improve yield management
by Cancelo, José Ramón
- 4542 On the robustness of cointegration tests when series are fractionally integrated
by Lee, Tae-Hwy
- 4541 P-values for non-standard distributions with an application to the DF test
by Adda, Jerome
- 4540 Multicointegration and present value relations
by Engsted, Tom & Haldrup, Niels
- 4539 Household characteristics and consumption behaviour: a nonparametric approach
by Miles, Daniel
- 3356 Automatic modelling of daily series of economic activity
by Cancelo, José Ramón & Revuelta, J. Manuel
1995
- 10734 Explaining the saddlepoint approximation
by Goutis, Constantinos & Casella, George
- 10349 On the maxbias curve of residual admissible robust regression estimates
by Berrendero Díaz, José Ramón & Zamar, Rubén
- 10348 A parametric model for heterogeneity in paired poisson counts
by Goutis, Constantinos & Galbraith, Rex F.
- 10347 Properties of predictors in overdifferenced nearly nonstationary autoregression
by Sánchez, Ismael
- 10346 A fast method to compute orthogonal loadings partial least squares
by Goutis, Constantinos
- 10345 Self organizing maps for outlier detection
by Muñoz, Alberto & Muruzábal, Jorge
- 10340 Linear combination of information in time series analysis
by Guerrero, Víctor M.
- 7074 On the term structure of Interbank interest rates: jump-diffusion processes and option pricing
by Moreno, Manuel
- 6202 Nonlinear time series models: consistency and asymptotic normality of nls under new conditions
by Mira, Santiago
- 5825 Comovements in large systems
by Pitarakis, Jean-Yves
- 4517 Investigating the relationship between gold and silver prices
by Granger, C.W.J. (Clive William John)
- 4515 Do strike variables wage increase settlements in Spain?
by Jiménez-Martín, Sergi
- 4513 On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors
by Pitarakis, Jean-Yves
- 4512 No lack of relative power of the Dickey-Fuller tests for unit roots
by Lee, Tae-Hwy
- 4511 Estimating parameters of fluctuations in the cosmic microwave background
by Tenorio, Luis & Lineweaver, Charles H. & Smoot, Georges
- 4510 Breakdown and asymptotic properties of resampled estimates
by Adrover, Jorge & Blanco, Ana M.
- 4509 On credibility and robustness with the Kalman filter
by Garrido, José & Romera, Rosario
- 4508 A consistent test of significance
by Domínguez, Manuel A.
- 4203 Gibbs sampling will fail in outlier problems with strong masking
by Justel, Ana
- 4202 On the explosion breakdown rate of the maximum bias function of some scale and location estimates
by Berrendero Díaz, José Ramón & Zamar, Rubén
- 4201 Probabilistic and fuzzy reasoning in simple learning classifier systems
by Muruzábal, Jorge
- 4199 Random coefficient regressions: parametric goodness of fit tests
by Delicado, Pedro
1994
- 10720 Sensitivity analysis in statistics
by Hadi, Ali S. & Nyquist, Hans
- 10719 Using boostrap to derive a prior distribution
by Delicado, Pedro
- 5824 A fixed-width interval for 1/? in simple linear regression
by Coleman, Daniel A.
- 3962 Goodness of fit tests in random coefficient regression models
by Delicado, Pedro
- 3961 Non-parametric specification testing of non-nested econometric models
by Li, Qi & Stengos, Thanasis
- 3960 Optimal spectral kernel for long-range dependent time series
by Robinson, Peter M.
- 3959 Count data models with variance of unknown form: an application to a hedonic model of worker absenteeism
by Kniesner, Thomas J.
- 3958 Nonparametric estimation of structural breakpoints
by Hidalgo, Javier
- 3956 Robust estimation in simultaneous equations models
by Maronna, Ricardo A. & Yohai, Víctor J.
- 3955 A multivariate Kolmogorov-Smornov test of goodnes of fit
by Justel, Ana & Zamar, Rubén
- 3954 Semiparametric linear regression with censored data and stochastic regressors
by Mora, Juan
- 3953 Semiparametric testing of non-nested models: an application to Engel Curves specification
by Mora, Juan
- 3952 A subsampling method for the computation of multivariate estimators with high breakdown point
by Juan, Jesús & Prieto, Francisco J.
- 3947 Nonparametric and semiparametric estimation with discrete regressors
by Mora, Juan
- 3946 A fixed-width interval for a/b in regression
by Coleman, Daniel A.
- 3821 Diffuse pattern learning with Fuzzy ARTMAP and PASS
by Muruzábal, Jorge & Muñoz, Alberto
1993
- 3738 Optimal spectral bandwidth for long memory
by Robinson, Peter M.
- 3737 Computing missing values in time series
by Gómez, Víctor & Maravall, Agustín
- 3736 On bayesian robustness: an asymptotic approach
by Zamar, Rubén
- 3735 Prediction intervals for nearly nonstationary AR(1)-processes
by Ferretti, Nélida
- 3733 Bootstrap tests for unit root AR(1) models
by Ferretti, Nélida
- 3732 PASS: a simple classifier system for data analysis
by Muruzábal, Jorge
- 3731 On the automated extraction of regression knowledge from databases
by Muruzábal, Jorge
- 3730 Inference in classifier systems
by Muruzábal, Jorge
- 3708 A parallel Kalman filter via the square root Kalman filtering
by Romera, Rosario & Cipra, Tomas
- 3706 A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models
by Koop, Gary & Steel, Mark F.J.
- 3705 A comparison of unit root test criteria
by Pantula, Sastry G. & González-Farias, Graciela & Fuller, Wayne A.
- 3704 An unconditional maximum likelihood test for a unit root
by González-Farias, Graciela & Dickey, David A.
- 3703 Bayesian efficiency analysis with a flexible cost function
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J.
- 3702 Bootstraping the general linear hypothesis test
by Delicado, Pedro & Río, Manuel del
- 3700 Inference on semiparametric models with discrete regressors
by Mora, Juan
- 3681 Asymmetric and time-varying error-correction: an application to labour demand in the UK
by Burgess, Simon M. & Pfann, Gerard A.
- 3676 New methods for the analysis of long memory time series: application to Spanish inflation
by Robinson, Peter M.
1992
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