Details about Eva Ferreira

Access statistics for papers by Eva Ferreira.

Last updated 2011-02-03. Update your information in the RePEc Author Service.

Short-id: pfe145

Working Papers

2010

1. Conditional beta pricing models: A nonparametric approach
   BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) View citations (1)
2. Vantagens Competitivas em Instituições de Ensino Superior: proposta e teste de um modelo
   Working Papers de Gestão, Economia e Marketing (Management, Economics and Marketing Working Papers), Universidade da Beira Interior, Departamento de Gestão e Economia (Portugal)

2008

3. Nonparametric estimation of conditional beta pricing models
   Business Economics Working Papers, Universidad Carlos III, Departamento de Economía de la Empresa
   Also in Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid

2005

4. Consumer Confidence and Yield Spreads in Europe
   DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II

2003

5. An empirical comparison of the performance of alternative option pricing models
   DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II
   See also Journal Article in Investigaciones Economicas (2005)

2001

6. Analysis of Length of Time Spent in Chapter 11 Bankruptcy
   BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística)
7. Nonparametric estimation of time varying parameters under shape restrictions
   BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) View citations (1)
   See also Journal Article in Journal of Econometrics (2005)

2000

8. Survival Analysis Using a Censored Semiparametric Regression Model
   BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística)

1999

9. A Semiparametric Estimation of Liquidity Effects on Option Pricing
   BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) View citations (2)
10. Two-Stage Nonparametric Regression for Longitudinal Data
    BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística)

Journal Articles

2008

1. Economic Sentiment and Yield Spreads in Europe
   European Financial Management, 2008, 14, (2), 206-221 View citations (1)

2005

2. An empirical comparison of the performance of alternative option pricing models
   Investigaciones Economicas, 2005, 29, (3), 483-523 View citations (1)
   See also Working Paper (2003)
3. Nonparametric estimation of time varying parameters under shape restrictions
   Journal of Econometrics, 2005, 126, (1), 53-77 View citations (24)
   See also Working Paper (2001)

2004

4. Beyond Single-Factor Affine Term Structure Models
   Journal of Financial Econometrics, 2004, 2, (4), 565-591 View citations (2)
5. Testing for Differences Between Conditional Means in a Time Series Context
   Journal of the American Statistical Association, 2004, 99, 169-174 View citations (5)

2003

6. An algorithm to estimate time-varying parameter SURE models under different types of restriction
   Computational Statistics & Data Analysis, 2003, 42, (3), 363-383 View citations (3)

2001

7. Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model
   Economics Letters, 2001, 71, (1), 35-42 View citations (2)

2000

8. Semiparametric approaches to signal extraction problems in economic time series
   Computational Statistics & Data Analysis, 2000, 33, (3), 315-333 View citations (5)

1998

9. Using M-type smoothing splines to estimate the spectral density of a stationary time series
   Statistics & Probability Letters, 1998, 38, (2), 197-205

1997

10. Kernel regression estimates of growth curves using nonstationary correlated errors
    Statistics & Probability Letters, 1997, 34, (4), 413-423 View citations (3)
11. Long Run Relationship between the High-Power Money and the Money Supply
    Politická ekonomie, 1997, 1997, (1), 46-58

1996

12. A note on cointegration and control
    Journal of Economic Dynamics and Control, 1996, 20, (5), 963-966
13. Un modelo aditivo semiparamétrico para estimación de capturas: el caso de las pesquerías de Terranova
    Investigaciones Economicas, 1996, 20, (1), 143-157 View citations (4)

Books

2007

1. Estatistika Deskribatzailearen eta Probabilitatearen Baliabideak
   UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales

2003

2. Elementos de Probabilidad y Estadística
   UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales

Edited books

2000

1. Statistical Modelling. Proceedings of the 15th International Workshop on Statistical Modelling. New Trends on Statistical Modelling
   UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales