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Details about Eva Ferreira

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Workplace:Departamento de Economía Aplicada III (Econometría y Estadística) (Department of Applied Economics III (Econometrics and Statistics)), Facultad de Ciencias Económicas y Empresariales (Faculty of Economics and Management), Universidad del País Vasco - Euskal Herriko Unibertsitatea (University of the Basque Country), (more information at EDIRC)

Access statistics for papers by Eva Ferreira.

Last updated 2015-07-25. Update your information in the RePEc Author Service.

Short-id: pfe145


Jump to Journal Articles Books Edited books

Working Papers

2010

  1. 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) Downloads

2008

  1. Nonparametric estimation of conditional beta pricing models
    DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa Downloads

Journal Articles

2015

  1. Nonparametric methods for estimating and testing for constant betas in asset pricing models
    Applied Economics, 2015, 47, (25), 2577-2607 Downloads

2011

  1. Conditional beta pricing models: A nonparametric approach
    Journal of Banking & Finance, 2011, 35, (12), 3362-3382 Downloads View citations (2)

2008

  1. Economic Sentiment and Yield Spreads in Europe
    European Financial Management, 2008, 14, (2), 206-221 Downloads View citations (6)

2005

  1. An empirical comparison of the performance of alternative option pricing models
    Investigaciones Economicas, 2005, 29, (3), 483-523 Downloads View citations (1)
  2. Nonparametric estimation of time varying parameters under shape restrictions
    Journal of Econometrics, 2005, 126, (1), 53-77 Downloads View citations (36)

2004

  1. Beyond Single-Factor Affine Term Structure Models
    Journal of Financial Econometrics, 2004, 2, (4), 565-591 Downloads View citations (2)
  2. Testing for Differences Between Conditional Means in a Time Series Context
    Journal of the American Statistical Association, 2004, 99, 169-174 Downloads View citations (8)

2003

  1. An algorithm to estimate time-varying parameter SURE models under different types of restriction
    Computational Statistics & Data Analysis, 2003, 42, (3), 363-383 Downloads View citations (5)

2002

  1. Length of time spent in Chapter 11 bankruptcy: a censored partial regression model
    Applied Economics, 2002, 34, (15), 1949-1957 Downloads View citations (2)

2001

  1. Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model
    Economics Letters, 2001, 71, (1), 35-42 Downloads View citations (3)

2000

  1. Semiparametric approaches to signal extraction problems in economic time series
    Computational Statistics & Data Analysis, 2000, 33, (3), 315-333 Downloads View citations (6)

1998

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

1997

  1. Kernel regression estimates of growth curves using nonstationary correlated errors
    Statistics & Probability Letters, 1997, 34, (4), 413-423 Downloads View citations (5)
  2. Regulace nabídky peněz prostřednictvím monetární báze
    (Long Run Relationship between the High-Power Money and the Money Supply)
    Politická ekonomie, 1997, 1997, (1), 46-58 Downloads

1996

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

  1. 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
 
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