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Details about Susan Orbe

Workplace:Facultad de Economía y Empresa (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 Susan Orbe.

Last updated 2022-01-14. Update your information in the RePEc Author Service.

Short-id: por150


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Working Papers

2021

  1. Loss of structural balance in stock markets
    Papers, arXiv.org Downloads

2017

  1. Time-varying coefficient estimation in SURE models. Application to portfolio management
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (7)
    See also Journal Article in The Journal of Financial Econometrics (2021)

2011

  1. Time-Varying Beta Estimators in the Mexican Emerging Market
    BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) Downloads View citations (1)

2010

  1. Conditional beta pricing models: A nonparametric approach
    BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) Downloads
    See also Journal Article in Journal of Banking & Finance (2011)

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

2007

  1. A time varying coefficient model for panel data: Foreign Direct Investment in European OECD countries
    BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) Downloads
  2. Benchmarking of patents: An application of GAM methodology
    BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) Downloads

2006

  1. Nonparametric estimation betas in the Market Model
    BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) Downloads

2001

  1. Nonparametric estimation of time varying parameters under shape restrictions
    BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2005)

Journal Articles

2021

  1. Distributional impact of COVID-19: regional inequalities in cases and deaths in Spain during the first wave
    Applied Economics, 2021, 53, (31), 3636-3657 Downloads View citations (1)
  2. Time-Varying Coefficient Estimation in SURE Models. Application to Portfolio Management*
    The Journal of Financial Econometrics, 2021, 19, (4), 707-745 Downloads View citations (3)
    See also Working Paper (2017)

2020

  1. Reexamining the inequality of opportunity in education in some European countries
    Applied Economics Letters, 2020, 27, (7), 544-548 Downloads View citations (2)

2018

  1. Why are there time-varying comovements in the European stock market?
    The European Journal of Finance, 2018, 24, (10), 828-848 Downloads View citations (2)

2015

  1. Nonparametric methods for estimating and testing for constant betas in asset pricing models
    Applied Economics, 2015, 47, (25), 2577-2607 Downloads View citations (2)

2011

  1. Conditional beta pricing models: A nonparametric approach
    Journal of Banking & Finance, 2011, 35, (12), 3362-3382 Downloads View citations (9)
    See also Working Paper (2010)

2010

  1. A nonparametric approach for estimating betas: the smoothed rolling estimator
    Applied Economics, 2010, 42, (10), 1269-1279 Downloads View citations (7)

2009

  1. Nonparametric Approach to Patent Citations
    Prague Economic Papers, 2009, 2009, (3), 251-266 Downloads
  2. THE KNOWLEDGE‐CAPITAL MODEL OF FDI: A TIME VARYING COEFFICIENTS APPROACH
    Scottish Journal of Political Economy, 2009, 56, (2), 196-212 Downloads View citations (5)

2005

  1. Nonparametric estimation of time varying parameters under shape restrictions
    Journal of Econometrics, 2005, 126, (1), 53-77 Downloads View citations (61)
    See also Working Paper (2001)

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 (7)
 
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