Details about Susan Orbe

Access statistics for papers by Susan Orbe.

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

Short-id: por150

Working Papers

2021

1. Loss of structural balance in stock markets
   Papers, arXiv.org View citations (1)

2017

2. Time-varying coefficient estimation in SURE models. Application to portfolio management
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (7)
   See also Journal Article Time-Varying Coefficient Estimation in SURE Models. Application to Portfolio Management*, Journal of Financial Econometrics, Oxford University Press (2021) View citations (4) (2021)

2008

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

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 View citations (3)
2. Time-Varying Coefficient Estimation in SURE Models. Application to Portfolio Management*
   Journal of Financial Econometrics, 2021, 19, (4), 707-745 View citations (4)
   See also Working Paper Time-varying coefficient estimation in SURE models. Application to portfolio management, CREATES Research Papers (2017) View citations (7) (2017)

2020

3. Reexamining the inequality of opportunity in education in some European countries
   Applied Economics Letters, 2020, 27, (7), 544-548 View citations (3)

2018

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

2015

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

2011

6. Conditional beta pricing models: A nonparametric approach
   Journal of Banking & Finance, 2011, 35, (12), 3362-3382 View citations (11)

2010

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

2009

8. Nonparametric Approach to Patent Citations
   Prague Economic Papers, 2009, 2009, (3), 251-266
9. THE KNOWLEDGE‐CAPITAL MODEL OF FDI: A TIME VARYING COEFFICIENTS APPROACH
   Scottish Journal of Political Economy, 2009, 56, (2), 196-212 View citations (10)

2005

10. Nonparametric estimation of time varying parameters under shape restrictions
    Journal of Econometrics, 2005, 126, (1), 53-77 View citations (64)

2003

11. 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 (7)