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DES - Working Papers. Statistics and Econometrics. WS

From Universidad Carlos III de Madrid. Departamento de Estadística
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2019: Prediction regions for interval-valued time series Downloads
Esther Ruiz Ortega, Yun Luo and González-Rivera, Gloria
2019: Growth with heterogenous interdependence Downloads
Oscar Martinez Ibañez, M. Manjón Antolín and Karen Alejandra Miranda Gualdrón
2019: Insider information and its relation with the arbitrage condition and the utility maximization problem Downloads
Jose Antonio Salmeron Garrido and Bernardo D'Auria
2019: Optimal exercise of American options under stock pinning Downloads
Guada-Azze, Abel, Eduardo García Portugues and Bernardo D'Auria
2019: Models for expected returns with statistical factors Downloads
Ignacio Cascos Fernández, Aurea Grané Chávez and J.M. Cueto
2019: Out-of-sample prediction in multidimensional P-spline models Downloads
Dae-Jin Lee, María Luz Durbán Reguera and Alba Carballo González
2019: A Depth for Censured Functional Data Downloads
Laura M. Sangalli, Anna M. Paganoni, Raúl José Jiménez Recaredo and Antonio Elías Fernández
2019: Shrinkage reweighted regression Downloads
Henry Laniado Rodas, Rosa Elvira Lillo Rodríguez and Elisa Cabana Garceran del Vall
2019: Quantile regression: a penalization approach Downloads
Rosa Elvira Lillo Rodríguez, María del Carmen Aguilera Morillo and Álvaro Méndez Civieta
2019: Multivariate expectile trimming and the BExPlot Downloads
Maicol Jesús Ochoa Arellano and Ignacio Cascos Fernández
2019: Bias assessment and reduction for the 2SLS estimator in general dynamic simultaneous equations models Downloads
Dandan Wang and Garry David Alan Phillips
2019: Exploring option pricing and hedging via volatility asymmetry Downloads
Isabel Casas and Helena Veiga
2019: Data cloning estimation for asymmetric stochastic volatility models Downloads
Patrícia de Zea Bermudez, Juan Miguel Marín Díazaraque and Helena Veiga
2019: Social Pressure or Rational Reactions to Incentives? A Historical Analysis of Reasons for Referee Bias in the Spanish Football Downloads
J Reade, Stefano Cabras and Juan de Dios Tena
2019: Detecting Gender Discrimination in Intrahousehold Resource Allocation Downloads
Javier Maldonado
2018: Variational Inference for high dimensional structured factor copulas Downloads
Hoang Nguyen, María Concepción Ausín Olivera and Pedro Galeano San Miguel
2018: A short note on "Anticipative Portfolio Optimization" Downloads
Jose Antonio Salmeron Garrido and Bernardo D'Auria
2018: Estimation of the common component in Dynamic Factor Models Downloads
Ángela Caro Navarro and Daniel Peña Sánchez de Rivera
2018: Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection Downloads
Javier M. Moguerza, Gabriel Martos, Nicolás Jorge Hernández Banadik and Alberto Muñoz García
2018: Growth in Stress Downloads
Gloria Gonzalez-Rivera, Esther Ruiz Ortega and Javier Maldonado
2017: Accurate Subsampling Intervals of Principal Components Factors Downloads
Javier Maldonado and Esther Ruiz
2017: Optimal portfolio with insider information on the stochastic interest rate Downloads
Jose Antonio Salmeron Garrido, Dolores García Martí and Bernardo D'Auria
2017: Modeling and forecasting the oil volatility index Downloads
Massimo B. Mariti, Joao Henrique Gonçalves Mazzeu and Helena Veiga
2017: Discovering pervasive and non-pervasive common cycles Downloads
Guillermo Carlomagno Real and Antoni Espasa
2017: 22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis Downloads
Eva Senra and Antoni Espasa
2017: Estimating life expectancy free of dependency: group characterization through the proximity to the deepest dependency path Downloads
Pablo J. Alonso González, Irene Albarrán Lozano and Aurea Grane Chávez
2017: Findings about the two-state BMMPP for modeling point processes in reliability and queueing systems Downloads
Ramírez-Cobo, Pepa, Yoel Gustavo Yera Mora and Rosa Elvira Lillo Rodríguez
2017: Robust and sparse estimation of high-dimensional precision matrices via bivariate outlier detection Downloads
Ginette Lafit and Francisco Javier Nogales Martín
2017: Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence Downloads
Yunus Emre Ergemen and Carlos Rodríguez Caballero
2017: Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators Downloads
Henry Laniado Rodas, Elisa Cabana Garceran del Vall and Rosa Elvira Lillo Rodríguez
2017: A general framework for prediction in penalized regression Downloads
Dae-Jin Lee, Alba Carballo González and María Luz Durbán Reguera
2017: Prediction Bands for Functional Data Based on Depth Measures Downloads
Raúl José Jiménez Recaredo and Antonio Elías Fernández
2017: Estimating non-stationary common factors: Implications for risk sharing Downloads
Pilar Poncela, Francisco Corona and Esther Ruiz Ortega
2017: Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas Downloads
Hoang Nguyen, María Concepción Ausín Olivera and Pedro Galeano San Miguel
2017: Clustering Big Data by Extreme Kurtosis Projections Downloads
Janeth Carolina Rendon Aguirre, Daniel Peña Sánchez de Rivera and Francisco Javier Prieto Fernández
2017: Kernel depth funcions for functional data Downloads
Nicolás Jorge Hernández Banadik and Alberto Muñoz García
2017: Evaluating significant effects from alternative seeding systems: a Bayesian approach, with an application to the UEFA Champions League Downloads
Michael Peter Wiper, David Forrest, Francisco Corona and Juan de Dios Tena
2017: BIAS correction for dynamic factor models Downloads
García-Martos, Carolina, Guadalupe Bastos and Andrés Modesto Alonso Fernández
2017: Electricity prices forecasting by averaging dynamic factor models Downloads
García-Martos, Carolina, Guadalupe Bastos and Andrés Modesto Alonso Fernández
2016: Efficiency evaluation of Spanish hotel chains Downloads
Michael Peter Wiper, Yaguo Deng and Helena Veiga
2016: Vine copula models for predicting water flow discharge at King George Island, Antarctica Downloads
M. Carmen Domínguez, Mario Gómez Díaz and María Concepción Ausín Olivera
2016: Discovering common trends in a large set of disaggregates: statistical procedures and their properties Downloads
Guillermo Carlomagno and Antoni Espasa
2016: Modelling latent trends from spatio-temporally grouped data using composite link mixed models Downloads
Jan Van de Kassteele, Dae-Jin Lee, María Durbán and Diego Armando Ayma Anza
2016: A Bootstrap Approach for Generalized Autocontour Testing Downloads
Helena Veiga, Esther Ruiz, Gloria Gonzalez-Rivera and Joao Henrique Gonçalves Mazzeu
2016: Model uncertainty approach in mortality projection with model assembling methodologies Downloads
Pablo J. Alonso, Andrés Gustavo Benchimol, Juan Miguel Marín Díazaraque and Irene Albarrán Lozano
2016: Directional multivariate extremes in environmental phenomena Downloads
Henry Laniado Rodas, Carlo de Michele, Raúl Andrés Torres Díaz and Rosa Elvira Lillo Rodríguez
2016: Monitoring variance by EWMA charts with time varying smoothing parameter Downloads
Willy Ericson Ugaz Sánchez, Andrés Modesto Alonso Fernández and Sánchez Rodríguez-Morcillo, Ismael
2016: D-Trace precision matrix estimator with eigenvalue control Downloads
Vahe Avagyan
2016: Small area estimation of general parameters under complex sampling designs Downloads
J.N.K. Rao, Isabel Molina and María Guadarrama
2016: Remittances in Mexico and their unobserved components Downloads
Pedro Orraca and Francisco Corona
2016: Determining the number of factors after stationary univariate transformations Downloads
Esther Ruiz, Pilar Poncela and Francisco Corona
2016: A Partial parametric path algorithm for multiclass classification Downloads
Belén Martín Barragán, Ling Liu and Francisco Javier Prieto Fernández
2016: ABC and Hamiltonian Monte-Carlo methods in COGARCH models Downloads
E. Romero, Rodríguez-Bernal, M. T. and Juan Miguel Marín Díazaraque
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