DES - Working Papers. Statistics and Econometrics. WS

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1996: A procedure for robust estimation and diagnostics in regression

Víctor J. Yohai

1996: Pooling information and forecasting with dynamic factor analysis

Pilar Poncela

1996: Session in memoriam of Costas Goutis

Rosario Romera

1996: Stability under contamination of robust regression estimators based on differences of residuals

José Ramón Berrendero Díaz

1996: Empirical distributions of stock returns: scandinavian securities markets, 1990-95

Felipe M. Aparicio and Javier Estrada

1996: A simple diagnostic tool for local prior sensitivity

Rubén Zamar

1996: Bayesian unmasking in linear models

Ana Justel

1996: Nonlinear cointegration and nonlinear error correction

Santiago Mira

1996: Which univariate time series model predicts quicker a crisis? The Iberia case

Fernando Lorenzo

1996: The intrinsic bayes factor described by an example

L. R. Pericchi, I. Fiteni and E. Presa

1996: Assessing measurement invariance in questionnaires within latent trait models using item response theory

Alberto Maydeu Olivares, Thomas J. D'Zurilla and Osvaldo Morera

1996: Non-exact present value relations

Martín González Rozada

1996: Household characteristics and consumption behaviour: a nonparametric approach

Daniel Miles

1996: A parallel computation approach for solving multistage stochastic network problems

J. L. de la Fuente, C. García, Francisco J. Prieto and L. F. Escudero

1996: Using high-frequency data and time series models to improve yield management

José Ramón Cancelo

1996: Automatic modelling of daily series of economic activity

José Ramón Cancelo and J. Manuel Revuelta

1996: Nonparametric estimation of a mixing density via the kernel method

Constantinos Goutis

1996: Trimming frequencies in log-periodogram regression of long memory time series

Cristina Martínez

1996: A systematic framework for analyzing the dynamic effects of permanent and transitory shocks

Serena Ng

1996: On the robustness of cointegration tests when series are fractionally integrated

Tae Hwy Lee

1996: P-values for non-standard distributions with an application to the DF test

Jerome Adda

1996: Multicointegration and present value relations

Tom Engsted and Niels Haldrup

1995: Explaining the saddlepoint approximation

Constantinos Goutis and George Casella

1995: On the maxbias curve of residual admissible robust regression estimates

José Ramón Berrendero Díaz and Rubén Zamar

1995: A parametric model for heterogeneity in paired poisson counts

Constantinos Goutis and Rex F. Galbraith

1995: Properties of predictors in overdifferenced nearly nonstationary autoregression

Ismael Sánchez

1995: Nonlinear time series models: consistency and asymptotic normality of nls under new conditions

Santiago Mira

1995: Investigating the relationship between gold and silver prices

Clive Granger

1995: Do strike variables wage increase settlements in Spain?

Sergi Jimenez-Martin

1995: A fast method to compute orthogonal loadings partial least squares

Constantinos Goutis

1995: Self organizing maps for outlier detection

Alberto Muñoz and Jorge Muruzábal

1995: Linear combination of information in time series analysis

Víctor M. Guerrero

1995: On the term structure of Interbank interest rates: jump-diffusion processes and option pricing

Manuel Moreno

1995: Comovements in large systems

Jean-Yves Pitarakis

1995: On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors

Jean-Yves Pitarakis

1995: No lack of relative power of the Dickey-Fuller tests for unit roots

Tae Hwy Lee

1995: Estimating parameters of fluctuations in the cosmic microwave background

Luis Tenorio, Charles H. Lineweaver and Georges Smoot

1995: On credibility and robustness with the Kalman filter

José Garrido and Rosario Romera

1995: A consistent test of significance

Manuel A. Domínguez

1995: Gibbs sampling will fail in outlier problems with strong masking

Ana Justel

1995: On the explosion breakdown rate of the maximum bias function of some scale and location estimates

José Ramón Berrendero Díaz and Rubén Zamar

1995: Probabilistic and fuzzy reasoning in simple learning classifier systems

Jorge Muruzábal

1995: Breakdown and asymptotic properties of resampled estimates

Jorge Adrover and Ana M. Blanco

1995: Random coefficient regressions: parametric goodness of fit tests

Pedro Delicado

1994: Goodness of fit tests in random coefficient regression models

Pedro Delicado

1994: Non-parametric specification testing of non-nested econometric models

Qi Li and Thanasis Stengos

1994: Count data models with variance of unknown form: an application to a hedonic model of worker absenteeism

Thomas Kniesner

1994: Nonparametric estimation of structural breakpoints

Javier Hidalgo

1994: Optimal spectral kernel for long-range dependent time series

Peter M. Robinson

1994: Robust estimation in simultaneous equations models

Ricardo A. Maronna and Víctor J. Yohai

1994: A multivariate Kolmogorov-Smornov test of goodnes of fit

Ana Justel and Rubén Zamar

1994: Semiparametric linear regression with censored data and stochastic regressors

Juan Mora

1994: Semiparametric testing of non-nested models: an application to Engel Curves specification

Juan Mora

1994: A subsampling method for the computation of multivariate estimators with high breakdown point

Jesús Juan and Francisco J. Prieto

1994: Nonparametric and semiparametric estimation with discrete regressors

Juan Mora

1994: Sensitivity analysis in statistics

Ali S. Hadi and Hans Nyquist

1994: Using boostrap to derive a prior distribution

Pedro Delicado

1994: A fixed-width interval for 1/? in simple linear regression

Daniel A. Coleman

1994: A fixed-width interval for a/b in regression

Daniel A. Coleman

1994: Diffuse pattern learning with Fuzzy ARTMAP and PASS

Jorge Muruzábal and Alberto Muñoz

1993: Optimal spectral bandwidth for long memory

Peter M. Robinson

1993: Asymmetric and time-varying error-correction: an application to labour demand in the UK

Simon M. Burgess and Gerard Pfann

1993: Computing missing values in time series

Víctor Gómez and Agustín Maravall

1993: On bayesian robustness: an asymptotic approach

Rubén Zamar

1993: Prediction intervals for nearly nonstationary AR(1)-processes

Nélida Ferretti

1993: Bootstrap tests for unit root AR(1) models

Nélida Ferretti

1993: PASS: a simple classifier system for data analysis

Jorge Muruzábal

1993: On the automated extraction of regression knowledge from databases

Jorge Muruzábal

1993: Inference in classifier systems

Jorge Muruzábal

1993: A parallel Kalman filter via the square root Kalman filtering

Rosario Romera and Tomas Cipra

1993: A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models

Gary Koop and Mark Steel

1993: A comparison of unit root test criteria

Sastry G. Pantula, Graciela González-Farias and Wayne A. Fuller

1993: An unconditional maximum likelihood test for a unit root

Graciela González-Farias and David Dickey

1993: Bayesian efficiency analysis with a flexible cost function

Gary Koop, Jacek Osiewalski and Mark Steel

1993: Bootstraping the general linear hypothesis test

Pedro Delicado and Manuel del Río

1993: Inference on semiparametric models with discrete regressors

Juan Mora

1993: New methods for the analysis of long memory time series: application to Spanish inflation

Peter M. Robinson

1992: Posterior analysis of stochastic frontier models using Gibbs sampling

Gary Koop, Mark Steel and Jacek Osiewalski

1992: Optimally bounding a generalized gross error sensitivity of unbounded influence M-estimates of regression

Víctor J. Yohai and Rubén Zamar

1992: Rejection sampling in demand systems

Eduardo Ley and Mark Steel