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DES - Working Papers. Statistics and Econometrics. WS

From Universidad Carlos III de Madrid. Departamento de Estadística
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1995: Explaining the saddlepoint approximation Downloads
Constantinos Goutis and George Casella
1995: On the maxbias curve of residual admissible robust regression estimates Downloads
José Ramón Berrendero Díaz and Rubén Zamar
1995: A parametric model for heterogeneity in paired poisson counts Downloads
Constantinos Goutis and Rex F. Galbraith
1995: Properties of predictors in overdifferenced nearly nonstationary autoregression Downloads
Ismael Sánchez and Daniel Peña
1995: Nonlinear time series models: consistency and asymptotic normality of nls under new conditions Downloads
Santiago Mira and Alvaro Escribano
1995: Investigating the relationship between gold and silver prices Downloads
Alvaro Escribano and Clive Granger
1995: Combining information in statistical modelling Downloads
Daniel Peña
1995: Do strike variables wage increase settlements in Spain? Downloads
Sergi Jimenez-Martin
1995: A fast method to compute orthogonal loadings partial least squares Downloads
Constantinos Goutis
1995: Self organizing maps for outlier detection Downloads
Alberto Muñoz and Jorge Muruzábal
1995: Linear combination of information in time series analysis Downloads
Víctor M. Guerrero and Daniel Peña
1995: On the term structure of Interbank interest rates: jump-diffusion processes and option pricing Downloads
Manuel Moreno and Juan Ignacio Peña
1995: Inflation and inequality bias in the presence of bulk purchases for food and drinks Downloads
Daniel Peña and Javier Ruiz-Castillo
1995: Comovements in large systems Downloads
Jesus Gonzalo and Jean-Yves Pitarakis
1995: On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors Downloads
Jesus Gonzalo and Jean-Yves Pitarakis
1995: No lack of relative power of the Dickey-Fuller tests for unit roots Downloads
Jesus Gonzalo and Tae Hwy Lee
1995: Estimating parameters of fluctuations in the cosmic microwave background Downloads
Luis Tenorio, Charles H. Lineweaver and Georges Smoot
1995: On credibility and robustness with the Kalman filter Downloads
José Garrido and Rosario Romera
1995: A consistent test of significance Downloads
Miguel Delgado and Manuel A. Domínguez
1995: Gibbs sampling will fail in outlier problems with strong masking Downloads
Ana Justel and Daniel Peña
1995: On the explosion breakdown rate of the maximum bias function of some scale and location estimates Downloads
José Ramón Berrendero Díaz, Juan Romo and Rubén Zamar
1995: Probabilistic and fuzzy reasoning in simple learning classifier systems Downloads
Jorge Muruzábal
1995: Breakdown and asymptotic properties of resampled estimates Downloads
Jorge Adrover and Ana M. Blanco
1995: On the behaviour of residual plots in regression Downloads
Santiago Velilla Cerdan
1995: Random coefficient regressions: parametric goodness of fit tests Downloads
Pedro Delicado and Juan Romo
1995: The Spanish economy in 1995: a higher growth rate based on domestic demand Downloads
Antoni Espasa
1994: Goodness of fit tests in random coefficient regression models Downloads
Pedro Delicado and Juan Romo
1994: Non-parametric specification testing of non-nested econometric models Downloads
Miguel Delgado, Qi Li and Thanasis Stengos
1994: Count data models with variance of unknown form: an application to a hedonic model of worker absenteeism Downloads
Miguel Delgado and Thomas Kniesner
1994: Nonparametric estimation of structural breakpoints Downloads
Miguel Delgado and Javier Hidalgo
1994: Optimal spectral kernel for long-range dependent time series Downloads
Miguel Delgado and Peter M. Robinson
1994: Robust estimation in simultaneous equations models Downloads
Ricardo A. Maronna and Víctor J. Yohai
1994: A multivariate Kolmogorov-Smornov test of goodnes of fit Downloads
Ana Justel, Daniel Peña and Rubén Zamar
1994: Semiparametric linear regression with censored data and stochastic regressors Downloads
Juan Mora
1994: Semiparametric testing of non-nested models: an application to Engel Curves specification Downloads
Juan Mora
1994: A subsampling method for the computation of multivariate estimators with high breakdown point Downloads
Jesús Juan and Francisco J. Prieto
1994: Nonparametric and semiparametric estimation with discrete regressors Downloads
Miguel Delgado and Juan Mora
1994: Domestic and foreign demands in the Spanish economy for 1994 Downloads
Antoni Espasa
1994: Sensitivity analysis in statistics Downloads
Ali S. Hadi and Hans Nyquist
1994: Using boostrap to derive a prior distribution Downloads
Pedro Delicado
1994: A fixed-width interval for 1/? in simple linear regression Downloads
Daniel A. Coleman
1994: A fixed-width interval for a/b in regression Downloads
Daniel A. Coleman
1994: Diffuse pattern learning with Fuzzy ARTMAP and PASS Downloads
Jorge Muruzábal and Alberto Muñoz
1994: Perspectives of the Spanish economy at the beginning of 1994 Downloads
Antoni Espasa
1993: Stochastic volatility versus autoregressive conditional heteroscedasticity Downloads
Esther Ruiz
1993: Forecasting growth with time series models Downloads
Daniel Peña
1993: Diagnostics and robust estimation in multivariate data transformations Downloads
Santiago Velilla Cerdan
1993: Optimal spectral bandwidth for long memory Downloads
Miguel Delgado and Peter M. Robinson
1993: Modelling daily series of economic activity Downloads
Antoni Espasa
1993: Asymmetric and time-varying error-correction: an application to labour demand in the UK Downloads
Simon M. Burgess, Alvaro Escribano and Gerard Pfann
1993: The outlook of the Spanish economy in the first quarter of 1993 Downloads
Antoni Espasa
1993: Report on the Spanish economy Downloads
Antoni Espasa
1993: Computing missing values in time series Downloads
Víctor Gómez, Agustín Maravall and Daniel Peña
1993: On bayesian robustness: an asymptotic approach Downloads
Daniel Peña and Rubén Zamar
1993: Prediction intervals for nearly nonstationary AR(1)-processes Downloads
Nélida Ferretti and Juan Romo
1993: The central limit theorem for empirical processess on V-C classes: a majorizing measure approach Downloads
Juan Romo
1993: Bootstrap tests for unit root AR(1) models Downloads
Nélida Ferretti and Juan Romo
1993: PASS: a simple classifier system for data analysis Downloads
Jorge Muruzábal
1993: On the automated extraction of regression knowledge from databases Downloads
Jorge Muruzábal
1993: Inference in classifier systems Downloads
Jorge Muruzábal
1993: Testing serial independence using the sample distribution function Downloads
Miguel Delgado
1993: A parallel Kalman filter via the square root Kalman filtering Downloads
Rosario Romera and Tomas Cipra
1993: A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models Downloads
Gary Koop and Mark Steel
1993: A comparison of unit root test criteria Downloads
Sastry G. Pantula, Graciela González-Farias and Wayne A. Fuller
1993: An unconditional maximum likelihood test for a unit root Downloads
Graciela González-Farias and David Dickey
1993: Cointegration and common factors Downloads
Alvaro Escribano and Daniel Peña
1993: Bayesian efficiency analysis with a flexible cost function Downloads
Gary Koop, Jacek Osiewalski and Mark Steel
1993: Bootstraping the general linear hypothesis test Downloads
Pedro Delicado and Manuel del Río
1993: On the behaviour of residual plots in robust regression Downloads
Santiago Velilla Cerdan
1993: Inference on semiparametric models with discrete regressors Downloads
Miguel Delgado and Juan Mora
1993: New methods for the analysis of long memory time series: application to Spanish inflation Downloads
Miguel Delgado and Peter M. Robinson
1993: A goodness-of-fit test for ARMA models based on the standardized sample spectral distribution of the residuals Downloads
Santiago Velilla Cerdan
1992: Posterior analysis of stochastic frontier models using Gibbs sampling Downloads
Gary Koop, Mark Steel and Jacek Osiewalski
1992: Optimally bounding a generalized gross error sensitivity of unbounded influence M-estimates of regression Downloads
Víctor J. Yohai and Rubén Zamar
1992: Rejection sampling in demand systems Downloads
Eduardo Ley and Mark Steel
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