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

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 and Daniel Peña

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

Santiago Mira and Alvaro Escribano

1995: Investigating the relationship between gold and silver prices

Alvaro Escribano and Clive Granger

1995: Combining information in statistical modelling

Daniel Peña

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 and Daniel Peña

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

Manuel Moreno and Juan Ignacio Peña

1995: Inflation and inequality bias in the presence of bulk purchases for food and drinks

Daniel Peña and Javier Ruiz-Castillo

1995: Comovements in large systems

Jesus Gonzalo and Jean-Yves Pitarakis

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

Jesus Gonzalo and Jean-Yves Pitarakis

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

Jesus Gonzalo and 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

Miguel Delgado and Manuel A. Domínguez

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

Ana Justel and Daniel Peña

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

José Ramón Berrendero Díaz, Juan Romo 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: On the behaviour of residual plots in regression

Santiago Velilla Cerdan

1995: Random coefficient regressions: parametric goodness of fit tests

Pedro Delicado and Juan Romo

1995: The Spanish economy in 1995: a higher growth rate based on domestic demand

Antoni Espasa

1994: Goodness of fit tests in random coefficient regression models

Pedro Delicado and Juan Romo

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

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

Miguel Delgado and Thomas Kniesner

1994: Nonparametric estimation of structural breakpoints

Miguel Delgado and Javier Hidalgo

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

Miguel Delgado and 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, Daniel Peña 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

Miguel Delgado and Juan Mora

1994: Domestic and foreign demands in the Spanish economy for 1994

Antoni Espasa

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

1994: Perspectives of the Spanish economy at the beginning of 1994

Antoni Espasa

1993: Stochastic volatility versus autoregressive conditional heteroscedasticity

Esther Ruiz

1993: Forecasting growth with time series models

Daniel Peña

1993: Diagnostics and robust estimation in multivariate data transformations

Santiago Velilla Cerdan

1993: Optimal spectral bandwidth for long memory

Miguel Delgado and Peter M. Robinson

1993: Modelling daily series of economic activity

Antoni Espasa

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

Simon M. Burgess, Alvaro Escribano and Gerard Pfann

1993: The outlook of the Spanish economy in the first quarter of 1993

Antoni Espasa

1993: Report on the Spanish economy

Antoni Espasa

1993: Computing missing values in time series

Víctor Gómez, Agustín Maravall and Daniel Peña

1993: On bayesian robustness: an asymptotic approach

Daniel Peña and Rubén Zamar

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

Nélida Ferretti and Juan Romo

1993: The central limit theorem for empirical processess on V-C classes: a majorizing measure approach

Juan Romo

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

Nélida Ferretti and Juan Romo

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: Testing serial independence using the sample distribution function

Miguel Delgado

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: Cointegration and common factors

Alvaro Escribano and Daniel Peña

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: On the behaviour of residual plots in robust regression

Santiago Velilla Cerdan

1993: Inference on semiparametric models with discrete regressors

Miguel Delgado and Juan Mora

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

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

Santiago Velilla Cerdan

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