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Publications

by members of

Departamento de Economía Aplicada III (Econometría y Estadística)
Facultad de Ciencias Económicas y Empresariales
Universidad del País Vasco - Euskal Herriko Unibertsitatea
Bilbao, Spain

(Department of Applied Economics III (Econometrics and Statistics), Faculty of Economics and Management, University of the Basque Country))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.


| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

Undated material is listed at the end

2012

  1. Ciarreta Antuñano, Aitor & Zárraga Alonso, Ainhoa, 2012. "Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets," BILTOKI Biltoki;2012-04, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

2011

  1. Díaz-Emparanza Herrero, Ignacio, 2011. "Numerical Distribution Functions for Seasonal Unit Root Tests," BILTOKI 2011-09, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  2. Arteche González, Jesús María & Artiach Escauriaza, Miguel Manuel, 2011. "Doubly fractional models for dynamic heteroskedastic cycles," BILTOKI 2011-03, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  3. Menéndez, Patricia & Palacios, María Blanca & Bárcena Ruiz, María Jesús & Tusell Palmer, Fernando Jorge, 2011. "Measuring the Effect of the Real Estate Bubble: a House Price Index for Bilbao," BILTOKI 2011-07, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  4. Zárraga Alonso, Ainhoa & Nieto Domenech, Belén & Orbe Mandaluniz, Susan, 2011. "Time-Varying Beta Estimators in the Mexican Emerging Market," BILTOKI 2011-06, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  5. Mariel Chladkova, Petr & Etxano Gandariasbeitia, Iker & Hoyos Ramos, David & Garmendia Oleaga, Eneko & Pascual, Unai, 2011. "The management of Natura 2000 Network sites: a discrete choice experiment approach," BILTOKI 2011-02, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  6. Fernández Macho, Francisco Javier, 2011. "Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets," BILTOKI 2011-04, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  7. Fernández Macho, Francisco Javier, 2011. "Stochastic Surface Models for Commodity Futures: A 2D Kalman Filter Approach," BILTOKI 2011-05, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

2010

  1. Orbe Mandaluniz, Susan & Ferreira García, María Eva & Gil Bazo, Javier, 2010. "Conditional beta pricing models: A nonparametric approach," BILTOKI 2010-10, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  2. Emerson W. Mainardes & João Ferreira e Gerson Ontini, 2010. "Vantagens Competitivas em Instituições de Ensino Superior: proposta e teste de um modelo," Working Papers de Gestão, Economia e Marketing (Management, Economics and Marketing Working Papers) td06_2010, Universidade da Beira Interior, Departamento de Gestão e Economia (Portugal).
  3. Arteche González, Jesús María, 2010. "Semiparametric inference in correlated long memory signal plus noise models," BILTOKI 2010-04, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  4. Arteche González, Jesús María & García Enríquez, Javier & Murillas Maza, Arantza, 2010. "Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country," BILTOKI 2010-06, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  5. Garín Martín, María Araceli & Pérez Sainz de Rozas, Gloria & Escudero Bueno, Laureano F. & Merino Maestre, María, 2010. "A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine," BILTOKI 2010-02, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  6. Mariel Chladkova, Petr & Meyerhoff, Jürgen & Hoyos Ramos, David, 2010. "Comparing the performance of different approaches to deal with attribute non-attendance in discrete choice experiments: a simulation experiment," BILTOKI 2010-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  7. Mariel Chladkova, Petr & Abdullah, Sabah & De Ayala Bilbao, Amaya & Hoyos Ramos, David, 2010. "Selecting random parameters in discrete choice experiment for environmental valuation: A simulation experiment," BILTOKI 2010-09, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  8. Hoyos Ramos, David, 2010. "Using discrete choice experiments for environmental valuation," BILTOKI 2010-03, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

2009

  1. Tusell Palmer, Fernando Jorge & Esteban González, María Victoria, 2009. "Predicting Betas: Two new methods," BILTOKI 2009-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  2. Mariel Chladkova, Petr & Abdullah, Sabah, 2009. "Choice experiment study on the willingness to pay to improve," BILTOKI 2009-02, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

2008

  1. Eva Ferreira & Javier Gil-Bazo & Susan Orbe, 2008. "Nonparametric estimation of conditional beta pricing models," Business Economics Working Papers wb082403, Universidad Carlos III, Departamento de Economía de la Empresa.
  2. Arteche González, Jesús María & Orbe Lizundia, Jesús María, 2008. "Selection of the number of frequencies using bootstrap techniques in log-periodogram regression," BILTOKI 2008-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  3. Ciarreta Antuñano, Aitor & Zárraga Alonso, Ainhoa, 2008. "Economic Growth and Electricity Consumption in 12 European Countries: A Causality Analysis Using Panel Data," BILTOKI 2008-04, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  4. Mariel Chladkova, Petr & Hoyos Ramos, David & Fernández Macho, Francisco Javier, 2008. "The influence of cultural identity on the WTP to protect natural resources: some empirical evidence," BILTOKI 2008-03, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  5. Gallastegui Zulaika, María Carmen & Hoyos Ramos, David & Riera Micaló, Pere & García, Dolores & Fernández Macho, Francisco Javier, 2008. "Valuing environmental impacts of coastal development projects: a choice modelling application in Spain," BILTOKI 2008-02, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

2007

  1. Zárraga Castro, María Amaya & Goitisolo Lezama, Beatriz, 2007. "Reconstructing Chi-squared Intra-table Distances in the Analysis of a Set of Contingency Tables," BILTOKI 2007-04, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  2. Ciarreta Antuñano, Aitor & Zárraga Alonso, Ainhoa, 2007. "Electricity consumption and economic growth: evidence from Spain," BILTOKI 2007-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  3. Mariel Chladkova, Petr & Rodríguez González, Carlos & Orbe Mandaluniz, Susan, 2007. "A time varying coefficient model for panel data: Foreign Direct Investment in European OECD countries," BILTOKI 2007-03, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  4. Mariel Chladkova, Petr & Orbe Mandaluniz, Susan, 2007. "Benchmarking of patents: An application of GAM methodology," BILTOKI 2007-02, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

2006

  1. Alexandra M. Espinosa & Ignacio Díaz-Emparanza, 2006. "Dynamics, welfare and migration," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0602, Departamento de Economía - Universidad Pública de Navarra.
  2. Fernández Aguirre, María Carmen & Modroño Herrán, Juan Ignacio & Palomares Casado, Teodoro, 2006. "Las Tecnologías de la Información y Comunicación en la Docencia Universitaria Presencial. Aplicación en Distintas Titulaciones y Áreas de Conocimiento," BILTOKI 2006-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  3. Esteban González, María Victoria & Orbe Mandaluniz, Susan, 2006. "Nonparametric estimation betas in the Market Model," BILTOKI 2006-03, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

2005

  1. Ferreira García, María Eva & Rubio Irigoyen, Gonzalo & Martínez, María Isabel & Navarro, Eliseo, 2005. "Consumer Confidence and Yield Spreads in Europe," DFAEII Working Papers 2005-11, University of the Basque Country - Department of Foundations of Economic Analysis II.
  2. Arteche González, Jesús María, 2005. "Semiparametric estimation in perturbed long memory series," BILTOKI 2005-02, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  3. Tusell Palmer, Fernando Jorge, 2005. "Multiple imputation of time series: an application to the construction of historical price indexes," BILTOKI 2005-03, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  4. Merino Maestre, María & Pérez Sainz de Rozas, Gloria & Escudero Bueno, Laureano F. & Garín Martín, María Araceli, 2005. "A two-stage stochastic integer programming approach," BILTOKI 2005-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

2004

  1. Ignacio Díaz-Emparanza, 2004. "TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl," Econometrics 0410008, EconWPA.
  2. Ignacio Díaz-Emparanza, 2004. "SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device," Econometrics 0410009, EconWPA.
  3. López de Lacalle Beltrán de Heredia, Javier & Díaz-Emparanza Herrero, Ignacio, 2004. "Estacionalidad determinista y estocástica en series temporales macroeconómicas," BILTOKI 2004-02, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  4. Fernández Aguirre, María Carmen & Modroño Herrán, Juan Ignacio & Garín Martín, María Araceli, 2004. "Motivación de los estudiantes de LE y LADE ante el estudio de la Estadística," BILTOKI 2004-03, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

2003

  1. Rubio Irigoyen, Gonzalo & León, Angel & Ferreira García, María Eva & Gago, Mónica, 2003. "An empirical comparison of the performance of alternative option pricing models," DFAEII Working Papers 2002-04, University of the Basque Country - Department of Foundations of Economic Analysis II.
  2. Fernández Aguirre, María Carmen & Landaluce Calvo, M. Isabel & Modroño Herrán, Juan Ignacio, 2003. "Una propuesta para el análisis de tablas múltiples," BILTOKI 2003-11, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  3. Lampreabe Gaztelu, Ildefonso & Orbe Lizundia, Jesús María & Virto Moreno, Jorge & Gainza Ríos, Francisco Javier & Zárraga, S. & Urbizu, J. M. & García, G. & Amenábar, J. J., 2003. "Factores de riesgo y supervivencia libre de tumor en pacientes con trasplante renal de cadáver," BILTOKI 2003-13, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  4. Mariel Chladkova, Petr & Fernández Aguirre, María Carmen & López Caro, Cristina María, 2003. "Spanish Customer Satisfaction Indices by Cumulative Panel Data," BILTOKI 2003-12, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

2002

  1. Arteche González, Jesús María, 2002. "Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models," BILTOKI 2002-02, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  2. Tusell Palmer, Fernando Jorge & Bárcena Ruiz, María Jesús, 2002. "Multivariate Data Imputation using Trees," BILTOKI 2002-05, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  3. Mariel Chladkova, Petr & Fernández Aguirre, María Carmen & López Caro, Cristina María, 2002. "Índices de Satisfacción del Consumidor: una aplicación de Modelos de Ecuaciones Estructurales a la Industria Automovilística Española," BILTOKI 2002-04, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

2001

  1. Ignacio Díaz-Emparanza & Alexandra M.Espinosa, 2001. "Immigrants In Spain: Skills Acquisition And Development. A Regional Study," Labor and Demography 0111002, EconWPA, revised 29 Nov 2001.
  2. Rodríguez Poo, Juan M. & Ferreira García, María Eva & Orbe Mandaluniz, Susan, 2001. "Nonparametric estimation of time varying parameters under shape restrictions," BILTOKI 2001-02, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  3. Orbe Lizundia, Jesús María & Núñez Antón, Vicente Alfredo & Ferreira García, María Eva, 2001. "Analysis of Length of Time Spent in Chapter 11 Bankruptcy," BILTOKI 2001-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  4. Fernández Aguirre, María Carmen & Abascal Fernández, Elena & Modroño Herrán, Juan Ignacio & Landaluce Calvo, M. Isabel, 2001. "Técnicas Factoriales de Análisis de Tablas Múltiples: Nuevos Desarrollos Empíricos," BILTOKI 2001-06, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  5. Martín Arroyuelos, Ana María & Aguirre Pérez, Iñaki, 2001. "On the strategic choice of spatial price policy: the role of the pricing game rules," BILTOKI 2001-04, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

2000

  1. Zárraga Castro, María Amaya & Jiménez López, Mariano & Zubia Zubiaurre, Marian, 2000. "Application of the Analysis Cluster in the economic environment. A study of the neighborhoods of Donostia," BILTOKI 2000-12, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  2. Zárraga Castro, María Amaya & Goitisolo Lezama, Beatriz, 2000. "Comparative Study of Alternatives Analysis of Incomplete Disjunctive Tables," BILTOKI 2000-08, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  3. Zárraga Castro, María Amaya & Goitisolo Lezama, Beatriz, 2000. "factor analysis of a set of contingency tables," BILTOKI 2000-11, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  4. Díaz-Emparanza Herrero, Ignacio & Miranda Espinosa, Alexandra, 2000. "Analysis of the relationship between International Immigration and Unemployement," BILTOKI 2000-13, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  5. Ignacio Díaz-Emparanza, 2000. "Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test," Econometrics 0004005, EconWPA.
  6. Núñez Antón, Vicente Alfredo & Orbe Lizundia, Jesús María & Ferreira García, María Eva, 2000. "Survival Analysis Using a Censored Semiparametric Regression Model," BILTOKI 2000-07, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  7. Orbe Lizundia, Jesús María, 2000. "Un Modelo Lineal Generalizado Semiparametrico para Analisis de Duracion con Censura," BILTOKI 2000-09, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

1999

  1. Rodríguez Poo, Juan M. & Núñez Antón, Vicente Alfredo & Ferreira García, María Eva, 1999. "Two-Stage Nonparametric Regression for Longitudinal Data," BILTOKI 1999-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  2. Ferreira García, María Eva & Gago, Mónica & Rubio Irigoyen, Gonzalo, 1999. "A Semiparametric Estimation of Liquidity Effects on Option Pricing," BILTOKI 1999-08, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

1998

  1. Josu Artech & Peter M Robinson, 1998. "Semiparametric Inference in Seasonal and Cyclical Long Memory Processes - (Now published in Journal of Time Series Analysis, 21 (2000), pp.1-25.)," STICERD - Econometrics Paper Series /1998/359, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  2. Josu Artech & Peter M Robinson, 1998. "Seasonal and Cyclical Long Memory - (Now published in S Ghosh (ed): Asymptotics, Nonparametrics and Time Series: A Tribute to Madam Lal Puri (Marcel Decker, 1999), pp.115-145.)," STICERD - Econometrics Paper Series /1998/360, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  3. Josu Arteche & Peter M. Robinson, 1998. "Semiparametric inference in seasonal and cyclical long memory processes," LSE Research Online Documents on Economics 2203, London School of Economics and Political Science, LSE Library.
  4. Josu Arteche & Peter M. Robinson, 1998. "Seasonal and cyclical long memory," LSE Research Online Documents on Economics 2241, London School of Economics and Political Science, LSE Library.

1996

  1. Ignacio Dmaz-Emparanza, 1996. "Selecting the Number of Replications in a Simulation Study," Econometrics 9612006, EconWPA.

Undated

  1. Díaz-Emparanza Herrero, Ignacio & Moral Zuazo, María Paz, . "Seasonal Stability Tests in gretl. An Application to International Tourism Data," BILTOKI BILTOKI;2013-03, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  2. Hoyos Ramos, David & Mariel Chladkova, Petr & De Ayala Bilbao, Amaya, . "Landscape valuation through discrete choice experiments: Current practice and future research reflections," BILTOKI 2012-03, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  3. Iker Etxano & Eneko Garmendia & Unai Pascual & David Hoyos & María A. Díez & José A. Cadiñanos & Pedro J. Lozano, . "Towards a Participatory Integrated Assessment Approach for Planning and Managing Natura 2000 Network Sites," Working Papers 2012-10, BC3.

Journal articles

Undated material is listed at the end

2014

  1. Díaz-Emparanza, Ignacio & Moral, M. Paz, 2014. "Numerical distribution functions for seasonal stability tests," Statistics & Probability Letters, Elsevier, vol. 86(C), pages 44-49.
  2. Reisen, Valdério A. & Zamprogno, Bartolomeu & Palma, Wilfredo & Arteche, Josu, 2014. "A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 98(C), pages 1-17.

2013

  1. Fernando Tusell, 2013. "Programming Graphical User Interfaces by LAWRENCE, M.L. and VERZANI, J," Biometrics, The International Biometric Society, vol. 69(2), pages 558-559, 06.
  2. Mariel, P. & Hoyos, D. & Meyerhoff, J., 2013. "Stated or inferred attribute non-attendance? A simulation approach," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 13(1).
  3. Hoyos, David & Riera, Pere, 2013. "Convergent validity between revealed and stated recreation demand data: Some empirical evidence from the Basque Country, Spain," Journal of Forest Economics, Elsevier, vol. 19(3), pages 234-248.
  4. Mariel, Petr & Ayala, Amaya de & Hoyos, David & Abdullah, Sabah, 2013. "Selecting random parameters in discrete choice experiment for environmental valuation: A simulation experiment," Journal of choice modelling, Elsevier, vol. 7(C), pages 44-57.

2012

  1. Artiach, Miguel & Arteche, Josu, 2012. "Doubly fractional models for dynamic heteroscedastic cycles," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 2139-2158.
  2. Josu Arteche, 2012. "Standard and seasonal long memory in volatility: an application to Spanish inflation," Empirical Economics, Springer, vol. 42(3), pages 693-712, June.
  3. Hoyos, David & Mariel, Petr & Pascual, Unai & Etxano, Iker, 2012. "Valuing a Natura 2000 network site to inform land use options using a discrete choice experiment: An illustration from the Basque Country," Journal of Forest Economics, Elsevier, vol. 18(4), pages 329-344.
  4. Sigüenza, Waleska & Mariel, Petr, 2012. "Determinantes de la pertenencia a entidades deportivas/Factors Affecting Sport Organizations Membership," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 30, pages 467-488, Agosto.
  5. Alberto Longo & David Hoyos & Anil Markandya, 2012. "Willingness to Pay for Ancillary Benefits of Climate Change Mitigation," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 51(1), pages 119-140, January.
  6. Fernández-Macho, Javier, 2012. "Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1097-1104.

2011

  1. Aitor Ciarreta & Mónica Lagullón & Ainhoa Zarraga, 2011. "Modelación de los precios en el mercado eléctrico español," REVISTA CUADERNOS DE ECONOMÍA, UN - RCE - CID.
  2. Viktor Hultgren & Petr Mariel & Carlos Rodríguez González, 2011. "Structural Breaks and Spatial Linkages in FDI: Further Evidence in OECD Countries," Open Economies Review, Springer, vol. 22(5), pages 897-915, November.

2010

  1. Ciarreta, A. & Zarraga, A., 2010. "Economic growth-electricity consumption causality in 12 European countries: A dynamic panel data approach," Energy Policy, Elsevier, vol. 38(7), pages 3790-3796, July.
  2. Aitor Ciarreta & Ainhoa Zarraga, 2010. "Electricity consumption and economic growth in Spain," Applied Economics Letters, Taylor & Francis Journals, vol. 17(14), pages 1417-1421.
  3. Escudero, L.F. & Garín, M.A. & Merino, M. & Pérez, G., 2010. "An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: Some theoretical and experimental aspects," European Journal of Operational Research, Elsevier, vol. 204(1), pages 105-116, July.
  4. Maria Victoria Esteban & Susan Orbe-Mandaluniz, 2010. "A nonparametric approach for estimating betas: the smoothed rolling estimator," Applied Economics, Taylor & Francis Journals, vol. 42(10), pages 1269-1279.
  5. Abdullah, Sabah & Mariel, Petr, 2010. "Choice experiment study on the willingness to pay to improve electricity services," Energy Policy, Elsevier, vol. 38(8), pages 4570-4581, August.
  6. David Hoyos & Petr Mariel, 2010. "Contingent Valuation: Past, Present and Future," Prague Economic Papers, University of Economics, Prague, vol. 2010(4), pages 329-343.
  7. Hoyos, David, 2010. "The state of the art of environmental valuation with discrete choice experiments," Ecological Economics, Elsevier, vol. 69(8), pages 1595-1603, June.
  8. David Hoyos Ramos & Alfonso Sanz Aldúan, 2010. "Presentación," EKONOMIAZ, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 73(01), pages 7-11.
  9. David Hoyos Ramos, 2010. "La gestión del ruido ambiental provocado por infraestructuras de transporte: una aplicación para Euskadi," EKONOMIAZ, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 73(01), pages 78-101.

2009

  1. Zárraga, A. & Goitisolo, B., 2009. "Simultaneous analysis and multiple factor analysis for contingency tables: Two methods for the joint study of contingency tables," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 3171-3182, June.
  2. Arteche, Josu & Orbe, Jesus, 2009. "Using the bootstrap for finite sample confidence intervals of the log periodogram regression," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1940-1953, April.
  3. Josu Arteche & Jesus Orbe, 2009. "Bootstrap-based bandwidth choice for log-periodogram regression," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(6), pages 591-617, November.
  4. Laureano Escudero & Araceli Garín & María Merino & Gloria Pérez, 2009. "BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0–1 problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 17(1), pages 96-122, July.
  5. Laureano Escudero & Araceli Garín & María Merino & Gloria Pérez, 2009. "On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty," Computational Management Science, Springer, vol. 6(3), pages 307-327, August.
  6. Hoyos, David & Mariel, Petr & Fernández-Macho, Javier, 2009. "The influence of cultural identity on the WTP to protect natural resources: Some empirical evidence," Ecological Economics, Elsevier, vol. 68(8-9), pages 2372-2381, June.
  7. Petr Mariel & Susan Orbe & Carlos Rodríguez, 2009. "The Knowledge-Capital Model Of Fdi: A Time Varying Coefficients Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 56(2), pages 196-212, 05.
  8. Petr Mariel & Susan Orbe, 2009. "Nonparametric Approach to Patent Citations," Prague Economic Papers, University of Economics, Prague, vol. 2009(3), pages 251-266.

2008

  1. Eva Ferreira & M. Isabel Martínez Serna & Eliseo Navarro & Gonzalo Rubio, 2008. "Economic Sentiment and Yield Spreads in Europe," European Financial Management, European Financial Management Association, vol. 14(2), pages 206-221.
  2. Fernando Tusell, 2008. "An Introduction to State Space Time Series Analysis," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 171(3), pages 756-757.
  3. Fernández-Macho, Javier, 2008. "Spectral estimation of a structural thin-plate smoothing model," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 189-195, September.

2007

  1. Josu Arteche, 2007. "The Analysis of Seasonal Long Memory: The Case of Spanish Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(6), pages 749-772, December.
  2. Laureano Escudero & Araceli Garín & María Merino & Gloria Pérez, 2007. "The value of the stochastic solution in multistage problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 15(1), pages 48-64, July.
  3. Stefano Comino & Petr Mariel & Joel Sandonís, 2007. "Joint Ventures versus Contractual Agreements: An Empirical Investigation," Spanish Economic Review, Springer, vol. 9(3), pages 159-175, September.

2006

  1. Ignacio Díaz-Emparanza & Javier Fernández-Macho, 2006. "Cyclical common factors in cointegrated systems," Spanish Economic Review, Springer, vol. 8(1), pages 53-82, 03.
  2. Orbe, Jesus & Nunez-Anton, Vicente, 2006. "Alternative approaches to study lifetime data under different scenarios: from the PH to the modified semiparametric AFT model," Computational Statistics & Data Analysis, Elsevier, vol. 50(6), pages 1565-1582, March.
  3. Arteche, J., 2006. "Semiparametric estimation in perturbed long memory series," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2118-2141, December.
  4. Petr Mariel & Cristina López & Karmele Fernández, 2006. "Sales-Advertising Relationship: An Application of Panel Data from the German Automobile Industry," Prague Economic Papers, University of Economics, Prague, vol. 2006(1), pages 29-43.

2005

  1. Eva Ferreira & Mónica Gago & Angel León & Gonzalo Rubio, 2005. "An empirical comparison of the performance of alternative option pricing models," Investigaciones Economicas, Fundación SEPI, vol. 29(3), pages 483-523, September.
  2. Orbe, Susan & Ferreira, Eva & Rodriguez-Poo, Juan, 2005. "Nonparametric estimation of time varying parameters under shape restrictions," Journal of Econometrics, Elsevier, vol. 126(1), pages 53-77, May.
  3. Arteche, J. & Orbe, J., 2005. "Bootstrapping the log-periodogram regression," Economics Letters, Elsevier, vol. 86(1), pages 79-85, January.
  4. J. Arteche & C. Velasco, 2005. "Trimming and Tapering Semi-Parametric Estimates in Asymmetric Long Memory Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(4), pages 581-611, 07.
  5. Petr Mariel, 2005. "Nonparametric Estimation of the Effects of Advertising: The Case of Lydia Pinkham," The Journal of Business, University of Chicago Press, vol. 78(2), pages 649-674, March.
  6. Fernandez-Macho, Javier, 2005. "Comments on "Combining filter design with model-based filtering"," International Journal of Forecasting, Elsevier, vol. 21(4), pages 711-715.

2004

  1. D az-Emparanza, Ignacio, 2004. "A Note On The Paper By H.J. Bierens:," Econometric Theory, Cambridge University Press, vol. 20(03), pages 636-637, June.
  2. Eva Ferreira, 2004. "Beyond Single-Factor Affine Term Structure Models," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 2(4), pages 565-591.
  3. Ferreira, E. & Stute, W., 2004. "Testing for Differences Between Conditional Means in a Time Series Context," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 169-174, January.
  4. Arteche, Josu, 2004. "Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models," Journal of Econometrics, Elsevier, vol. 119(1), pages 131-154, March.
  5. Petr Mariel & Joel Sandonis, 2004. "A model of advertising with application to the German automobile industry," Applied Economics, Taylor & Francis Journals, vol. 36(1), pages 83-92.
  6. Joel Sandonís & Petr Mariel, 2004. "Technology and Antitrust Policies in a Polluting Industry," Prague Economic Papers, University of Economics, Prague, vol. 2004(1), pages 67-81.

2003

  1. Orbe, Susan & Ferreira, Eva & Rodriguez-Poo, Juan, 2003. "An algorithm to estimate time-varying parameter SURE models under different types of restriction," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 363-383, March.
  2. Ainhoa Zarraga, 2003. "GMM-based testing procedures of the mixture of distributions model," Applied Financial Economics, Taylor & Francis Journals, vol. 13(11), pages 841-848.

2002

  1. Ignacio Díaz-Emparanza, 2002. "Is a small Monte Carlo analysis a good analysis?," Statistical Papers, Springer, vol. 43(4), pages 567-577, October.
  2. Jesus Orbe & Eva Ferreira & Vicente Nunez-Anton, 2002. "Length of time spent in Chapter 11 bankruptcy: a censored partial regression model," Applied Economics, Taylor & Francis Journals, vol. 34(15), pages 1949-1957.
  3. Marta Regulez & Ainhoa Zarraga, 2002. "Common features between stock returns and trading volume," Applied Financial Economics, Taylor & Francis Journals, vol. 12(12), pages 885-893.
  4. Carmen Ansotegui & Maria Victoria Esteban, 2002. "Cointegration for market forecast in the Spanish stock market," Applied Economics, Taylor & Francis Journals, vol. 34(7), pages 843-857.

2001

  1. Orbe, Jesus & Ferreira, Eva & Nunez-Anton, Vicente, 2001. "Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model," Economics Letters, Elsevier, vol. 71(1), pages 35-42, April.
  2. Dale Zimmerman & Vicente Núñez-Antón & Timothy Gregoire & Oliver Schabenberger & Jeffrey Hart & Michael Kenward & Geert Molenberghs & Geert Verbeke & Mohsen Pourahmadi & Philippe Vieu & Dela Zimmer, 2001. "Parametric modelling of growth curve data: An overview," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 10(1), pages 1-73, June.
  3. Iñaki Aguirre & Ana M. Martin, 2001. "On the strategic choice of spatial price policy: the role of the pricing game rules," Economics Bulletin, AccessEcon, vol. 12(2), pages 1-7.
  4. M. Espinosa & Petr Mariel, 2001. "A model of optimal advertising expenditures in a dynamic duopoly," Atlantic Economic Journal, International Atlantic Economic Society, vol. 29(2), pages 135-161, June.

2000

  1. Ferreira, Eva & Nunez-Anton, Vicente & Rodriguez-Poo, Juan, 2000. "Semiparametric approaches to signal extraction problems in economic time series," Computational Statistics & Data Analysis, Elsevier, vol. 33(3), pages 315-333, May.

1999

  1. Vicente Núñez-Antón & Juan Rodríguez-Póo & Philippe Vieu, 1999. "Longitudinal data with nonstationary errors: a nonparametric three-stage approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 8(1), pages 201-231, June.

1998

  1. Ferreira, Eva, 1998. "Using M-type smoothing splines to estimate the spectral density of a stationary time series," Statistics & Probability Letters, Elsevier, vol. 38(2), pages 197-205, June.
  2. Ainhoa Zarraga Alonso, 1998. "Análisis de causalidad entre rendimiento y volumen," Investigaciones Economicas, Fundación SEPI, vol. 22(1), pages 45-67, January.
  3. Petr Mariel, 1998. "Sales Advertising Response Models," Politická ekonomie, University of Economics, Prague, vol. 1998(5).

1997

  1. Ferreira, Eva & Núñez-Antón, Vicente & Rodríguez-Póo, Juan, 1997. "Kernel regression estimates of growth curves using nonstationary correlated errors," Statistics & Probability Letters, Elsevier, vol. 34(4), pages 413-423, June.
  2. Eva Ferreira-Garcia & María-José Gutiérrez & Marta Regúlez, 1997. "Long Run Relationship between the High-Power Money and the Money Supply," Politická ekonomie, University of Economics, Prague, vol. 1997(1), pages 46-58.
  3. M. Victoria Esteban, 1997. "Variabilidad predecible en los rendimientos de los activos: Evidencia e implicaciones," Investigaciones Economicas, Fundación SEPI, vol. 21(3), pages 523-542, September.
  4. María Paz Espinosa & Petr Mariel, 1997. "Advertising in a Dynamic Duopoly," Politická ekonomie, University of Economics, Prague, vol. 1997(2), pages 239-254.

1996

  1. Eva Ferreira & Fernando Tusell, 1996. "Un modelo aditivo semiparamétrico para estimación de capturas: el caso de las pesquerías de Terranova," Investigaciones Economicas, Fundación SEPI, vol. 20(1), pages 143-157, January.
  2. Ferreira, Eva & Regulez, Marta, 1996. "A note on cointegration and control," Journal of Economic Dynamics and Control, Elsevier, vol. 20(5), pages 963-966, May.

1990

  1. Fernandez, F Javier & Harvey, Andrew C, 1990. "Seemingly Unrelated Time Series Equations and a Test for Homogeneity," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 71-81, January.

1989

  1. Inmaculada Gallastegui & Fernando Tusell & Ignacio Zubiri, 1989. "Cálculo del efecto de alteraciones fiscales en una economía abierta: el caso del IVA en el País Vasco," Investigaciones Economicas, Fundación SEPI, vol. 13(2), pages 283-300, May.

1987

  1. Aurora Alonso & Fernando Tusell, 1987. "Impuesto sobre el Valor añadido y estabilización automática," Investigaciones Economicas, Fundación SEPI, vol. 11(2), pages 327-343, May.
  2. F.Javier FERNANDEZ MACHO & Andrew C. HARVEY & James H. STOCK, 1987. "Forecasting and Interpolation Using Vector Autoregressions with Common Trends," Annales d'Economie et de Statistique, ENSAE, issue 6-7, pages 279-287.

Undated

  1. Fernando Tusell, . "Kalman Filtering in R," Journal of Statistical Software, American Statistical Association, vol. 39(i02).

Books

2010

  1. Dale L. Zimmerman & Vicente Núñez-Antón, 2010. "Antedependence Models for longitudinal Data," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 11.

2009

  1. Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), 2009. "Econometrics with gretl. Proceedings of the gretl Conference 2009," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, edition 1, number 01.
  2. Javier Fernández-Macho & Pilar González, 2009. "Evaluación de Territorios Inteligentes en la Sociedad del Conocimiento," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 12.

2007

  1. Karmele Fernández & Eva Ferreira & María Jesús Bárcena & María Araceli Garín & Jesús Orbe & Jesús Rubio, 2007. "Estatistika Deskribatzailearen eta Probabilitatearen Baliabideak," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, edition 1, number 03.

2005

  1. Ana Fernández & Pilar González & Marta Regúlez & María Paz Moral & María Victoria Esteban, 2005. "Ejercicios de Econometría," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, edition 2, number 13.

2003

  1. María Jesús Bárcena & Karmele Fernández & Eva Ferreira & María Araceli Garín, 2003. "Elementos de Probabilidad y Estadística," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, edition 1, number 02.

2001

  1. Frederic Ferraty & Vicente Núñez-Antón & Philippe Vieu, 2001. "Regresión No Paramétrica: Desde la Dimensión Uno Hasta la Dimensión Infinita," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 10.

2000

  1. Josu arteche & María Araceli Garín & Ana María Martín & Vicente Núñez-Antón & Jesús Orbe & Jorge Virto & Amaya Zárraga, 2000. "Ejercicios de estadística I. Elementos de Probabilidad y Estadística," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 08.
  2. Josu arteche & María Araceli Garín & Ana María Martín & Vicente Núñez-Antón & Jesús Orbe & Jorge Virto & Amaya Zárraga, 2000. "Ejercicios de estadística II. Estadística Empresarial y para Economistas," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 09.
  3. Vicente Núñez-Antón & Eva Ferreira (ed.), 2000. "Statistical Modelling. Proceedings of the 15th International Workshop on Statistical Modelling. New Trends on Statistical Modelling," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 07.

1997

  1. Karmele Fernandez & Jesus Orbe & Marian Zubia, 1997. "Estatistika I eta Estatistika II ariketak. Probabilitate teoria eta inferentzia estatistikoa," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, edition 1, number 05.
  2. Karmele Fernandez & Jesus Orbe & Marian Zubia, 1997. "Estatistikarako Sarrera. Ariketak," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, edition 1, number 06.

1991

  1. María Araceli Garín & Fernando Tusell, 1991. "Problemas de Probabilidad e Inferencia Estadística," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 04.

Chapters

2009

  1. Alberto Calderero & Hanna Kuittinen & Javier Fernández-Macho, 2009. "An Alternative to Represent Time Series: the Time Scatter Plot," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.

Software components

2004

  1. Ignacio Díaz-Emparanza, 2004. "SURGAT Seasonal Unit Roots Graphical Analysis and Testing device," Computer Programs 0401001, EconWPA, revised 19 Oct 2004.