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Information about:
Eva Ferreira

Personal Details | Affiliation | Works
This is information that was supplied by Eva Ferreira in registering through RePEc. If you are Eva Ferreira , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Eva
Middle Name:
Last Name: Ferreira
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RePEc Short-ID: pfe145

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Eva Ferreira & María Isabel Martínez & Eliseo Navarro & Gonzalo Rubio, 2005. "Consumer Confidence and Yield Spreads in Europe," DFAEII Working Papers 200511, University of the Basque Country - Department of Foundations of Economic Analysis II. [Downloadable!]

  2. Gonzalo Rubio & Eva Ferreira & Mónica Gago, 2003. "An empirical comparison of the performance of alternative option pricing models," DFAEII Working Papers 200204, University of the Basque Country - Department of Foundations of Economic Analysis II. [Downloadable!]
    Published as:

  3. Susan Orbe & Eva Ferreira & Juan Rodriguez-Poo, 2001. "Nonparametric estimation of time varying parameters under shape restrictions," BILTOKI 200102, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
    Published as:

  4. Jesus Orbe & Eva Ferreira & Vicente Nunez-Anton, 2001. "Analysis of Length of Time Spent in Chapter 11 Bankruptcy," BILTOKI 200101, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]

  5. Jesus Orbe & Eva Ferreira & Vicente Nunez-Anton, 2000. "Survival Analysis Using a Censored Semiparametric Regression Model," BILTOKI 200007, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]

  6. Eva Ferreira & Monica Gago & Gonzalo Rubio, 1999. "A Semiparametric Estimation of Liquidity Effects on Option Pricing," BILTOKI 199908, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]

  7. Eva Ferreira & Vicente Nunez-Anton & Juan M. Rodriguez-Poo, 1999. "Two-Stage Nonparametric Regression for Longitudinal Data," BILTOKI 199901, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)
    Other versions:

  2. 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. [Downloadable!]
    Other versions:

  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. [Downloadable!] (restricted)

  4. Eva Ferreira, 2004. "Beyond Single-Factor Affine Term Structure Models," Journal of Financial Econometrics, Oxford University Press, vol. 2(4), pages 565-591. [Downloadable!] (restricted)

  5. 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. [Downloadable!] (restricted)

  6. Orbe, Jesus & Ferreira, Eva & Nunez-Anton, Vicente, 2002. "Length of Time Spent in Chapter 11 Bankruptcy: A Censored Partial Regression Model," Applied Economics, Taylor and Francis Journals, vol. 34(15), pages 1949-57, October. [Downloadable!] (restricted)

  7. 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. [Downloadable!] (restricted)

  8. 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. [Downloadable!] (restricted)

  9. 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. [Downloadable!] (restricted)

  10. 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. [Downloadable!]

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 1999-05-03 2000-05-01 Author is listed
  2. NEP-EEC: European Economics (1) 2005-06-27 Author is listed
  3. NEP-FIN: Finance (2) 2000-01-24 2005-06-27 Author is listed
  4. NEP-MAC: Macroeconomics (1) 2005-06-27 Author is listed
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This page was last updated on 2008-7-20.

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