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Susan Orbe

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Personal Details

First Name: Susan
Middle Name:
Last Name: Orbe
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RePEc Short-ID: por150

Email: [This author has chosen not to make the email address public]
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Affiliation

Facultad de Ciencias Económicas y Empresariales
Universidad del País Vasco - Euskal Herriko Unibertsitatea
Location: Bilbao, Spain
Homepage: http://www.bs.ehu.es/
Email:
Phone: (94) 447 28 00
Fax: (94) 460 13 754
Postal: Avda. Lehendakari, Aguirre, 83, 48015 Bilbao
Handle: RePEc:edi:fcehues (more details at EDIRC)

Works

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Working papers

  1. 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).
  2. 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).
  3. 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.
  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).
  5. 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).
  6. 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).
  7. 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).

Articles

  1. Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan, 2011. "Conditional beta pricing models: A nonparametric approach," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3362-3382.
  2. 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.
  3. Petr Mariel & Susan Orbe, 2009. "Nonparametric Approach to Patent Citations," Prague Economic Papers, University of Economics, Prague, vol. 2009(3), pages 251-266.
  4. 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.
  5. 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.
  6. 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.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (3) 2006-11-18 2010-12-04 2012-02-08. Author is listed
  2. NEP-EEC: European Economics (1) 2007-04-28
  3. NEP-FMK: Financial Markets (1) 2012-02-08
  4. NEP-IPR: Intellectual Property Rights (1) 2007-04-28
  5. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2007-04-28

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