Contact information of Universidad Carlos III de Madrid. Departamento de EstadÃstica
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cte:wsrepe. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ana Poveda (email available below). General contact details of provider: http://portal.uc3m.es/portal/page/portal/dpto_estadistica .
Content
1994
- 10720 Sensitivity analysis in statistics
by Hadi, Ali S. & Nyquist, Hans
- 10719 Using boostrap to derive a prior distribution
by Delicado, Pedro
- 5824 A fixed-width interval for 1/? in simple linear regression
by Coleman, Daniel A.
- 3962 Goodness of fit tests in random coefficient regression models
by Delicado, Pedro & Romo, Juan
- 3961 Non-parametric specification testing of non-nested econometric models
by Delgado, Miguel A. & Li, Qi & Stengos, Thanasis
- 3960 Optimal spectral kernel for long-range dependent time series
by Delgado, Miguel A. & Robinson, Peter M.
- 3959 Count data models with variance of unknown form: an application to a hedonic model of worker absenteeism
by Delgado, Miguel A. & Kniesner, Thomas J.
- 3958 Nonparametric estimation of structural breakpoints
by Delgado, Miguel A. & Hidalgo, Javier
- 3956 Robust estimation in simultaneous equations models
by Maronna, Ricardo A. & Yohai, Víctor J.
- 3955 A multivariate Kolmogorov-Smornov test of goodnes of fit
by Justel, Ana & Peña, Daniel & Zamar, Rubén
- 3954 Semiparametric linear regression with censored data and stochastic regressors
by Mora, Juan
- 3953 Semiparametric testing of non-nested models: an application to Engel Curves specification
by Mora, Juan
- 3952 A subsampling method for the computation of multivariate estimators with high breakdown point
by Juan, Jesús & Prieto, Francisco J.
- 3947 Nonparametric and semiparametric estimation with discrete regressors
by Delgado, Miguel A. & Mora, Juan
- 3946 A fixed-width interval for a/b in regression
by Coleman, Daniel A.
- 3821 Diffuse pattern learning with Fuzzy ARTMAP and PASS
by Muruzábal, Jorge & Muñoz, Alberto
1993
- 11020 The outlook of the Spanish economy in the first quarter of 1993
by Espasa, Antoni
- 10982 Report on the Spanish economy
by Espasa, Antoni
- 5708 Stochastic volatility versus autoregressive conditional heteroscedasticity
by Ruiz Ortega, Esther
- 3740 Forecasting growth with time series models
by Peña, Daniel
- 3739 Diagnostics and robust estimation in multivariate data transformations
by Velilla Cerdan, Santiago
- 3738 Optimal spectral bandwidth for long memory
by Delgado, Miguel A. & Robinson, Peter M.
- 3737 Computing missing values in time series
by Gómez, Víctor & Maravall, Agustín & Peña, Daniel
- 3736 On bayesian robustness: an asymptotic approach
by Peña, Daniel & Zamar, Rubén
- 3735 Prediction intervals for nearly nonstationary AR(1)-processes
by Ferretti, Nélida & Romo, Juan
- 3734 The central limit theorem for empirical processess on V-C classes: a majorizing measure approach
by Romo, Juan
- 3733 Bootstrap tests for unit root AR(1) models
by Ferretti, Nélida & Romo, Juan
- 3732 PASS: a simple classifier system for data analysis
by Muruzábal, Jorge
- 3731 On the automated extraction of regression knowledge from databases
by Muruzábal, Jorge
- 3730 Inference in classifier systems
by Muruzábal, Jorge
- 3729 Testing serial independence using the sample distribution function
by Delgado, Miguel A.
- 3708 A parallel Kalman filter via the square root Kalman filtering
by Romera, Rosario & Cipra, Tomas
- 3706 A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models
by Koop, Gary & Steel, Mark F.J.
- 3705 A comparison of unit root test criteria
by Pantula, Sastry G. & González-Farias, Graciela & Fuller, Wayne A.
- 3704 An unconditional maximum likelihood test for a unit root
by González-Farias, Graciela & Dickey, David A.
- 3703 Bayesian efficiency analysis with a flexible cost function
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J.
- 3702 Bootstraping the general linear hypothesis test
by Delicado, Pedro & Río, Manuel del
- 3701 On the behaviour of residual plots in robust regression
by Velilla Cerdan, Santiago
- 3700 Inference on semiparametric models with discrete regressors
by Delgado, Miguel A. & Mora, Juan
- 3682 Modelling daily series of economic activity
by Espasa, Antoni
- 3681 Asymmetric and time-varying error-correction: an application to labour demand in the UK
by Burgess, Simon M. & Escribano, Álvaro & Pfann, Gerard A.
- 3680 Cointegration and common factors
by Escribano, Álvaro & Peña, Daniel
- 3679 A goodness-of-fit test for ARMA models based on the standardized sample spectral distribution of the residuals
by Velilla Cerdan, Santiago
- 3676 New methods for the analysis of long memory time series: application to Spanish inflation
by Delgado, Miguel A. & Robinson, Peter M.
1992