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Publications

by alumni of

Universidad Carlos III de Madrid → Departamento de Estadistica

Carlos III University of Madrid → Department of Statistics

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

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

| Working papers | Journal articles |

Working papers

2021

  1. Francisco Corona & Graciela Gonz'alez-Far'ias & Jes'us L'opez-P'erez, 2021, "A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19," Papers, arXiv.org, number 2101.10383, Jan.

2018

  1. M. Angeles Carnero Fernández & Ana Pérez Espartero, 2018, "Outliers and misleading leverage effect in asymmetric GARCH-type models," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2018-01, Jan.

2017

  1. Corona, Francisco & Forrest, David & Tena Horrillo, Juan de Dios & Wiper, Michael Peter, 2017, "Evaluating significant effects from alternative seeding systems : a Bayesian approach, with an application to the UEFA Champions League," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 24521, Apr.
  2. Corona, Francisco & Poncela, Pilar & Ruiz Ortega, Esther, 2017, "Estimating non-stationary common factors : Implications for risk sharing," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 24585, May.

2016

  1. Corona, Francisco & Orraca, Pedro, 2016, "Remittances in Mexico and their unobserved components," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 22674, Apr.
  2. Corona, Francisco & Poncela, Pilar & Ruiz Ortega, Esther, 2016, "Determining the number of factors after stationary univariate transformations," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws1602, Feb.

2015

  1. Corona, Francisco & Tena Horrillo, Juan de Dios & Wiper, Michael Peter, 2015, "On the importance of the probabilistic model in identifying the most decisive game in a tournament," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 21174, Jun.

2014

  1. Carnero Fernández, María Ángeles & Pérez, Ana & Ruiz Ortega, Esther, 2014, "Identification of asymmetric conditional heteroscedasticity in the presence of outliers," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws141912, Jul.

2013

  1. Esteban-Bravo, Mercedes & Vidal-Sanz, José M., 2013, "A nonlinear product differentiation model à la Cournot: a new look to the newspapers industry," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb132002, Jul.

2012

  1. M. Angeles Carnero Fernández & M. Hakan Eratalay, 2012, "Estimating VAR-MGARCH models in multiple steps," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2012-10, Mar.
  2. Esteban-Bravo, Mercedes & Leszkiewicz, Agata & Vidal-Sanz, José M., 2012, "Reconsidering optimal experimental design for conjoint analysis," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb121405, Nov.
  3. Esteban-Bravo, Mercedes & Vidal-Sanz, José M. & Yildirim, Gökhan, 2012, "Valuing customer portfolios with endogenous mass-and-direct-marketing interventions using a stochastic dynamic programming decomposition," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb121304, Jun.
  4. Esteban-Bravo, Mercedes & Vidal-Sanz, José M. & Yildirim, Gökhan, 2012, "Expenditure trends in US advertising : long-term effects and structural changes with new media introductions," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb121506, Jun.

2011

  1. M. Angeles Carnero Fernández & Lídia Farré Olalla & Mariano Bosch, 2011, "Rental housing discrimination and the persistence of ethnic enclaves," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2011-10, Mar.
  2. Avagyan, Vardan & Esteban-Bravo, Mercedes & Vidal-Sanz, José M., 2011, "Licensing radical product innovations to speed up the diffusion," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb113609, Nov.
  3. Esteban-Bravo, Mercedes & Yildirim, Gökhan & Vidal-Sanz, José M., 2011, "Can we curb retail sales volatility through marketing mix actions?," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb112407, Nov.
  4. Avagyan, Vardan & Esteban-Bravo, Mercedes & Vidal-Sanz, José M., 2011, "Riding successive product diffusion waves : building a tsunami via upgrade-rebate programs," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb114011, Nov.

2010

  1. M. Angeles Carnero Fernández & Blanca Martínez & Rocío Sánchez Mangas, 2010, "Mobbing and workers' health: an empirical analysis for Spain," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2010-30, Sep.

2009

  1. M. Angeles Carnero Fernández & Lídia Farré Olalla & Mariano Bosch, 2009, "Information and discrimination in the rental housing market: evidence from a field experiment," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2009-21, Jan.
  2. Gupta, Sunil & Mela, Carl F. & Vidal-Sanz, José M., 2009, "The value of a "free" customer," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb092903, Mar.
  3. Balbás, Alejandro & Esteban-Bravo, Mercedes & Vidal-Sanz, José M., 2009, "Optimal risk in marketing resource allocation," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb090868, Oct.

2008

  1. M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2008, "Estimating and Forecasting GARCH Volatility in the Presence of Outiers," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2008-13, Oct.
  2. Vidal-Sanz, José M., 2008, "A valid theory on probabilistic causation," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb081702, Apr.

2007

  1. Vidal-Sanz, José M., 2007, "Automatic spectral density estimation for Random fields on a lattice via bootstrap," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb072606, May.
  2. Esteban-Bravo, Mercedes & Vidal-Sanz, José M., 2007, "The long memory of newspapers' subscriptions : between the short-run and persistence response," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb076411, Sep.

2006

  1. Esteban-Bravo, Mercedes & Múgica, Jose M. & Vidal-Sanz, José M., 2006, "Magazine sales promotion : a dynamic response analysis," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb065716, Oct.
  2. Esteban-Bravo, Mercedes & Múgica, Jose M. & Vidal-Sanz, José M., 2006, "Do business density and variety determine retail performance?," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb065817, Oct.

2005

  1. Siem Jan Koopman & Marius Ooms & M. Angeles Carnero, 2005, "Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-091/4, Oct.
  2. Robinson, Peter M. & Vidal Sanz, J., 2005, "Modified whittle estimation of multilateral models on a lattice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4545, Jun.

2004

  1. Carnero, María Ángeles & Peña, Daniel & Ruiz Ortega, Esther, 2004, "Spurious and hidden volatility," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws042007, Jul.
  2. Marius Ooms & M. Angeles Carnero & Siem Jan Koopman, 2004, "Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices," Econometric Society 2004 Australasian Meetings, Econometric Society, number 158, Aug.
  3. E. Ruiz & M.A. Carnero & D. Pereira, 2004, "Effects of Level Outliers on the Identification and Estimation of GARCH Models," Econometric Society 2004 Australasian Meetings, Econometric Society, number 21, Aug.
  4. Vidal-Sanz, José M., 2004, "Pointwise universal consistency of nonparametric linear estimators," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb045821, Nov.
  5. Esteban-Bravo, Mercedes & Vidal-Sanz, José M., 2004, "Worst-case estimation and asymptotic theory for models with unobservables," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb045518, Nov.
  6. Esteban-Bravo, Mercedes & Vidal-Sanz, José M., 2004, "Valuation of boundary-linked assets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb045720, Nov.
  7. Esteban-Bravo, Mercedes & Múgica, Jose M. & Vidal-Sanz, José M., 2004, "Optimal duration of magazine promotions," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb045417, Nov.
  8. Esteban-Bravo, Mercedes & Vidal-Sanz, José M., 2004, "Computing continuous-time growth models with boundary conditions via wavelets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb045619, Nov.

2003

  1. Carnero, María Ángeles & Peña, Daniel & Ruiz Ortega, Esther, 2003, "Detecting level shifts in the presence of conditional heteroscedasticity," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws036313, Nov.
  2. Peter Robinson & J. Vidal Sanz Vidal Sanz, 2003, "Modified whittle estimation of multilateral spatial models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/03, Nov.

2001

  1. Carnero, María Ángeles & Peña, Daniel & Ruiz Ortega, Esther, 2001, "Outliers and conditional autoregressive heteroscedasticity in time series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws010704, Feb.
  2. Carnero, María Ángeles & Peña, Daniel & Ruiz Ortega, Esther, 2001, "Is stochastic volatility more flexible than garch?," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws010805, Mar.

1999

  1. Delgado, Miguel A. & Vidal-Sanz, José M., 1999, "On universal unbiasedness of delta estimators," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 6322, May.
  2. Delgado, Miguel A. & Vidal-Sanz, José M., 1999, "Global rates of convergence for the bias of singular integral estimators and their shifted versions," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 6329, Jun.

Journal articles

2026

  1. Francisco Corona & Pedro Orraca & René Benavidez-Maruri, 2026, "What drives inflation in Mexico? A dynamic factor model approach," Empirical Economics, Springer, volume 71, issue 2, pages 1-34, August, DOI: 10.1007/s00181-026-02970-x.

2025

  1. Francisco Corona & René Benavidez-Maruri & Alejandro Román Vásquez, 2025, "Desagregación trimestral y estimación oportuna usando variables latentes: una aplicación a las cuentas ecológicas de México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 40, issue 2, pages 1-28.
  2. Francisco Corona & Gerardo Leyva & Graciela González-Farías & Edgar René Benavidez-Maruri, 2025, "Dating the Mexican Business Cycles Since 1980 by Disentangling the Monthly Economic Activity," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 21, issue 1, pages 1-23, November, DOI: 10.1007/s41549-024-00105-8.
  3. Francisco Corona & Graciela González-Farías & Orlando Uc-Kantun & Jesús López-Pérez & René Benavidez-Maruri, 2025, "Daily Indicator of Mexico’s Economic Activity," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 23, issue 4, pages 1145-1163, December, DOI: 10.1007/s40953-025-00459-5.

2024

  1. Francisco Corona & Víctor M. Guerrero & Jesús López-Pérez, 2024, "The finite sample performance of two methods for choosing a power transformation when seasonally adjusting a time series with X-13ARIMA-SEATS," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 53, issue 3, pages 965-979, February, DOI: 10.1080/03610926.2022.2098334.

2023

  1. Carnero, M. Angeles & León, Angel & Ñíguez, Trino-Manuel, 2023, "Skewness in energy returns: estimation, testing and retain-->implications for tail risk," The Quarterly Review of Economics and Finance, Elsevier, volume 90, issue C, pages 178-189, DOI: 10.1016/j.qref.2023.06.003.
  2. Francisco Corona & Nelson Muriel & Jesús López-Pérez, 2023, "Who is the greatest team in Liga MX? A dynamic analysis/¿Cuál es el equipo más grande de la Liga MX? Un análisis dinámico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 38, issue 2, pages 225-260.
  3. Francisco Corona & Elio Atenógenes Villaseñor & Jesús López-Pérez & Ranyart R. Suárez, 2023, "Estimating Mexican municipal-level economic activity indicators using nighttime lights," Empirical Economics, Springer, volume 65, issue 3, pages 1197-1214, September, DOI: 10.1007/s00181-023-02376-z.

2022

  1. Francisco Corona & Pedro Orraca & Jesús López-Pérez, 2022, "Evaluación de diferentes métodos para la estimación del PIB potencial: el caso de México/Evaluating different methods of potential GDP estimates: The case of Mexico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 37, issue 2, pages 285-313.
  2. Francisco Corona & Nelson Muriel & Graciela González-Farías, 2022, "Dynamic factor structure of team performances in Liga MX," Journal of Applied Statistics, Taylor & Francis Journals, volume 49, issue 7, pages 1900-1912, May, DOI: 10.1080/02664763.2021.1881946.
  3. Corona Francisco & González-Farías Graciela & López-Pérez Jesús, 2022, "Timely Estimates of the Monthly Mexican Economic Activity," Journal of Official Statistics, Paradigm, volume 38, issue 3, pages 733-765, September, DOI: 10.2478/jos-2022-0033.

2021

  1. Carnero M. Angeles & Pérez Ana, 2021, "Outliers and misleading leverage effect in asymmetric GARCH-type models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 1, pages 1-19, February, DOI: 10.1515/snde-2018-0073.
  2. Corona Francisco & Guerrero Victor M. & López-Peréz Jesús, 2021, "Optimal Reconciliation of Seasonally Adjusted Disaggregates Taking Into Account the Difference Between Direct and Indirect Adjustment of the Aggregate," Journal of Official Statistics, Paradigm, volume 37, issue 1, pages 31-51, March, DOI: 10.2478/jos-2021-0002.

2020

  1. Francisco Corona & Jesús López-Pérez, 2020, "Una evaluación econométrica de la retropolación de la actividad económica estatal de México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 35, issue 2, pages 193-212.
  2. Francisco Corona & Pilar Poncela & Esther Ruiz, 2020, "Estimating Non-stationary Common Factors: Implications for Risk Sharing," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 1, pages 37-60, January, DOI: 10.1007/s10614-018-9875-9.

2019

  1. Carnero, M. Angeles & Pérez, Ana, 2019, "Leverage effect in energy futures revisited," Energy Economics, Elsevier, volume 82, issue C, pages 237-252, DOI: 10.1016/j.eneco.2017.12.029.
  2. Corona, Francisco & Forrest, David & Tena, J.D. & Wiper, Michael, 2019, "Bayesian forecasting of UEFA Champions League under alternative seeding regimes," International Journal of Forecasting, Elsevier, volume 35, issue 2, pages 722-732, DOI: 10.1016/j.ijforecast.2018.07.009.
  3. Francisco Corona & Pedro Orraca, 2019, "Remittances in Mexico and their unobserved components," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 28, issue 8, pages 1047-1066, November, DOI: 10.1080/09638199.2019.1630847.

2018

  1. M. Angeles Carnero & Jose Olmo & Lorenzo Pascual, 2018, "Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS," Energies, MDPI, volume 11, issue 11, pages 1-23, November.
  2. Víctor M. Guerrero & Francisco Corona, 2018, "Retropolating some relevant series of Mexico's System of National Accounts at constant prices: The case of Mexico City's GDP," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 72, issue 4, pages 495-519, November, DOI: 10.1111/stan.12162.

2017

  1. Corona Francisco & Horrillo Juan de Dios Tena & Wiper Michael Peter, 2017, "On the importance of the probabilistic model in identifying the most decisive games in a tournament," Journal of Quantitative Analysis in Sports, De Gruyter, volume 13, issue 1, pages 11-23, March, DOI: 10.1515/jqas-2016-0013.
  2. Francisco Corona & Pilar Poncela & Esther Ruiz, 2017, "Determining the number of factors after stationary univariate transformations," Empirical Economics, Springer, volume 53, issue 1, pages 351-372, August, DOI: 10.1007/s00181-016-1158-5.
  3. Francisco Corona & Graciela González-Farías & Pedro Orraca, 2017, "A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 26, issue 1, pages 1-35, December, DOI: 10.1007/s40503-017-0044-7.
  4. Mercedes Esteban-Bravo & Jose M. Vidal-Sanz & Gökhan Yildirim, 2017, "Can Retail Sales Volatility be Curbed Through Marketing Actions?," Marketing Science, INFORMS, volume 36, issue 2, pages 232-253, March, DOI: 10.1287/mksc.2016.1013.

2016

  1. M. Angeles Carnero & Ana Pérez & Esther Ruiz, 2016, "Identification of asymmetric conditional heteroscedasticity in the presence of outliers," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 7, issue 1, pages 179-201, March, DOI: 10.1007/s13209-015-0131-4.
  2. Avagyan, Vardan & Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2016, "Riding successive product diffusion waves. Building a tsunami via upgrade-rebate programs," International Journal of Research in Marketing, Elsevier, volume 33, issue 4, pages 780-796, DOI: 10.1016/j.ijresmar.2016.01.007.

2015

  1. Mariano Bosch & M. Carnero & Lídia Farré, 2015, "Rental housing discrimination and the persistence of ethnic enclaves," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 6, issue 2, pages 129-152, June, DOI: 10.1007/s13209-015-0122-5.
  2. M. Angeles Carnero & Blanca Martinez & Roc�o S�nchez-Mangas, 2015, "Explaining transactions in time banks in economic crisis," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 9, pages 739-744, June, DOI: 10.1080/13504851.2014.975323.
  3. Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M. & Yildirim, Gökhan, 2015, "Historical impact of technological change on the US mass media advertising expenditure," Technological Forecasting and Social Change, Elsevier, volume 100, issue C, pages 306-316, DOI: 10.1016/j.techfore.2015.07.018.

2014

  1. Carnero M. Angeles & Eratalay M. Hakan, 2014, "Estimating VAR-MGARCH models in multiple steps," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 18, issue 3, pages 339-365, May, DOI: 10.1515/snde-2012-0065.
  2. Avagyan, Vardan & Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2014, "Licensing radical product innovations to speed up the diffusion," European Journal of Operational Research, Elsevier, volume 239, issue 2, pages 542-555, DOI: 10.1016/j.ejor.2014.05.031.
  3. Mercedes Esteban-Bravo & Jose M. Vidal-Sanz & Gökhan Yildirim, 2014, "Valuing Customer Portfolios with Endogenous Mass and Direct Marketing Interventions Using a Stochastic Dynamic Programming Decomposition," Marketing Science, INFORMS, volume 33, issue 5, pages 621-640, September, DOI: 10.1287/mksc.2014.0848.

2012

  1. Carnero, M. Angeles & Peña, Daniel & Ruiz, Esther, 2012, "Estimating GARCH volatility in the presence of outliers," Economics Letters, Elsevier, volume 114, issue 1, pages 86-90, DOI: 10.1016/j.econlet.2011.09.023.
  2. M. Angeles Carnero & Blanca Martínez & Rocı´o Sa´nchez‐Mangas, 2012, "Mobbing and workers’ health: empirical analysis for Spain," International Journal of Manpower, Emerald Group Publishing Limited, volume 33, issue 3, pages 322-339, June, DOI: 10.1108/01437721211234183.

2010

  1. Bosch, Mariano & Carnero, M. Angeles & Farré, Lídia, 2010, "Information and discrimination in the rental housing market: Evidence from a field experiment," Regional Science and Urban Economics, Elsevier, volume 40, issue 1, pages 11-19, January.
  2. M. Angeles Carnero & Blanca Martinez & Rocio Sanchez-Mangas, 2010, "Mobbing and its determinants: the case of Spain," Applied Economics, Taylor & Francis Journals, volume 42, issue 29, pages 3777-3787, DOI: 10.1080/00036840802360112.

2009

  1. Jose Vidal-Sanz, 2009, "Automatic spectral density estimation for random fields on a lattice via bootstrap," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 18, issue 1, pages 96-114, May, DOI: 10.1007/s11749-007-0059-5.

2007

  1. Koopman, Siem Jan & Ooms, Marius & Carnero, M. Angeles, 2007, "Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices," Journal of the American Statistical Association, American Statistical Association, volume 102, pages 16-27, March.
  2. M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2007, "Effects of outliers on the identification and estimation of GARCH models," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 4, pages 471-497, July, DOI: 10.1111/j.1467-9892.2006.00519.x.
  3. Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2007, "Worst-case estimation for econometric models with unobservable components," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3330-3354, April.
  4. Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2007, "Computing continuous-time growth models with boundary conditions via wavelets," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 11, pages 3614-3643, November.

2006

  1. Robinson, P.M. & Vidal Sanz, J., 2006, "Modified Whittle estimation of multilateral models on a lattice," Journal of Multivariate Analysis, Elsevier, volume 97, issue 5, pages 1090-1120, May.

2005

  1. Mercedes Esteban-Bravo & José Múgica & Jose Vidal-Sanz, 2005, "Optimal Duration of Magazine Promotions," Marketing Letters, Springer, volume 16, issue 2, pages 99-114, April, DOI: 10.1007/s11002-005-1675-z.

2004

  1. M. Angeles Carnero, 2004, "Persistence and Kurtosis in GARCH and Stochastic Volatility Models," Journal of Financial Econometrics, Oxford University Press, volume 2, issue 2, pages 319-342.
  2. Jose Vidal-Sanz & Miguel Delgado, 2004, "Universal consistency of delta estimators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 56, issue 4, pages 791-818, December, DOI: 10.1007/BF02506490.

2002

  1. Delgado, Miguel A. & Vidal-Sanz, Jose M., 2002, "Averaged Singular Integral Estimation as a Bias Reduction Technique," Journal of Multivariate Analysis, Elsevier, volume 80, issue 1, pages 127-137, January.

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