# Universidad Carlos III de Madrid. Departamento de Estadística

# DES - Working Papers. Statistics and Econometrics. WS

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### 2008

**ws083909 Goodness of fit in models for mortality data***by*Durbán, María & Camarda, Carlo Giovanni**ws083808 The effect of short-selling of the aggregation of information in an experimental asset market***by*Vorsatz, Marc & Veiga, Helena**ws082507 Bayesian non-linear matching of pairwise microarray gene expressions***by*Nieto, Carmen & Marín, J. Miguel**ws081406 Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting***by*Sánchez, María Jesús & Rodríguez, Julio & García-Martos, Carolina & Alonso, Andrés M.**ws081305 A semi-parametric model for circular data based on mixtures of beta distributions***by*Wiper, Michael P. & Carnicero, José Antonio**ws081104 Bootstrap prediction intervals in State Space models***by*Ruiz, Esther & Rodríguez, Alejandro**ws080503 On Bayesian estimation of multinomial probabilities under incomplete experimental information***by*Vidakovic, Brani & Ramírez-Cobo, Pepa**ws080402 Inference for double Pareto lognormal queues with applications***by*Wilson, Simon P. & Wiper, Michael P. & Lillo, Rosa E. & Ramírez-Cobo, Pepa**ws080101 Forecasting Spanish inflation using information from different sectors and geographical areas***by*Pino, Gabriel & Espasa, Antoni & Tena, Juan de Dios

### 2007

**ws086523 Binarized support vector machines***by*Romero Morales, Dolores & Martin-Barragan, Belen & Carrizosa, Emilio**ws078418 Forecasting from one day to one week ahead for the Spanish system operator***by*Grafe, Rosmarie & Espasa, Antoni & Cancelo, José Ramón**ws076917 A multimarket approach to estimate a New Keynesian Phillips Curve***by*Araya, Iván & Dresdner, Jorge & Tena, Juan de Dios**ws076316 The effect of realised volatility on stock returns risk estimates***by*Veiga, Helena & Grané, Aurea**ws076115 Local linear regression for functional predictor and scalar response***by*Grané, Aurea & Baíllo, Amparo**ws075614 A scale-free adaptive statistic for testing exponentiality against Weibull and generalized Pareto distributions***by*Fortiana, Josep & Grané, Aurea**ws074713 Volatility modelling and accurate minimun capital risk requirements : a comparison among several approaches***by*Veiga, Helena & Grané, Aurea**ws074311 Characterization and computation of restless bandit marginal productivity indices***by*Niño-Mora, José**ws074210 Two-stage index computation for bandits with switching penalties II : switching delays***by*Niño-Mora, José**ws074109 Two-stage index computation for bandits with switching penalties I : switching costs***by*Niño-Mora, José**ws073408 Bootstrap for estimating the mean squared error of the spatial EBLUP***by*Molina, Isabel & Salvati, Nicola & Pratesi, Monica**ws072907 Depth functions based on a number of observations of a random vector***by*Cascos, Ignacio**ws072706 The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances***by*Espasa, Antoni & Ruiz, Esther & Pellegrini, Santiago**ws071505 Explaining inflation and output volatility in Chile : an empirical analysis of forty years***by*Salazar, César & Tena, Juan de Dios**ws071304 A robust partial least squares method with applications***by*Romera, Rosario & Peña, Daniel & González, Javier**ws070903 Spatial matching of M configurations of points with a bioinformatics application***by*Nieto, Carmen & Marín, J. Miguel**ws070702 The sign of asymmetry and the Taylor Effect in stochastic volatility models***by*Veiga, Helena**ws070301 Estimating the system order by subspace methods***by*García-Hiernaux, Alfredo & Casals, José & Jerez, Miguel

### 2006

**ws066919 The expected convex hull trimmed regions of a sample***by*Cascos, Ignacio**ws066818 Properties of two U.S. inflation measures (1985-2005)***by*Vicente Martínez, Eva**ws066117 Uncertainty under a multivariate nested-error regression model with logarithmic transformation***by*Molina, Isabel**ws066016 Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH***by*Veiga, Helena & Ruiz, Esther**ws063815 Multivariate risks and depth-trimmed regions***by*Molchanov, Ilya & Cascos, Ignacio**ws063514 Implementing PLS for distance-based regression: computational issues***by*Claramunt, M. Merce & Fortiana, Josep & Grané, Aurea & Boj, Eva**ws063113 Depth-based inference for functional data***by*Romo, Juan & López Pintado, Sara**ws063012 On the concept of depth for functional data***by*López Pintado, Sara & Romo, Juan**ws062911 Modelling monetary transmission in UK manufacturing industry***by*Tremayne, A. R. & Tena, Juan de Dios**ws062710 Karhunen-loève basis in goodness-of-fit tests decomposition: an evaluation***by*Grané, Aurea & Fortiana, Josep**ws062509 Volatility forecasts: a continuous time model versus discrete time models***by*Veiga, Helena**ws062408 Optimal policies for discrete time risk processes with a Markov chain investment model***by*Romera, Rosario & Diasparra, Maikol**ws062007 Modelling the discrete and infrequent official interest rate change in the UK***by*Otranto, Edoardo & Tena, Juan de Dios**ws061706 A proposal to obtain a long quarterly chilean gdp series***by*Carvallo, Nicole & Sotoca, Sonia & Jerez, Miguel & Tena, Juan de Dios**ws061605 Optimal railway infrastructure maintenance and repair policies to manage risk under uncertainty with adaptive control***by*Romera, Rosario & Carretero Pérez, Jesús & Pérez, Jose M. & González, Javier**ws061504 Principal alarms in multivariate statistical process control***by*González, Isabel & Sánchez, Ismael**ws061303 A two factor long memory stochastic volatility model***by*Veiga, Helena**ws060402 Using auxiliary residuals to detect conditional heteroscedasticity in inflation***by*Ruiz, Esther & Broto, Carmen**ws060101 Are feedback factors important in modelling financial data?***by*Veiga, Helena

### 2005

**ws055611 Depth-based classification for functional data***by*Romo, Juan & López Pintado, Sara**ws054910 Analytic and bootstrap approximations of prediction errors under a multivariate fay-herriot model***by*Santamaría, Laureano & Morales, Domingo & Molina, Isabel & Lombardía, Maria J. & González Manteiga, Wenceslao**ws054709 Bayesian inference for the half-normal and half-t distributions***by*Pewsey, A. & Wiper, Michael P. & Giron, F.J.**ws054508 On the combination of kernels for support vector classifiers***by*Moguerza, Javier M. & Muñoz, Alberto & Martín de Diego, Isaac**ws054007 Mean squared errors of small area estimators under a unit-level multivariate model***by*Molina, Isabel & Baíllo, Amparo**ws053906 Marginal productivity index policies for scheduling a multiclass delay-/loss-sensitive queue***by*Niño-Mora, José**ws053605 Bayesian estimation of the gaussian mixture garch model***by*Galeano, Pedro & Ausín, Concepción**ws053504 Transient bayesian inference for short and long-tailed GI/G/1 queueing systems***by*Lillo, Rosa E. & Wiper, Michael P. & Ausín, Concepción**ws051603 A half-graph depth for functional data***by*Romo, Juan & López Pintado, Sara**ws050702 On the comparison of time series using subsampling***by*Maharaj, Elizabeth A. & Alonso, Andrés M.**ws050401 Forecasting inflation in the euro area using monthly time series models and quarterly econometric models***by*Espasa, Antoni & Albacete, Rebeca

### 2004

**ws046917 Bayesian control of the number of servers in a GI/M/c queuing system***by*Wiper, Michael P. & Lillo, Rosa E. & Ausín, Concepción**ws046816 Use of cumulative sums for detection of changepoints in the rate parameter of a poisson process***by*Galeano, Pedro**ws046315 Stochastic volatility models and the Taylor effect***by*Ruiz, Esther & Pérez, Ana & Mora Galán, Alberto**ws045114 Image estimators based on marked bins***by*Cuevas, Antonio & Baíllo, Amparo**ws045013 Considerations on economic forecasting: method developed in the bulletin of EU and US inflation and macroeconomic analysis***by*Espasa, Antoni & Albacete, Rebeca**ws044211 Outlier detection in multivariate time series via projection pursuit***by*Tsay, Ruey S. & Peña, Daniel & Galeano, Pedro**ws042710 A note on prediction and interpolation errors in time series***by*Peña, Daniel & Galeano, Pedro**ws042509 On the relationship between bilevel decomposition algorithms and direct interior-point methods***by*Nogales Martín, Francisco Javier & Miguel, Angel Víctor de**ws042408 An interior-point method for mpecs based on strictly feasible relaxations***by*Scholtes, Stefan & Nogales Martín, Francisco Javier & Friedlander, Michael P. & Miguel, Angel Víctor de**ws042007 Spurious and hidden volatility***by*Ruiz, Esther & Peña, Daniel & Carnero, María Ángeles**ws041406 Model selection criteria and quadratic discrimination in ARMA and SETAR time series models***by*Peña, Daniel & Galeano, Pedro**ws041305 Variance changes detection in multivariate time series***by*Peña, Daniel & Galeano, Pedro**ws041104 A range unit root test***by*Escribano, Álvaro & García, Ana & Aparicio, Felipe M.**ws041003 Dimensionality reduction with image data***by*Peña, Daniel & Benito, Mónica**ws040902 Restless bandit marginal productivity indices II: multiproject case and scheduling a multiclass make-to-order/-stock M/G/1 queue***by*Niño-Mora, José**ws040801 Restless bandit marginal productivity indices I: singleproject case and optimal control of a make-to-stock M/G/1 queue***by*Niño-Mora, José**ws034309 Econometric modelling for short-term inflation forecasting in the EMU***by*Espasa, Antoni & Albacete, Rebeca

### 2003

**ws037017 Parametric versus nonparametric tolerance regions indetection problems***by*Cuevas, Antonio & Baíllo, Amparo**ws036716 A powerful test for conditional heteroscedasticity for financial time series with highly persistent volatilities***by*Ruiz, Esther & Rodríguez, Julio**ws036615 Cointegration tests based on record counting statistics***by*Escribano, Álvaro & Aparicio, Felipe M.**ws036414 On the record properties of integrated time series***by*Aparicio, Felipe M.**ws036313 Detecting level shifts in the presence of conditional heteroscedasticity***by*Ruiz, Esther & Peña, Daniel & Carnero, María Ángeles**ws035312 Generalized spectral tests for the martingale difference hypothesis***by*Velasco, Carlos & Escanciano, Juan Carlos**ws035211 Optimal random sampling designs in random field sampling***by*Ávila, Fernando & Rodríguez, José E.**ws034410 Bayesian curve estimation by model averaging***by*Redondas, María Dolores & Peña, Daniel**ws033208 Using weibull mixture distributions to model heterogeneous survival data***by*Wiper, Michael P. & Rodríguez Bernal, M. T. & Marín, J. Miguel**ws033107 A bayesian analysis of beta testing***by*Wilson, Simon P. & Wiper, Michael P.**ws032806 Total error in a plug-in estimator of level sets***by*Baíllo, Amparo**ws032405 An overview of probabilistic and time series models in finance***by*Ruiz, Esther & Romera, Rosario & Balbás, Alejandro**ws032104 A bayesian approach for predicting with polynomial regresión of unknown degree***by*Redondas, María Dolores & Peña, Daniel & Guttman, Irwin**ws032003 Unobserved component models with asymmetric conditional variances***by*Ruiz, Esther & Broto, Carmen**ws031126 Range unit root tests***by*Escribano, Álvaro & García, Ana & Aparicio, Felipe M.**ws030201 Estimation of income distribution and detection of subpopulations: an explanatory model***by*Núñez, Olivier & Flachaire, Emmanuel

### 2002

**ws026218 Pseudo-maximum likelihood estimation of a dynamic structural investment model***by*Sánchez Mangas, Rocío**ws025515 Recursive estimation o dynamic models using cook's distance,with application to wind energy orecast***by*Sánchez, Ismael**ws025414 Estimation methods for stochastic volatility models: a survey***by*Ruiz, Esther & Broto, Carmen**ws024211 Singular random matrix decompositions: distributions***by*González Farías, Graciela & Díaz García, José A.**ws024110 Singular random matrix decompositions: Jacobians***by*González Farías, Graciela & Díaz García, José A.**ws023607 Macroeconomic forecasts for the euro-zone and some policy implications***by*Senra, Eva & Mínguez, Román & Albacete, Rebeca & Espasa, Antoni**ws023506 On the consistency and robustness properties of linear discriminant analysis***by*Hernández, Adolfo & Velilla, Santiago**ws022404 Another look at the estimation of dynamic programming models with censored decision variables***by*Sánchez Mangas, Rocío**ws020603 Active redundancy allocation in systems***by*Zequeira, R. & Valdés, J. & Romera, Rosario**ws020402 Bayesian inference for fault based software reliability models given software metrics data***by*Wiper, Michael P. & Rodríguez Bernal, M. T.**ws020301 Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis***by*Espasa, Antoni & Senra, Eva & Poncela, Pilar

### 2001

**ws016614 Dimension reduction transformations in discriminant analysis***by*Hernández, Adolfo & Velilla, Santiago**ws016229 Asymmetric long memory GARCH: a reply to Hwang's model***by*Ruiz, Esther & Pérez, Ana**ws015628 Estimation of a dynamic discrete choice model of irreversible investment***by*Sánchez Mangas, Rocío**ws015527 GMM estimation of a production function with panel data : an application to Spanish manufacturing firms***by*Alonso-Borrego, César & Sánchez Mangas, Rocío**ws014126 Bayesian inference and prediction for the GI/M/1 queueing system***by*Wiper, Michael P. & Lillo, Rosa E. & Ausín, Concepción**ws013925 Dimension reduction in nonparametric discriminant analysis***by*Velilla, Santiago & Hernández, Adolfo**ws013824 Innovation and job creation and destruction : evidence from Spain***by*Alonso-Borrego, César & Collado, M. Dolores**ws013723 Forecasting inflation in the european monetary union: a disaggregated approach by countries and by sectors***by*Espasa, Antoni & Senra, Eva & Albacete, Rebeca**ws013422 Forecast of the expected non-epidemic morbidity of acute diseases using resampling methods***by*Romo, Juan & Alonso, Andrés M.**ws013321 On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach***by*Espasa, Antoni & Rodríguez Poo, Juan M. & Veredas, David**ws013220 Optimal control of partially observable linear quadratic systems with asymmetric observation errors***by*Romera, Rosario**ws013019 Bayesian estimation for the M/G/1 queue using a phase type approximation***by*Lillo, Rosa E. & Wiper, Michael P. & Ausín, Concepción**ws012717 Bayesian robustness of the posterior predictive p-value***by*Rodríguez Bernal, M. T. & Horra Navarro, J. de la**ws012516 Coherence of the posterior predictive p-value based on the posterior odds***by*Rodríguez Bernal, M. T. & Horra Navarro, J. de la**ws012415 Multivariate analysis in vector time series***by*Peña, Daniel & Galeano, Pedro**ws012014 Bayesian inference for a software reliability model using metrics information***by*Rodríguez Bernal, M. T. & Wiper, Michael P.**ws011913 A proposal for a new dimension analysis procedure in a general regression problem***by*Barrios, Mª Pilar & Velilla, Santiago**ws011812 Prediction of stocks: a new way to look at it***by*Sperlich, Stefan & Nielsen, Jens Pech**ws011711 Semiparametric models and P-splines***by*M., Durbán, & I., Currie,**ws011610 Weather modelling using a multivariate latent Gaussian model***by*Glasbey, C.A. & Durbán, María**ws011409 Introducing model uncertainty in time series bootstrap***by*Peña, Daniel & Alonso, Andrés M. & Romo, Juan**ws011208 Properties of the sample autocorrelations in autoregressive stochastic volatllity models***by*Ruiz, Esther & Pérez, Ana**ws011107 New in-sample prediction errors in time series with applications***by*Sánchez, Ismael & Peña, Daniel**ws010906 A decomposition procedure based on approximate newton directions***by*Conejo, Antonio J. & Prieto, Francisco J. & Nogales Martín, Francisco Javier**ws010805 Is stochastic volatility more flexible than garch?***by*Ruiz, Esther & Peña, Daniel & Carnero, María Ángeles**ws010704 Outliers and conditional autoregressive heteroscedasticity in time series***by*Ruiz, Esther & Peña, Daniel & Carnero, María Ángeles**ws010503 Bootstrap prediction intervals for power-transformed time series***by*Ruiz, Esther & Romo, Juan & Pascual, Lorenzo**ws010302 Explicit nonparametric confidence intervals for the variance with guaranteed coverage***by*Wolf, Michael & Romano, Joseph P.**ws010201 Improved nonparametric confidence intervals in time series regressions***by*Wolf, Michael & Romano, Joseph P.

### 2000

**9968 Existence and computation of a Cournot-Walras equilibrium***by*Esteban-Bravo, Mercedes**9967 A model free cointegration approach for pairs of I(d) variables***by*Escribano, Álvaro & Arranz, Miguel A. & Aparicio, Felipe M.**9960 Descriptive measures of multivariate scatter and linear dependence***by*Rodríguez, Julio & Peña, Daniel**9959 Forecasting with nostationary dynamic factor models***by*Peña, Daniel & Poncela, Pilar**9923 Resampling time series by missing values techniques***by*Romo, Juan & Peña, Daniel & Alonso, Andrés M.**9922 Syncronicity between macroeconomic time series: an exploratory analysis***by*García, Ana & Escribano, Álvaro & Aparicio, Felipe M.**9920 An interview to George Box***by*Peña, Daniel**9866 Stochastic comparisons of nonhomogeneous processes***by*Ruiz, José M. & Lillo, Rosa E. & Shaked, Moshe & Belzunce, Félix**9865 Pareto optimality in multiobjective Markov control processes***by*Hernández-Lerma, Onésimo & Romera, Rosario**9864 Characterizations involving conditional expectations based on a functional derivative approach***by*Martín, Miguel & Lillo, Rosa E.**9863 Structural tests in additive regression***by*Spokoiny, Vladimir & Sperlich, Stefan & Hardle, Wolfgang**9862 Preservation of some stochastic orders by order statistics***by*Nanda, Asok K. & Lillo, Rosa E. & Shaked, Moshe**9859 Note on characterization problem of Nagaraja and Nevzorov***by*Lillo, Rosa E.**9858 Forecasting time series with sieve bootstrap***by*Romo, Juan & Peña, Daniel & Alonso, Andrés M.**9857 Identifiability of differentiable bayes estimators of the uniform scale parameter***by*Lillo, Rosa E.**10143 Forecasting monetary union inflation: a disaggregated approach by countries and by sectors***by*Senra, Eva & Espasa, Antoni & Albacete, Rebeca**10142 Outliers robust ECM cointegration test based on the trend components***by*Escribano, Álvaro & Arranz, Miguel A.**10133 A powerful portmanteau test of lack of fit for time series***by*Peña, Daniel & Rodríguez, Julio**10132 Spectral density estimators at frequency zero for nonstationarity tests in arma models***by*Sánchez, Ismael**10113 Efficient tests for unit roots with prediction errors***by*Sánchez, Ismael**10112 Combining search directions using gradient flows***by*Prieto, Francisco J. & Moguerza, Javier M.**10110 Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator***by*Delgado, Miguel A. & Wolf, Michael & Rodríguez Poo, Juan M.**10089 Improved estimation of the covariance matrix of stock returns with an application to portfolio selection***by*Ledoit, Olivier & Wolf, Michael**10087 A well conditioned estimator for large dimensional covariance matrices***by*Wolf, Michael & Ledoit, Olivier**10084 Derivative estimation and testing in generalized additive models***by*Hardle, Wolfgang & Sperlich, Stefan & Yang, Lijian**10079 Bootstrap inference in semiparametric generalized additive models***by*Sperlich, Stefan & Mammen, Enno & Huet, Sylvie & Hardle, Wolfgang**10064 Semiparametric estimation of weak and strong separable models***by*Vieu, Philippe & Sperlich, Stefan & Rodriguez Poo, Juan M.**10059 Forecasting returns and volatilities in GARCH processes using the bootstrap***by*Ruiz, Esther & Romo, Juan & Pascual, Lorenzo**10058 Notes on time serie analysis, ARIMA models and signal extraction***by*Maravall, Agustín & Kaiser, Regina**10010 An application of tramo-seats: changes in seasonality and current trend-cycle assesment: the german retail trade turnover series***by*Maravall, Agustín & Kaiser, Regina**10009 Some remarks on estimating a covariance structure model from a sample correlation matrix***by*Hernández Estrada, Adolfo & Maydeu Olivares, Alberto**10008 Existence and computation of a GEI equilibrium***by*Esteban-Bravo, Mercedes

### 1999

**6400 Subsampling intervals in autoregressive models with linear time trend***by*Wolf, Michael & Romano, Joseph P.**6399 Limiting discounted-cost control of partially observable stochastic systems***by*Romera, Rosario & Hernández-Lerma, Onésimo**6387 Nonparametric estimation and testing of interaction in additive models***by*Yang, Lijian & Tjostheim, Dag & Sperlich, Stefan**6382 Executive pay and corporate financial performance. An exploratiove data analysis***by*Sperlich, Stefan & Schwalbach, Joachim & Grasshoff, Ulrike**6379 Semiparametric three step estimation methods in labor supply models***by*Fernández, Ana I. & Sperlich, Stefan & Rodríguez-Póo, Juan M.**6371 Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends***by*Hassler, Uwe**6361 Nonsense regressions due to time-varying means***by*Hassler, Uwe**6360 Finite sample properties of a QML estimator of stochastic volatility models with long memory***by*Ruiz, Esther & Pérez, Ana**6358 The kurtosis coeficient and the linear discriminant function***by*Prieto, Francisco J. & Peña, Daniel**6356 Statiscal research in Europe:1985-1997***by*Rodriguez, J. & Peña, Daniel & Gil, J. A.**6355 Trend in statistical research productivity by journal publications over the period 1985-1997***by*Rodriguez, J. & Peña, Daniel & Gil, J. A.**6351 Variable deletion conficence regions and bootstrapping in linear regression***by*Velilla, Santiago**6350 Asymptotic inference for monstationary fractionally integrated processes***by*Dolado, Juan José & Mármol, Francesc**6349 How spurious features arise in case of fractional cointegration***by*Mármol, Francesc**6348 Locally and globally robust estimators in regression***by*Yohai, Víctor J. & Hernández, Sonia**6345 Firms´productivity and the export market: a nonparametric approach***by*Ruano, Sonia & Fariñas, José C. & Delgado, Miguel A.**6343 Subsampling, symmetrization, and robust interpolation***by*Wolf, Michael & Romano, Joseph P. & Politis, Dimitris N.**6334 On the asymptotic theory of subsampling***by*Wolf, Michael & Romano, Joseph P. & Politis, Dimitris N.**6333 Seasonal outliers in time series***by*Maravall, Agustín & Kaiser, Regina**6329 Global rates of convergence for the bias of singular integral estimators and their shifted versions***by*Vidal-Sanz, Jose M. & Delgado, Miguel A.**6327 A new decomposition method applied to optimization problems arising in power systems: Local and global behavior***by*Conejo, Antonio J. & Prieto, Francisco J. & Nogales, Francisco J.**6324 Bootstrap goodness-of-fit tests for farima models***by*Delgado, Miguel A. & Hidalgo, Javier**6322 On universal unbiasedness of delta estimators***by*Vidal-Sanz, Jose M. & Delgado, Miguel A.**6304 Effects of parameter estimation on prediction densities a bootstrap approach***by*Ruiz, Esther & Romo, Juan & Pascual, L.**6302 Labor contracts and flexibility : evidence from a labor markt reform in Spain***by*Alonso-Borrego, César & Aguirregabiria, Víctor**6301 The power of residual base tests for cointegration when residuals are fractionally integrated***by*Mármol, Francesc & Krämer, Walter**6300 Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances***by*Mármol, Francesc & Krämer, Walter**6299 Distributional aspects in partial least squares regression***by*Romera, Rosario**6298 A new instrumental variable approach for estimation and testing in fractional cointegrating regressions***by*Escribano, Álvaro & Aparicio, Felipe M. & Mármol, Francesc**6292 A new instrumental variable approach for estimation and testing in fractional cointegrating regressions***by*Aparicio, Felipe M. & Escribano, Álvaro & Mármol, Francesc**6291 Short-term and long-term trends, seasonal and the business cycle***by*Maravall, Agustín & Kaiser, Regina**6287 Non-uniformity of job-matching in a transition economy- a nonparametric analysis for the czech republic***by*Sperlich, Stefan & Profit, Stefan**6283 Bootstrap Predictive Inference for Arima Processes***by*Ruiz, Esther & Romo, Juan & Pascual, L.**6271 Constant coefficient tests for random coefficient regression***by*Romo, Juan & Delicado, Pedro

### 1998

**9847 Detection and estimation of structural changes and ouliers in unobserved components***by*Kaiser, Regina**9821 Detection of outlier patches in autoregressive time series***by*Tsay, Ruey S. & Peña, Daniel & Justel, A.**9820 The correlogram of a long memory process plus a simple noise***by*Marmol, Francesc & Granger, C.W.J. (Clive William John)**9794 Fractional cointegrating regressions in the presence of linear time trends***by*Marmol, Francesc & Hassler, Uwe