Browsing Biltoki by Issue Date
Now showing items 81-100 of 105
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Selecting random parameters in discrete choice experiment for environmental valuation: A simulation experiment
(2010)This paper examines the various tests commonly used to select random parameters in choice modelling. The most common procedures for selecting random parameters are: the Lagrange Multiplier test as proposed by McFadden and ... -
Comparing the performance of different approaches to deal with attribute non-attendance in discrete choice experiments: a simulation experiment
(2010)There is a growing body of literature acknowledging that respondents to DCE often use simplifying strategies, like ignoring one or several attributes to provide with their choices. Two main approaches have appeared to ... -
Semiparametric inference in correlated long memory signal plus noise models
(2010-04)This paper proposes an extension of the log periodogram regression in perturbed long memory series that accounts for the added noise, also allowing for correlation between signal and noise, which represents a common situation ... -
Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems
(2010-07)In this paper we study solution methods for solving the dual problem corresponding to the Lagrangean Decomposition of two stage stochastic mixed 0-1 models. We represent the two stage stochastic mixed 0-1 problem by a ... -
On solving two stage stochastic linear problems by using a new approach, Cluster Benders Decomposition
(2010-11)The optimization of stochastic linear problems, via scenario analysis, based on Benders decomposition requires to appending feasibility and/or optimality cuts to the master problem until the iterative procedure reaches the ... -
The management of Natura 2000 Network sites: a discrete choice experiment approach
(2011)One of the main problems that public institutions face in the management of protected areas, such as the European Natura 2000 network, is how to design and implement sustainable management plans accounting both for the ... -
Time-Varying Beta Estimators in the Mexican Emerging Market
(2011)This paper compares the performance of three different time-varying betas that have never previously been compared: the rolling OLS estimator, a nonparametric estimator and an estimator based on GARCH models. The study ... -
Doubly fractional models for dynamic heteroskedastic cycles
(2011-02)Strong persistence is a common phenomenon that has been documented not only in the levels but also in the volatility of many time series. The class of doubly fractional models is extended to include the possibility of long ... -
A parallelizable algorithmic framework for solving large scale multi-stage stochastic mixed 0-1 problems under uncertainty
(2011-02)In this paper we present a parallelizable scheme of the Branch-and-Fix Coordination algorithm for solving medium and large scale multi-stage mixed 0-1 optimization problems under uncertainty. The uncertainty is represented ... -
Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets
(2011-06)Statistical studies that consider multiscale relationships among several variables use wavelet correlations and cross-correlations between pairs of variables. This procedure needs to calculate and compare a large number ... -
Stochastic Surface Models for Commodity Futures: A 2D Kalman Filter Approach
(2011-09)We propose a two-dimensional Kalman filter approach that, additional to the information contained in futures prices evolution over time, makes use of information contained in the term structure of commodity futures along ... -
On Downloading and Using CPLEX within COIN-OR for Solving Linear/Integer Optimization Problems
(2011-11)The aim of this technical report is to present some detailed explanations in order to use the solver CPLEX within COIN-OR environment. In particular, we describe how to download, install and use the corresponding source ... -
Measuring the Effect of the Real Estate Bubble: a House Price Index for Bilbao
(2011-11)A spatio-temporal model is proposed aimed at producing an index of housing prices. A hedonic model with geographically varying coefficients is coupled with a non parametric estimation of the trend, whence a price index is derived. -
Numerical Distribution Functions for Seasonal Unit Root Tests
(2011-12)When working with time series data observed at intervals smaller than a year, it is often necessary to test for the presence of seasonal unit roots. One of the most widely used methods for testing seasonal unit roots is ... -
Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets
(2012)This paper models the mean and volatility spillovers of prices within the integrated Iberian and the interconnected Spanish and French electricity markets. Using the constant (CCC) and dynamic conditional correlation (DCC) ... -
Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization
(2012)In this paper we introduce four scenario Cluster based Lagrangian Decomposition (CLD) procedures for obtaining strong lower bounds to the (optimal) solution value of two-stage stochastic mixed 0-1 problems. At each iteration ... -
MPI parallel programming of mixed integer optimization problems using CPLEX with COIN-OR
(2012)The aim of this technical report is to present some detailed explanations in order to help to understand and use the Message Passing Interface (MPI) parallel programming for solving several mixed integer optimization ... -
Landscape valuation through discrete choice experiments: Current practice and future research reflections
(2012)The Discrete Choice Experiments (DCEs) are a fast growing landscape valuation technique. This paper describes some recent applications implemented in this field and identifies their attributes, levels, payment vehicles, ... -
Generating cluster submodels from a multistage stochastic mixed integer optimization model using break stage
(2013-07)We present a scheme to generate clusters submodels with stage ordering from a (symmetric or a nonsymmetric one) multistage stochastic mixed integer optimization model using break stage. We consider a stochastic model ... -
Seasonal Stability Tests in gretl. An Application to International Tourism Data
(2013-09)The seasonal stability tests of Canova & Hansen (1995) (CH) provide a method complementary to that of Hylleberg et al. (1990) for testing for seasonal unit roots. But the distribution of the CH tests are unknown in small ...