Browsing Biltoki by Title
Now showing items 75-94 of 105
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Reconstructing Chi-squared Intra-table Distances in the Analysis of a Set of Contingency Tables
(2007-07)To study similarities among the set of rows -and columns- of a contingency table, Correspondence Analysis uses chi-squared distances between row profiles -and column profiles- of that table. This article presents a factor ... -
Risk management for mathematical optimization under uncertainty
(2016)We present a general multistage stochastic mixed 0-1 problem where the uncertainty appears everywhere in the objective function, constraints matrix and right-hand-side. The uncertainty is represented by a scenario tree ... -
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 ... -
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 ... -
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 ... -
Selection of the number of frequencies using bootstrap techniques in log-periodogram regression
(2008-02)The choice of the bandwidth in the local log-periodogram regression is of crucial importance for estimation of the memory parameter of a long memory time series. Different choices may give rise to completely different ... -
Semiparametric estimation in perturbed long memory series
(2005-05)The estimation of the memory parameter in perturbed long memory series has recently attracted attention motivated especially by the strong persistence of the volatility in many financial and economic time series and the ... -
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 ... -
Should firms allow workers to participate in R&D investment?
(1999-10)[EN] This paper analyzes if the introduction of new technologies in unionized firms, should be chosen unilaterally by the firm or negotiated with the union. The results show that firms prefer to choose the level of R&D or ... -
Should Owners of Firms Delegate Long-run Decisions?
(1999-11)This paper analyzes whether owners of firms have incentives to delegate their long-run decisions to managers or not. The result arising from our analysis shows that owners do have incentives to keep their long-run decisions ... -
Sole Ownership and Common Property Under Management Flexibility: Valuation, Optimal Exploitation and Regulation
(2001-01)If one were to examine the institutional configurations under which real world fisheries operate, one would find virtually no fisheries operating under either pure open access or rent maximizing conditions. Instead, most ... -
Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints
(2015)In this work we extend to the multistage case two recent risk averse measures for two-stage stochastic programs based on first- and second-order stochastic dominance constraints induced by mixed-integer linear recourse. ... -
Spanish Customer Satisfaction Indices by Cumulative Panel Data
(2003-07)In this paper, we present a new theoretical representation of the Consumer Satisfaction Index (CSI) based on Structural Equation Modelling (SEM). We use panel data collected by an automotive magazine to apply our approach ... -
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 ... -
Survival Analysis Using a Censored Semiparametric Regression Model
(2000-04)In this work we study the effect of several covariates X on a censored response variable T with unknown probability distribution. A semiparametric model is proposed to consider situations where the functional form of the ... -
Switching Equilibria: The Present Value Model for Stock Prices Revisited
(2002-07)This paper analyzes the different dynamic features displayed by alternative RE equilibria and how these features change for small perturbations of the dividend process parameters. Using historical US data and structural ... -
Syncronized or Staggered Wage Bargaining
(1999-02)[EN] This paper analyzes the timing of wage bargaining in a unionized market, assuming that workers are organized in independent unions. In equilibrium, when unions decide the timing of the negotiations, we obtain a staggered ... -
Las Tecnologías de la Información y Comunicación en la Docencia Universitaria Presencial. Aplicación en Distintas Titulaciones y Áreas de Conocimiento
(2006)El objetivo fundamental del presente estudio es analizar el impacto de la aplicación de las Tecnologías de la Información y Comunicación (TICs) como elemento didáctico de autoaprendizaje y facilitador motivacional en la ... -
Técnicas Factoriales de Análisis de Tablas Múltiples: Nuevos Desarrollos Empíricos
(2001-03)Existen varias técnicas de análisis de tablas múltiples en la literatura. Estas técnicas tienen, sin embargo, lagunas de aplicación cuando las tablas están compuestas por un número diferente de individuos, especialmente ... -
The influence of cultural identity on the WTP to protect natural resources: some empirical evidence
(2008)This paper shows that cultural identity may have considerable influence on the WTP to protect natural resources. The Basque Country, the region with the highest ethnic homogeneity in Europe, serves as an example to illustrate ...