BackBrowsing Biltoki by Title
Now showing items 81-100 of 105
-
Semiparametric estimation in perturbed long memory series
Arteche González, Jesús María
(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
Arteche González, Jesús María (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?
Campo Corredera, María Luz (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?
; Casado Izaga, Francisco Javier (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
Escudero Bueno, Laureano F.; Garín Martín, María Araceli; Merino Maestre, María ; Pérez Sainz de Rozas, Gloria (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
López Caro, Cristina María; Fernández Aguirre, María Carmen; Mariel Chladkova, Petr (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
Fernández Macho, Francisco Javier (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
Orbe Lizundia, Jesús María; Ferreira García, María Eva ; Núñez Antón, Vicente Alfredo (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
Gutiérrez Huerta, María José; Vázquez Pérez, Jesús (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
; Campo Corredera, María Luz (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
Fernández Aguirre, María Carmen; Modroño Herrán, Juan Ignacio; (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
Abascal Fernández, Elena; Fernández Aguirre, María Carmen; Modroño Herrán, Juan Ignacio; Landaluce Calvo, M. Isabel (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
Hoyos Ramos, David; Mariel Chladkova, Petr ; Fernández Macho, Francisco Javier (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 ... -
The management of Natura 2000 Network sites: a discrete choice experiment approach
Hoyos Ramos, David; Mariel Chladkova, Petr ; ; Etxano Gandariasbeitia, Iker ; Pascual, Unai (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-dependent outside option in an alternating offers bargaining model
Rubio Peña, Jesús Ángel (1997)
In this work I consider an alternating offers bargaining model in which a time-dependent outside option is introduced. The purpose of this work is to analyze relationships between S.P.E. utility pairs induced by such a ... -
Time-Varying Beta Estimators in the Mexican Emerging Market
Nieto Domenech, Belén; ; Zárraga Alonso, Ainhoa (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 ... -
Timing of Wage Setting when Firms Invest in R&D
; Campo Corredera, María Luz (2003-12)
In this paper, we analyze the effect that the timing of wage setting (i. e. whether wages set sequentially or simultaneously) has on the investment in R&D of firms, when that investment increases the productivity of labor, ... -
Transboundary Externalities in the Environmental Transition Hypothesis
Ansuategui Cobo, José Alberto; Perrings, Charles (1999-01)
The Environmental Kuznets Curve (EKC) is a hypothesis which implies that it is possible to "grow out of environmental degradation." Most theoretical models of the EKC relation have not accounted for transboundary and ... -
Two-Stage Nonparametric Regression for Longitudinal Data
Ferreira García, María Eva; Núñez Antón, Vicente Alfredo ; Rodríguez Poo, Juan M. (1999-01)
In the analysis of longitudinal data it is of main interest to investigate the existence of group and individual effects under correlated observations across time. In this paper, we develop a nonparametric two-step procedure ...