Category Archives: PubfieldEconometrics

Effects of Outliers on the Identification and Estimation of GARCH Models.

Carnero, M. A., D. Peña, and E. Ruiz
Journal of Time Series Analysis – 2007

24 de October de 2015Pub, PubFac, PubFacCarneroM, Pubfield, PubfieldEconometrics, Pubyear2007By coralio

Parental Divorce and Students’ Performance: Evidence from Longitudinal Data

Sanz-de-Galdeano, A. and D. Vuri
Oxford Bulletin of Economics and Statistics – 2007

24 de October de 2015Pub, PubFac, PubFacSanzA, Pubfield, PubfieldEconometrics, PubfieldLabor, Pubyear2007By coralio

Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices.

Koopman, S. J., M. Ooms, and M. A. Carnero
Journal of the American Statistical Association – 2007

24 de October de 2015Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, Pubfield, PubfieldEconometrics, PubSelected, Pubyear2007By coralio

The Euro Area Wage Curve

Sanz-de-Galdeano, A. and J. Turunen
Economics Letters – 2006

24 de October de 2015Pub, PubFac, PubFacSanzA, Pubfield, PubfieldEconometrics, PubfieldLabor, Pubyear2006By coralio

Job-Lock and Public Policy: Evidence from Clinton’s Second Mandate

Sanz-de-Galdeano, A.
Industrial and Labor Relations Review – 2006

24 de October de 2015Pub, PubFac, PubFacSanzA, Pubfield, PubfieldEconometrics, PubfieldLabor, PubfieldPublic, Pubyear2006By coralio

Comparing distribution functions of errors in linear models: a nonparametric approach

Mora, J.
Statistics and Probability Letters – 2005

24 de October de 2015Pub, PubFac, PubFacMoraJ, Pubfield, PubfieldEconometrics, Pubyear2005By coralio

Do public transfers crowd out private transfers? Evidence from a randomized experiment in Mexico

Albarran, P. and O. P. Attanasio
Insurance against Poverty – 2005

24 de October de 2015Pub, PubFac, PubFacAlbarranP, PubfacSelected, PubfacSelectedAlbarranP, Pubfield, PubfieldDevelopment, PubfieldEconometrics, PubfieldLabor, PubSelected, Pubyear2005By coralio

Persistence and Kurtosis in GARCH and Stochastic Volatility Models

Carnero, M.A., Peña, D., and Ruiz, E.
Journal of Financial Econometrics – 2004

24 de October de 2015Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, Pubfield, PubfieldEconometrics, PubSelected, Pubyear2004By coralio

Preference Shocks from Aggregation: Time Series Data Evidence

Maliar, L. and S. Maliar
Canadian Journal of Economics – 2004

24 de October de 2015Pub, PubFac, PubFacMaliarL, PubFacMaliarS, Pubfield, PubfieldEconometrics, PubfieldMacro, PubfieldTheory, Pubyear2004By coralio

Limited commitment and crowding out of private transfers. Evidence from a randomized experiment

Albarran, P. and O. P. Attanasio
The Economic Journal – 2003

24 de October de 2015Pub, PubFac, PubFacAlbarranP, PubfacSelected, PubfacSelectedAlbarranP, Pubfield, PubfieldDevelopment, PubfieldEconometrics, PubfieldLabor, PubSelected, Pubyear2003By coralio