Publicaciones en las que colabora con MARIA EVA FERREIRA GARCIA (18)

2022

  1. Author Correction: Loss of structural balance in stock markets (Scientific Reports, (2021), 11, 1, (12230), 10.1038/s41598-021-91266-4)

    Scientific Reports

  2. Correction to: Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness (TEST, (2022), 31, 4, (931-949), 10.1007/s11749-022-00806-1)

    Test

  3. Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness

    Test, Vol. 31, Núm. 4, pp. 931-949

  4. The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach

    Journal of Business and Economic Statistics, Vol. 40, Núm. 2, pp. 913-923

2021

  1. Loss of structural balance in stock markets

    Scientific Reports, Vol. 11, Núm. 1

  2. Time-varying coefficient estimation in SURE models. Application to portfolio management∗

    Journal of Financial Econometrics, Vol. 19, Núm. 4, pp. 707-745

2020

  1. Multivariate conditional dependence: theeffect of institutional quality oncompetitiveness indicator relations

    Proceedings of the 35th International Workshop on Statistical Modelling : July 20-24, 2020 Bilbao, Basque Country, Spain

2018

  1. Why are there time-varying comovements in the European stock market?

    European Journal of Finance, Vol. 24, Núm. 10, pp. 828-848

2015

  1. Nonparametric methods for estimating and testing for constant betas in asset pricing models

    Applied Economics, Vol. 47, Núm. 25, pp. 2577-2607

2011

  1. Conditional beta pricing models: A nonparametric approach

    Journal of Banking and Finance, Vol. 35, Núm. 12, pp. 3362-3382

2010

  1. Conditional beta pricing models: A nonparametric approach

    Documentos de Trabajo BILTOKI

2006

  1. On the estimation and testing of time varying constraints in econometric models

    Statistica Sinica, Vol. 16, Núm. 4, pp. 1313-1333

2005

  1. Nonparametric estimation of time varying parameters under shape restrictions

    Journal of Econometrics, Vol. 126, Núm. 1, pp. 53-77

2003

  1. An algorithm to estimate time-varying parameter SURE models under different types of restriction

    Computational Statistics and Data Analysis, Vol. 42, Núm. 3, pp. 363-383

2001

  1. Nonparametric estimation of time varying parameters under shape restrictions

    Documentos de Trabajo BILTOKI

2000

  1. A nonparametric method to estimate time varying coefficients under seasonal constraints

    Journal of Nonparametric Statistics, Vol. 12, Núm. 6, pp. 779-806

  2. Estimación no paramétrica restringida de un modelo con coeficientes cambiantes

    XXV Congreso Nacional de Estadística e Investigación Operativa: Vigo, 4-7 de abril de 2000

1997

  1. A nonparametric method to estimate time varying coefficients under seasonality: An application to the Spanish money multiplier.

    Documentos de Trabajo BILTOKI