Publikationen in Zusammenarbeit mit Forschern von Universidad de Cantabria (3)

2006

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

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

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

2000

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

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