SUSAN
ORBE MANDALUNIZ
PROFESORADO TITULAR DE UNIVERSIDAD
Universidad de Cantabria
Santander, EspañaPublikationen in Zusammenarbeit mit Forschern von Universidad de Cantabria (3)
2006
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On the estimation and testing of time varying constraints in econometric models
Statistica Sinica, Vol. 16, Núm. 4, pp. 1313-1333
2003
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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
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A nonparametric method to estimate time varying coefficients under seasonal constraints
Journal of Nonparametric Statistics, Vol. 12, Núm. 6, pp. 779-806