Publikationen in Zusammenarbeit mit Forschern von Universidad de Cantabria (7)

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

  2. Semiparametric approaches to signal extraction problems in economic time series

    Computational Statistics and Data Analysis, Vol. 33, Núm. 3, pp. 315-333

1997

  1. Growth curve models with non-stationary errors

    Applied Stochastic Models and Data Analysis, Vol. 13, Núm. 3-4, pp. 233-239

  2. Kernel regression estimates of growth curves using nonstationary correlated errors

    Statistics and Probability Letters, Vol. 34, Núm. 4, pp. 413-423

  3. Semiparametric Approaches to Signal Extraction Problems in Economic Time Series: The Case of the Spanish Inductrial Production Index

    Good Statistical Practice. Proceedings of the 12th International Workshop on Statistical Modelling. Biel/Bienne, July 7 to 11, 1997