En este artículo se presenta una breve descripción de modelos GARCH multivariados y se realizan inferencias de la volatilidad de series de tiempo usando un enfoque Bayesiano, utilizando algoritmos de simulación de Monte Carlo (MCMC). Como una aplicación para ilustrar la metodología...

This article discusses a Bayesian analysis of repeated measures pretest/post-test data under null intercepts errors-in-variables regression models. For illustration we consider an example in the field of dentistry involving the comparison of two types of toothbrushes with respect to the efficacy...

In this article, a proposed Bayesian extension of the generalized beta spatial regression models is applied to the analysis of the quality of education in Colombia. We briefly revise the beta distribution and describe the joint modeling approach for the mean and dispersion parameters in the...

It is common to fit generalized linear models with binomial and Poisson responses, where the data show a variability that is greater than the theoretical variability assumed by the model. This phenomenon, known as overdispersion, may spoil inferences about the model by considering significant...

In this paper a bivariate beta regression model with joint modeling of the mean and dispersion parameters is proposed, defining the bivariate beta distribution from Farlie--Gumbel--Morgenstern (FGM) copulas. This model, that can be generalized using other copulas, is a good alternative to...

We consider the problem of estimating the mean and variance of the time between occurrences of an event of interest (inter-occurrences times) where some forms of dependence between two consecutive time intervals are allowed. Two basic density functions are taken into account. They are the...

The aims of this paper are estimate and forecast the Non-Accelerating Inflation Rate of Unemployment, or NAIRU, for Brazilian unemployment time series data. In doing so, we introduce a methodology for estimating mixed additive seasonal autoregressive (MASAR) models, by the Generalized Method of...

'Privatization in Latin America' evaluates the empirical evidence on privatization in a region that has witnessed an extensive decline in the state's share of production over the past 20 years. The book is a compilation of recent studies that provide a comprehensive analysis of the record of and...