Se presentan los conceptos de diseño y construcción de la primera versión de un ambiente cómodo para Análisis de Datos, integrando en un solo sistema herramientas útiles de Base de Datos, Hoja de Cálculo y Procesador Estadístico. El gestor interno de Base de Datos está diseñado según...

Recently the generalization of the standard Dickey-Fuller test to the fractional case has been proposed. The proposed test, called fractional Dickey-Fuller test can be applied to sample generated from a type I or a type II fractional process. Depending on whether the test is applied to sample...

Моделирование производственно-технических систем (ПТС) является эффективным методом их исследования. Распространенный класс образуют ПТС, где...

Our goal in this chapter is to explain concretely how to implement simulation methods in a very general class of models that are extremely useful in applied work: dynamic discrete choice models where one has available a panel of multinomial choice histories and partially observed payoffs....

This study develops practical methods for Bayesian nonparametric inference in regression models. The emphasis is on extending a nonparametric treatment of the regression function to the full conditional distribution. It applies these methods to the relationship of earnings of men in the United...

This study develops practical methods for Bayesian nonparametric inference in regression models. The emphasis is on extending a nonparametric treatment of the regression function to the full conditional distribution. It applies these methods to the relationship of earnings of men in the United...

In this paper I consider a portfolio optimization problem where an agent holds an endowment of stock and is allowed to buy some quantity of a put option on the stock. This basic question (how much insurance to buy?) has been addressed in insurance economics through the literature on rational...

The aim of this paper is to make imputation of earnings in observations with missing values in the Encuesta Nacional de Ocupaciones y Empleo (ENOE), and also to analyze a possible bias in human capital estimations from ignoring such missings. We present imputations by two methods, and also a...

In this paper we introduce a parameter driven model for the dynamics of range, the stochastic conditional range (SCR). We propose to estimate its parameters by Kalman filter, importance sampling and simulated maximum likelihood depending on the hypotheses on the distributional form of the...

I analyze a portfolio optimization problem where an agent holds an endowment of stock and is allowed to buy some quantity of a put option on the stock. My model rephrases a fundamental question from insurance economics: how much coverage should a risk averse agent buy? Classic studies of...