Polynomial specifications are widely used, not only in applied economics, but also in epidemiology, physics, political analysis and psychology, just to mention a few examples. In many cases, the data employed to estimate such specifications are time series that may exhibit stochastic...

Polynomial specifications are widely used, not only in applied economics, but also in epidemiology, physics, political analysis, and psychology, just to mention a few examples. In many cases, the data employed to estimate such estimations are time series that may exhibit stochastic nonstationary...

Polynomial specifications are widely used, not only in applied economics, but also in epidemiology, physics, political analysis and psychology, just to mention a few examples. In many cases, the data employed to estimate such specifications are time series that may exhibit stochastic...

This paper introduces a Bayesian approach in econophysics literature about financial bubbles in order to estimate the most probable time for a financial crash to occur. To this end, we propose using noninformative prior distributions to obtain posterior distributions. Since these distributions...

Las decisiones de otorgamiento de crédito son cruciales en la administración de riesgos. Las instituciones financieras han desarrollado y usado modelos de credit scoring para estandarizar y automatizar las decisiones de crédito, sin embargo, no es común encontrar metodologías para...

This paper tests if air pollution serves as a carrier for SARS-CoV-2 by measuring the effect of daily exposure to air pollution on its spread by panel data models that incorporates a possible commonality between municipalities. We show that the contemporary exposure to particle matter is not the...