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...

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...

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...

In this paper, we present a brief description of multivariate GARCH models. Usually, their parameter estimates are obtained using maximum likelihood methods. Considering new methodological processes to model the volatilities of time series, we need to use another inference approach to get...

In this paper, we present a brief description of multivariate GARCH models. Usually, their parameter estimates are obtained using maximum likelihood methods. Considering new methodological processes to model the volatilities of time series, we need to use another inference approach to get...

In this paper, we discuss a model for pseudo-panel data when some but not all of the individuals stay in the sample for more than one period. We use data on the labor market of the Basque Country from 1993 to 1999 treated through FORTRAN 77 programing. We construct economically reasonable age...

Variables subject to an order restriction, for instance Y≤X, have a bivariate distribution over a non-rectangular joint domain that entails a non-null and potentially large structural relation even if the variables show no association (in the sense that particular ranges of values of X do not...