El uso del método de máxima verosimilitud para estimar modelos de producción Half-Normal con frontera estocástica conlleva algunas dificultades prácticas que tal vez no han sido suficientemente enfatizadas. Usando el software FRONTIER, analizamos el caso en que la estimación sugiere la...

Using the maximum likelihood method, in order to estimate Half-Normal stochastic frontier production models, entails several practical di±culties that, perhaps, have not been su±ciently emphasised. In employing FRONTIER software, we analyse the case in which the estimation obtained suggests...

Using the maximum likelihood method, in order to estimate Half-Normal stochastic frontier production models, entails several practical di±culties that, perhaps, have not been su±ciently emphasised. In employing FRONTIER software, we analyse the case in which the estimation obtained suggests...

This paper analyses the changes in inequality occurred during the period 1998 – 2005. A set of results are presented in order to contribute to a better understanding of the changes in inequality. The obtained results show that important distributive effects were hidden by the apparent observed...

Este trabajo analiza los costes de los cuidados de larga duración (CLD) ligados a los individuos en situación de dependencia. El coste económico unitario de los servicios de cuidados de larga duración está relacionado con el tiempo esperado de necesidad de la atención y la intensidad de...

En este trabajo se analizan los cambios en la desigualdad producidos durante el período 1998-2005. Se presenta un conjunto de resultados que pueden contribuir a entender mejor los cambios en la desigualdad. Los resultados obtenidos muestran que la desigualdad distributiva observada entre ambos...

This paper analyzes the cost of long-term care (LTC) associated to individuals in dependence situation. The economic cost of care per unit of service is linked to the expected time of needed care and the intensity of required services. We have estimated the expected lifetime cost of LTC in...

In this paper we introduce two general non-parametric first-order stationary time-series models for which marginal (invariant) and transition distributions are expressed as infinite-dimensional mixtures. That feature makes them the first Bayesian stationary fully non-parametric models developed...

Los análisis de diagnósticos clínicos o epidemiológicos son a menudo imprecisos, presentan mucha variabilidad. Esto cuestiona la validez y precisión de los resultados en dichos estudios, pues a mayor variabilidad, mayor error y menor precisión. Se propuso el índice de Acuerdo (A) para...

This paper discusses a new methodology to estimate the economic capital by credit risk for a retail portfolio based on the general concepts of copula and dependence measures as well as some core results of the Extreme Value Theory (EVT). The superiority of the proposed approach over the...