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Modelación de series de tiempo, estacionariedad y métodos Bayesianos no paramétricos
Martínez-Ovando, Juan Carlos; Walker, Stephen G. - 2011
In this paper we introduce two general non-parametric first-order stationary time-series models for which marginal … Bayesian stationary fully non-parametric models developed so far. We draw on the discussion of using stationary models in … practice, as a motivation, and advocate the view that exible (non-parametric) stationary models might be a source for reliable …
Persistent link: https://www.econbiz.de/10010322563
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Modelación de series de tiempo, estacionariedad y métodos Bayesianos no paramétricos
Martínez-Ovando, Juan Carlos; Walker, Stephen G. - 2011
In this paper we introduce two general non-parametric first-order stationary time-series models for which marginal … Bayesian stationary fully non-parametric models developed so far. We draw on the discussion of using stationary models in … practice, as a motivation, and advocate the view that exible (non-parametric) stationary models might be a source for reliable …
Persistent link: https://www.econbiz.de/10009348026
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Elasticidades de demanda por electricidad e impactos macroeconómicos del precio de la energía eléctrica en Colombia
Espinosa Acuña, Óscar A.; Vaca González, Paola, A.; … - In: Revista de Métodos Cuantitativos para la Economía y … 16 (2013), pp. 216-249
This study analyzes the elasticities of demand and income from electricity for domestic and industrial use, for Colombia (2000-2011), by estimating demand equations by OLS. The impacts on macroeconomic variables, which generate changes in the price of electricity, are also estimated by using a...
Persistent link: https://www.econbiz.de/10011307203
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¿Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)? Evaluación empírica 2008-2016
Luna-Ramírez, Susana; Agudelo, Diego A. - In: Revista de Métodos Cuantitativos para la Economía y … 27 (2019), pp. 55-73
The Black-Litterman (BL) model has been proposed as an alternative to Markowitz's average-variance model for the structuring of financial asset portfolios, allowing the incorporation of perspectives of fundamental analysts and guaranteeing a high degree of diversification. This model is applied...
Persistent link: https://www.econbiz.de/10014494386
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Factores asociados al emprendimiento de migrantes colombianos retornados: Una aproximación Bayesiana
Tovar Cuevas, José Rafael; Zúñiga Martínez, Claudia … - In: Revista de Métodos Cuantitativos para la Economía y … 33 (2022), pp. 408-438
En este estudio se identifica un conjunto de características asociadas al hecho de que un migrante colombiano retornado se convierta en un emprendedor. El análisis se realizó con los datos recogidos en la encuesta Global Entrepreneurship Monitor (GEM) cuyo formulario fue modificado en el año...
Persistent link: https://www.econbiz.de/10014494428
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Estimadores Bayesianos de distribuciones Weibull aplicados a un modelo de líneas de espera G/G/s
Vargas-Sánchez, Jhon Jairo; Causado, Edwin; Mercado, Hugo - In: Revista de Métodos Cuantitativos para la Economía y … 30 (2020), pp. 142-162
The approximation of G/G/s models from Markov models M/M/s has been studied in the literature. The study of a queue …
Persistent link: https://www.econbiz.de/10014494440
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Estimación clásica y bayesiana de la volatilidad en el modelo de Black-Scholes
Cangrejo Esquivel, Alvaro Javier; Tovar Cuevas, José Rafael - In: Revista de Métodos Cuantitativos para la Economía y … 34 (2022), pp. 237-262
volatility parameter, models of the Gamma family and the Standard Levy are assumed. The results obtained using the proposed …
Persistent link: https://www.econbiz.de/10014494469
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Cálculo del valor en riesgo operacional de una empresa aseguradora mediante redes Bayesianas
Dávila Aragón, Griselda; Ortiz Arango, Francisco - In: Revista de Métodos Cuantitativos para la Economía y … 27 (2019), pp. 30-54
It was in the 1990's when the concept of Operational Risk was defined, since then the institutions, especially those in the financial sector, are worried about this type of risk since their exposure could have fatal consequences. In case of the insurance sector its study originates due to the...
Persistent link: https://www.econbiz.de/10014494521
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Una nota sobre un procedimiento bayesiano para meta-análisis con datos binarios con alta presencia de ceros
Negrín, Miguel A.; Martel, María; Vázquez-Polo, … - In: Revista de Métodos Cuantitativos para la Economía y … 20 (2015), pp. 64-76
in meta-analysis and then we focus the problem in the context of the Bayesian selection models. Also, attention is …
Persistent link: https://www.econbiz.de/10011787573
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Una nota sobre un procedimiento bayesiano para meta-análisis con datos binarios con alta presencia de ceros
Negrín, Miguel A.; Martel, María; Vázquez-Polo, … - In: Revista de métodos cuantitativos para la economía y … 20 (2015), pp. 64-76
in meta-analysis and then we focus the problem in the context of the Bayesian selection models. Also, attention is …
Persistent link: https://www.econbiz.de/10011437238