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Dynamic effects in inefficiency : evidence from the Colombian banking sector

Galán, Jorge E.; Almeida, Helena Tenório Veiga de; … - In: European journal of operational research : EJOR 240 (2015) 2, pp. 562-571

Persistent link: https://www.econbiz.de/10010487008

Bayesian estimation of inefficiency heterogeneity in stochastic frontier models

Galán, Jorge E.; Veiga, Helena; Wiper, Michael P. - In: Journal of productivity analysis 42 (2014) 1, pp. 85-101

Persistent link: https://www.econbiz.de/10010429273

Combining experts' opinions using a normal-Wishart model

Wiper, Michael P. - In: Journal of forecasting 14 (1995) 1, pp. 25-34

Persistent link: https://www.econbiz.de/10001175611

Bayesian inference for some Lanchester combat

Pettit, L. I.; Wiper, Michael P.; Young, K. D. S. - 2000

Persistent link: https://www.econbiz.de/10001562586

Outlier detection in multivariate time series by projection pursuit

Galeano, Pedro; Peña, Daniel; Tsay, Ruey S. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 654-669

Persistent link: https://www.econbiz.de/10003334667

A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation

Ausín, M. Concepción; Galeano, Pedro; Ghosh, Pulak - In: European journal of operational research : EJOR 232 (2014) 2, pp. 350-358

Persistent link: https://www.econbiz.de/10010224698

Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction

Virbickaitė, Audronė; Ausín, M. Concepción; … - In: Energy economics 92 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012519661

Dating Multiple Change Points in the Correlation Matrix

Galeano, Pedro - 2015

We propose a nonparametric procedure for detecting and dating multiple change points in the correlation matrix of a sequence of random variables. The procedure is based on a test for changes in correlation matrices at an unknown point in time recently proposed by Wied (2014). Although the...

Persistent link: https://www.econbiz.de/10013033694

A robust procedure to build dynamic factor models with cluster structure

Alonso, Andrés M.; Galeano, Pedro; Peña, Daniel - In: Journal of econometrics 216 (2020) 1, pp. 35-52

Persistent link: https://www.econbiz.de/10012439635

Monitoring multivariate variance changes

Pape, Katharina; Wied, Dominik; Galeano, Pedro - In: Journal of empirical finance 39 (2016), pp. 54-68

Persistent link: https://www.econbiz.de/10011663296