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Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys
Escribano, Álvaro; Pena, Jorge; Guasch, José Luis - 2010
Persistent link: https://www.econbiz.de/10008662244
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Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys
Escribano, Álvaro; Pena, Jorge - 2009
Persistent link: https://www.econbiz.de/10003972219
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Modelling electricity prices : international evidence
Escribano, Álvaro; Peña Sánchez de Rivera, Juan Ignacio - In: Oxford bulletin of economics and statistics 73 (2011) 5, pp. 622-650
Persistent link: https://www.econbiz.de/10009308854
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Adverse selection costs, trading activity and price discovery in the NYSE: an empirical analysis
Pascual, Roberto; Escribano, Álvaro; Tapia, Mikel - In: Journal of banking & finance 28 (2004) 1, pp. 107-128
Persistent link: https://www.econbiz.de/10001857276
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Adverse selection costs, trading activity and liquidity in the NYSE : an empirical analysis in a dynamic context
Pascual, Roberto; Escribano, Álvaro; Tapia, Mikel - 2000
Persistent link: https://www.econbiz.de/10001558416
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Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2019
Persistent link: https://www.econbiz.de/10012100515
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Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk
Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro - 2019
Persistent link: https://www.econbiz.de/10012100535
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Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index
Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro - 2019
Persistent link: https://www.econbiz.de/10012100546
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Efectos de la digitalización y la productividad en la economía española : una comparación internacional
Aza, Claudia; Escribano, Álvaro - 2019
Persistent link: https://www.econbiz.de/10012038183
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Seasonality detection in small samples using score-driven nonlinear multivariate dynamic location models
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2018
Persistent link: https://www.econbiz.de/10011914526