Several econometric software offer portfolio management tools for practitioners and researchers. For example, MatLab and R offer a great variety of tools for the simulation, optimization, and analysis of financial time series. Stata, together with Mata, offers powerful programming tools for the...

In this presentation, I discuss two applications of the vec commands. First, I use the cointegrating VAR approach discussed in Garratt et al. (2006) to fit a vector error-correction model. In contrast with the application of the traditional Johansen statistical restrictions for the...

Las pruebas de tamizaje se usan ampliamente en salud pública para identificar fases tempranas de enfermedad. Generalmente los resultados del tamizaje se categorizan como positivo o negativo, y es común que sólo se evalúe el resultado positivo, lo cual puede ocasionar el denominado sesgo de...

La presentación de información enfrenta el reto de integrar la mayor cantidad y calidad de información. Por otro lado, aunque no es un asunto estrictamente necesario, también es importante que en este proceso se considere la estética de las gráficas y tablas que se generan. Finalmente, si...

Cost-benefit analysis is a key input for the ex-ante evaluation of public projects and policies. An ideal cost-benefit analysis incorporates all the social costs and benefits of a project for all members of a society. One of the big challenges to achieve this is the need to place monetary values...

During the past decades, count-data models (in particular, Poisson and negative-binomial-based regression models) have gained relevance in empirical social research. While identifying and interpreting main effects is relatively straightforward for this class of models, the integration of...

We have written two Stata programs (do-files) dealing with spell data. The first program, splitspells, splits spell data in such a way that every split spell within the same case is either parallel or unique (in respect to the time period covered by the spells). This could be done by splitting...

Abstract not available.

Abstract not available.

Abstract not available.