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Susan Orbe
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Year
Nonparametric estimation of time varying parameters under shape restrictions
S Orbe, E Ferreira, J Rodriguez-Poo
journal of Econometrics 126 (1), 53-77, 2005
1082005
On the estimation and testing of time varying constraints in econometric models
S Orbe, E Ferreira, J Rodriguez-Poo
Statistica Sinica, 1313-1333, 2006
362006
Conditional beta pricing models: A nonparametric approach
E Ferreira, J Gil-Bazo, S Orbe
Journal of Banking & Finance 35 (12), 3362-3382, 2011
322011
Time-varying market beta: does the estimation methodology matter?
B Nieto, S Orbe, A Zarraga
SORT-Statistics and Operations Research Transactions 38 (1), 13-42, 2014
272014
The Knowledge‐Capital Model Of Fdi: A Time Varying Coefficients Approach
P Mariel, S Orbe, C Rodríguez
Scottish Journal of Political Economy 56 (2), 196-212, 2009
262009
A nonparametric method to estimate time varying coefficients under seasonal constraints
S Orbe, E Ferreira, J Rodríguez-póo
Journal of nonparametric statistics 12 (6), 779-806, 2000
232000
Econometría básica aplicada con Gretl
MV Esteban, MP Moral, S Orbe, M Regúlez, A Zarraga, M Zubia
Sarriko On, Universidad del País Vasco, 2008
222008
Time-varying coefficient estimation in SURE models. Application to portfolio management
I Casas, E Ferreira, S Orbe
Journal of Financial Econometrics 19 (4), 707-745, 2021
212021
Análisis de regresión con Gretl
MV Esteban, MP Moral, S Orbe, M Regúlez, A Zarraga, M Zubia
Departamento de economía Aplicada III, Universidad del País Vasco, 2009
182009
An algorithm to estimate time-varying parameter SURE models under different types of restriction
S Orbe, E Ferreira, J Rodriguez-Poo
Computational statistics & data analysis 42 (3), 363-383, 2003
172003
A nonparametric approach for estimating betas: the smoothed rolling estimator
MV Esteban, S Orbe-Mandaluniz
Applied Economics 42 (10), 1269-1279, 2010
152010
Nonparametric estimation of the effects of advertising: the case of Lydia Pinkham
P Mariel, S Orbe
The Journal of Business 78 (2), 649-674, 2005
122005
Distributional impact of COVID-19: regional inequalities in cases and deaths in Spain during the first wave
MJ Gutiérrez, B Inguanzo, S Orbe
Applied Economics 53 (31), 3636-3657, 2021
112021
Reexamining the inequality of opportunity in education in some European countries
C Lasso De La Vega, A Lekuona, S Orbe
Applied Economics Letters 27 (7), 544-548, 2020
102020
Why are there time-varying comovements in the European stock market?
E Ferreira, S Orbe
The European Journal of Finance 24 (10), 828-848, 2018
82018
Nonparametric estimation of conditional beta pricing models
E Ferreira, J Gil-Bazo, S Orbe
82008
The effect of dependence on European market risk. A nonparametric time varying approach
J Ascorbebeitia, E Ferreira, S Orbe
Journal of Business & Economic Statistics 40 (2), 913-923, 2022
62022
Time-varying beta estimators in the Mexican emerging market
B Nieto Domenech, S Orbe Mandaluniz, A Zárraga Alonso
52011
Loss of structural balance in stock markets
E Ferreira, S Orbe, J Ascorbebeitia, B Álvarez Pereira, E Estrada
Scientific Reports 11 (1), 12230, 2021
42021
Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
J Ascorbebeitia, E Ferreira, S Orbe
TEST 31 (4), 931-949, 2022
32022
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