Nonparametric estimation of time varying parameters under shape restrictions S Orbe, E Ferreira, J Rodriguez-Poo journal of Econometrics 126 (1), 53-77, 2005 | 107 | 2005 |
On the estimation and testing of time varying constraints in econometric models S Orbe, E Ferreira, J Rodriguez-Poo Statistica Sinica, 1313-1333, 2006 | 36 | 2006 |
Conditional beta pricing models: A nonparametric approach E Ferreira, J Gil-Bazo, S Orbe Journal of Banking & Finance 35 (12), 3362-3382, 2011 | 32 | 2011 |
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 | 28 | 2009 |
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 | 27 | 2014 |
Econometría básica aplicada con Gretl MV Esteban, MP Moral, S Orbe, M Regúlez, A Zarraga, M Zubia Sarriko On, Universidad del País Vasco, 2008 | 25 | 2008 |
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 | 22 | 2021 |
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 | 22 | 2000 |
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 | 18 | 2009 |
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 | 17 | 2003 |
A nonparametric approach for estimating betas: the smoothed rolling estimator MV Esteban, S Orbe-Mandaluniz Applied Economics 42 (10), 1269-1279, 2010 | 16 | 2010 |
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 | 13 | 2005 |
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 | 12 | 2021 |
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 | 11 | 2020 |
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 | 9 | 2018 |
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 | 8 | 2022 |
Nonparametric estimation of conditional beta pricing models E Ferreira, J Gil-Bazo, S Orbe | 7 | 2008 |
Loss of structural balance in stock markets E Ferreira, S Orbe, J Ascorbebeitia, B Álvarez Pereira, E Estrada Scientific Reports 11 (1), 12230, 2021 | 6 | 2021 |
Time-varying beta estimators in the Mexican emerging market B Nieto Domenech, S Orbe Mandaluniz, A Zárraga Alonso BILTOKI, 2011 | 6 | 2011 |
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 | 4 | 2022 |