Publications

Publications

Moreno, P., Rodriguez-Poo, J.M. y Cantarero, D. (2017). A new approach to understanding labour supply of disabled people. Journal of Applied Economics, 1-9.

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Soberon, A. y Stute, W. (2017). Assessing skewness, kurtosis and normality in linear mixed models. Journal of Multivariate Analysis, 161, 123-140.

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Rodriguez-Poo, J.M. y Soberon, A. (2017). Nonparametric and semiparametric panel data models: recent developments. Journal of Economics Surveys, 31 (4), 923-960.

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Remuzgo, L. y Trueba, V. (2017). Statistical polarization in greenhouse gas emissions: theory and evidence. Environmental Pollution, 230, 291-301.

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Sarabia, J.M., Gómez-Déniz, E., Prieto, F. y Jordá, V. (2017). Aggregation of dependent risks in mixtures of exponential distributions and extensions. Arxiv.

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Prieto, F. and J.M. Sarabia (2016). A generalization of the power law distribution with nonlinear exponent. Communications in Nonlinear Science and Numerical Simulation, 42, 215-228.

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Rodriguez-Poo, J.M. and A. Soberon (2016). Nonparametric and semiparametric panel data models: recent developments. Journal of Economic  Surveys. (in press)

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Sarabia, J.M., E. Gomez-Déniz, F. Prieto and V. Jordá (2016). Risk aggregation in multivariate dependent Pareto distributions. Insurance: Mathemathics and Economics, 71, 154-163.

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Peñaranda, F. (2016). Understanding Portfolio Efficiency with Conditioning Information. Journal of Financial and Quantitative Analysis, 51 (3), 985-1011.

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Peñaranda, F. and Sentana, E. (2016). Duality in mean-variance frontiers with conditioning information. Journal of Empirical Finance, 38, 762-785.

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Working papers

 

Arteaga-Molina, L.A. and J.M. Rodriguez-Poo. Empirical likelihood based inference for fixed effects varying coefficient panel data models.

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Arteaga-Molina, L.A. and J.M. Rodriguez-Poo. Empirical likelihood based inference for categorical varying coefficient panel data models with fixed effects.

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Peñaranda, F., J.M. Rodriguez-Poo and S. Sperlich. An omnibus specification test of conditional asset pricing.

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Linton, O., F. Peñaranda, F., J.M. Rodriguez-Poo and J.M. Sarabia. Identification and estimation of asset pricing models with unobserved components.

 

Rodriguez-Poo, J.M. and A. Soberon. Efficient two-stage nonparametric instrumental variables estimation in fixed effects varying coefficient panel data models.

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Soberon, A., W. Stute and J.M. Rodriguez-Poo. Testing for distributional features in varying coefficient panel data models.

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Soberon, A. and W. Stute. Assessing skewness, kurtosis and normality in linear mixed models.

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Robinson, P., J.M. Rodriguez-Poo and A. Soberon. Nonparametric panel data models with cross-sectional dependence.

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Sarabia, J.M., F. Prieto and V. Jorda. Some classes of univariate and multivariate beta-generated distributions to model financial data.

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Manresa, E., F. Peñaranda and E. Sentana. Empirical evaluation of overspecified asset pricing models.

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