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Eva Ferreira
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Comparing proportional hazards and accelerated failure time models for survival analysis
J Orbe, E Ferreira, V Núñez‐Antón
Statistics in medicine 21 (22), 3493-3510, 2002
1842002
Nonparametric estimation of time varying parameters under shape restrictions
S Orbe, E Ferreira, J Rodriguez-Poo
journal of Econometrics 126 (1), 53-77, 2005
982005
Censored partial regression
J Orbe, E Ferreira, V Núñez‐Antón
Biostatistics 4 (1), 109-121, 2003
432003
Economic sentiment and yield spreads in Europe
E Ferreira, MI Martínez Serna, E Navarro, G Rubio
European Financial Management 14 (2), 206-221, 2008
372008
On the estimation and testing of time varying constraints in econometric models
S Orbe, E Ferreira, J Rodriguez-Poo
Statistica Sinica, 1313-1333, 2006
342006
Conditional beta pricing models: A nonparametric approach
E Ferreira, J Gil-Bazo, S Orbe
Journal of Banking & Finance 35 (12), 3362-3382, 2011
322011
Length of time spent in Chapter 11 bankruptcy: a censored partial regression model
J Orbe, E Ferreira, V Nunez-Anton
Applied Economics 34 (15), 1949-1957, 2002
292002
Una nota sobre el cálculo del índice de Gini
EF García, MAG Martín
Estadística Española 39 (142), 207-218, 1997
241997
Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model
J Orbe, E Ferreira, V Nunez-Anton
Economics Letters 71 (1), 35-42, 2001
232001
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
222000
Kernel regression estimates of growth curves using nonstationary correlated errors
E Ferreira, V Núñez-Antón, J Rodríguez-Póo
Statistics & probability letters 34 (4), 413-423, 1997
221997
Testing for differences between conditional means in a time series context
E Ferreira, W Stute
Journal of the American Statistical Association 99 (465), 169-174, 2004
212004
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
172021
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
Semiparametric approaches to signal extraction problems in economic time series
E Ferreira, V Núñez-Antón, J Rodríguez-Póo
Computational Statistics & Data Analysis 33 (3), 315-333, 2000
172000
Optimal dynamic resource allocation to prevent defaults
U Ayesta, M Erausquin, E Ferreira, P Jacko
Operations Research Letters 44 (4), 451-456, 2016
152016
An empirical comparison of the performance of alternative option pricing models
E Ferreira, M Gago, Á León, G Rubio
investigaciones económicas 29 (3), 483-523, 2005
152005
A semiparametric estimation of liquidity effects on option pricing
E Ferreira, M Gago, G Rubio
Spanish Economic Review 5 (1), 1-24, 2003
92003
Nonparametric estimation of conditional beta pricing models
E Ferreira, J Gil-Bazo, S Orbe
82008
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
72018
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Articles 1–20