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Number of items: 11.

Ferrer Pérez, Alejandro and Casals Carro, José and Sotoca López, Sonia (2014) A new approach to the unconditional measurement of default risk. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 11, 2014, ISSN: 2341-2356 ] (Unpublished)

Ferrer Pérez, Alejandro and Casals Carro, José and Sotoca López, Sonia (2014) Conditional coverage and its role in determining and assessing long-term capital requirements. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 12, 2014, ISSN: 2341-2356 ] (Unpublished)

Casals Carro, José and Jerez Méndez, Miguel and Sotoca López, Sonia (2006) Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0602, 2006, ]

García Hiernaux, Alfredo and Jerez Méndez, Miguel and Casals Carro, José (2005) Detección de raíces unitarias y cointegración mediante métodos de subespacios. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0503, 2005, ]

Hiernaux, Alfredo G. and Casals Carro, José and Jerez Méndez, Miguel (2005) Fast estimation methods for time series models in state-space form. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0504, 2005, ]

Casals Carro, José and García Hiernaux, Alfredo and Jerez Méndez, Miguel (2010) From general State-Space to VARMAX models. [ Documentos de trabajo del Instituto Complutense de Análisis Económico; nº 1002, ] (Unpublished)

Ferrer Pérez, Alejandro and Casals Carro, José and Sotoca López, Sonia (2014) Linking the problems of estimating and allocating unconditional capital. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 13, 2014, ISSN: 2341-2356 ] (Unpublished)

Casals Carro, José and Sotoca López, Sonia and Jerez Méndez, Miguel (2012) Minimally Conditioned Likelihood for a Nonstationary State Space Model. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 4, 2012, ] (Unpublished)

Casals Carro, José and Jerez Méndez, Miguel and Sotoca López, Sonia (2006) Modelling an forecasting time series sampled at different frequencies. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0603, 2006, ]

Casals Carro, José and Jerez Méndez, Miguel and Sotoca López, Sonia (2004) Modelling and forecasting time series sampled at different frequencies. (Submitted)

Hiernaux, Alfredo G. and Jerez Méndez, Miguel and Casals Carro, José (2005) Unit roots and cointegrating matrix estimation using subspace methods. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0512, 2005, ]

This list was generated on Sat Oct 25 15:46:13 2014 CEST.