6
H index
3
i10 index
113
Citations
Universidad del País Vasco - Euskal Herriko Unibertsitatea | 6 H index 3 i10 index 113 Citations RESEARCH PRODUCTION: 11 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Susan Orbe. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| BILTOKI / Universidad del Pas Vasco - Departamento de Economa Aplicada III (Econometra y Estadstica) | 6 |
| Year | Title of citing document |
|---|---|
| 2025 | Global Balance and Systemic Risk in Financial Correlation Networks. (2024). Grassi, Rosanna ; Uberti, Pierpaolo ; Bartesaghi, Paolo ; Diaz-Diaz, Fernando. In: Papers. RePEc:arx:papers:2407.14272. Full description at Econpapers || Download paper |
| 2025 | Reducing the environmental impact of food consumption through fiscal policies: The case of Spain. (2025). Gutiérrez, María-José ; Orbe, Susan ; Inguanzo, Beln ; Gutirrez, Mara-Jos. In: Ecological Economics. RePEc:eee:ecolec:v:233:y:2025:i:c:s0921800925000795. Full description at Econpapers || Download paper |
| 2025 | Analyzing the dynamics of the persistence of energy-related uncertainty of G7 countries: What does the time-varying SUR-ADF model say?. (2025). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008308. Full description at Econpapers || Download paper |
| 2025 | Will technological advancement affect Bitcoin trading and pricing? Evidence from BRC-20 tokens. (2025). Wang, Ziwei ; Yang, Haijun ; Li, Zhen. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000316. Full description at Econpapers || Download paper |
| 2025 | Global balance and systemic risk in financial correlation networks. (2025). Uberti, Pierpaolo ; Grassi, Rosanna ; Diaz-Diaz, Fernando ; Bartesaghi, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:674:y:2025:i:c:s0378437125003504. Full description at Econpapers || Download paper |
| 2025 | Inequality of Opportunity in Education in Spanish Regions: A Machine Learning Approach. (2025). Sicilia, Gabriela ; Marrero, Gustavo A ; Bencomo-Mesa, Pablo. In: Hacienda Pública Española / Review of Public Economics. RePEc:hpe:journl:y:2025:v:252:i:1:p:113-162. Full description at Econpapers || Download paper |
| 2024 | Assessing portfolio diversification via two-sample graph kernel inference. A case study on the influence of ESG screening. (2024). Peters, Gareth W ; Gudmundarson, Ragnar L. In: PLOS ONE. RePEc:plo:pone00:0301804. Full description at Econpapers || Download paper |
| 2024 | Inequality of opportunity in educational achievement in Western Europe: contributors and channels. (2024). PALOMINO, JUAN ; Marrero, Gustavo ; Sicilia, Gabriela. In: The Journal of Economic Inequality. RePEc:spr:joecin:v:22:y:2024:i:2:d:10.1007_s10888-023-09595-5. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Time-varying coefficient estimation in SURE models. Application to portfolio management In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 10 |
| 2021 | Time-Varying Coefficient Estimation in SURE Models. Application to Portfolio Management*.(2021) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2021 | Loss of structural balance in stock markets In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | THE KNOWLEDGE‐CAPITAL MODEL OF FDI: A TIME VARYING COEFFICIENTS APPROACH In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 10 |
| 2008 | Nonparametric estimation of conditional beta pricing models In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 0 |
| 2003 | An algorithm to estimate time-varying parameter SURE models under different types of restriction In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 6 |
| 2005 | Nonparametric estimation of time varying parameters under shape restrictions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 57 |
| 2011 | Conditional beta pricing models: A nonparametric approach In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
| 2011 | Time-Varying Beta Estimators in the Mexican Emerging Market In: BILTOKI. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Conditional beta pricing models: A nonparametric approach In: BILTOKI. [Full Text][Citation analysis] | paper | 0 |
| 2007 | A time varying coefficient model for panel data: Foreign Direct Investment in European OECD countries In: BILTOKI. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Benchmarking of patents: An application of GAM methodology In: BILTOKI. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Nonparametric estimation betas in the Market Model In: BILTOKI. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Nonparametric estimation of time varying parameters under shape restrictions In: BILTOKI. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Nonparametric Approach to Patent Citations In: Prague Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2020 | Reexamining the inequality of opportunity in education in some European countries In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2010 | A nonparametric approach for estimating betas: the smoothed rolling estimator In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2015 | Nonparametric methods for estimating and testing for constant betas in asset pricing models In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2021 | Distributional impact of COVID-19: regional inequalities in cases and deaths in Spain during the first wave In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2018 | Why are there time-varying comovements in the European stock market? In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team