5
H index
2
i10 index
104
Citations
Susan Orbe : Citation Profile
Universidad del País Vasco - Euskal Herriko Unibertsitatea | RESEARCH PRODUCTION: 11 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2001 - 2021). Relations with other researchers
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:
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Main data
Where Susan Orbe has published?
| 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 |
Recent works citing Susan Orbe (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Investigating the two-way relationship between mobility flows and COVID-19 cases. (2023). Boto-Garcia, David. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003200. Full description at Econpapers || Download paper |
| 2023 | Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744. Full description at Econpapers || Download paper |
| 2023 | Time-varying forecast combination for high-dimensional data. (2023). Maung, Kenwin ; Chen, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623000556. Full description at Econpapers || Download paper |
| 2023 | Estimating the propagation of both reported and undocumented COVID-19 cases in Spain: a panel data frontier approximation of epidemiological models. (2023). Álvarez, Inmaculada ; Wall, Alan ; Orea, Luis. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:59:y:2023:i:3:d:10.1007_s11123-023-00664-5. Full description at Econpapers || Download paper |
| 2023 | Testing an extended knowledge-capital model of foreign direct investment. (2023). , Henk. In: MPRA Paper. RePEc:pra:mprapa:117266. Full description at Econpapers || Download paper |
Works by Susan Orbe:
| 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 | 8 |
| 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: 8 | article | |
| 2021 | Loss of structural balance in stock markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 56 |
| 2001 | Nonparametric estimation of time varying parameters under shape restrictions.(2001) In: BILTOKI. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
| 2011 | Conditional beta pricing models: A nonparametric approach In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
| 2010 | Conditional beta pricing models: A nonparametric approach.(2010) In: BILTOKI. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2011 | Time-Varying Beta Estimators in the Mexican Emerging Market In: BILTOKI. [Full Text][Citation analysis] | paper | 1 |
| 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 |
| 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 | 4 |
| 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 | 3 |
| 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. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team