Antoni Espasa
Biographic Data
| ID | 6288665 |
|---|---|
| NAME | Antoni Espasa |
| GIVEN NAMES | Antoni |
| FAMILY NAME | Espasa |
| SIGNATURE | ESPASA A |
| AFFILIATIONS | Universidad Carlos III de Madrid |
| ORCID | 0000-0001-7213-3206 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 3 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 1991 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 0 |
Discovering Specific Common Trends in a Large Set of Disaggregates: Statistical Procedures, their Properties and an Empirical Application
Macroeconomic variables are weighted averages of a large number of components. Our objective is to model and forecast all of the N components of a macro variable. The main feature of our proposal consists of discovering subsets of components that share single common trends while neither assuming pervasiveness nor imposing special restrictions on the serial or cross‐sectional idiosyncratic correlation. We adopt a pairwise approach and study its st…
Differential Item Functioning on the Mini-Mental State Examination: An Application of the Mantel-Haenszel and Standardization Procedures
Differential item functioning (DIF) attempts to identify items for which subpopulations of examinees exhibit performance differentials that are not consistent with the performance differentials seen among those subpopulations on a reliable measure of the construct of interest. DIF assessment requires a rule for scoring items and a matching variable on which different subpopulations can be viewed as comparable for purposes of assessing their perfo…
Perspectiva historica de los modelos Arima y su utilidad en el analisis economico
Con el trabajo de J. Fourier en 1807, en el que se demuestra que una serie temporal se puede aproximar tanto como se quiera mediante la suma de términos de senos y cosenos, podemos decir que nace el Análisis de Series Temporales (AST). No obstante, esta expansión de Fourier es solamente válida para series determinísticas y, durante todo el siglo XIX y primeros años del XX, en el AST el enfoque determinístico fue el único que prevaleció. En tal co…
No prominent works on this page.
Perspectiva historica de los modelos Arima y su utilidad en el analisis economico
Con el trabajo de J. Fourier en 1807, en el que se demuestra que una serie temporal se puede aproximar tanto como se quiera mediante la suma de términos de senos y cosenos, podemos decir que nace el Análisis de Series Temporales (AST). No obstante, esta expansión de Fourier es solamente válida para series determinísticas y, durante todo el siglo XIX y primeros años del XX, en el AST el enfoque determinístico fue el único que prevaleció. En tal co…
Differential Item Functioning on the Mini-Mental State Examination: An Application of the Mantel-Haenszel and Standardization Procedures
Differential item functioning (DIF) attempts to identify items for which subpopulations of examinees exhibit performance differentials that are not consistent with the performance differentials seen among those subpopulations on a reliable measure of the construct of interest. DIF assessment requires a rule for scoring items and a matching variable on which different subpopulations can be viewed as comparable for purposes of assessing their perfo…
Discovering Specific Common Trends in a Large Set of Disaggregates: Statistical Procedures, their Properties and an Empirical Application
Macroeconomic variables are weighted averages of a large number of components. Our objective is to model and forecast all of the N components of a macro variable. The main feature of our proposal consists of discovering subsets of components that share single common trends while neither assuming pervasiveness nor imposing special restrictions on the serial or cross‐sectional idiosyncratic correlation. We adopt a pairwise approach and study its st…
Humanities (2 works) · Monetary Policy and Economic Impact (2 works) · Philosophy (2 works) · Complex Systems and Time Series Analysis (1 works) · Computer Science (1 works) · Data set (1 works) · Econometrics (1 works) · Economic Policies and Impacts (1 works) · Finance, Taxation, and Governance (1 works) · Financial Risk and Volatility Modeling (1 works)