ORTEGA , Francisco J.

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We propose a generalization of the one-dimensional Jeffreys' rule in order to obtain non informative prior distributions for non regular mod- els, taking into account the comments made by Jeffreys in his arti- cle of 1946. These non informatives are parameterization invariant and the Bayesian intervals have good behavior in frequentist...

El presente trabajo ilustra empíricamente cómo se pueden mejorar las predicciones de las tasas de variación, TV, del output real, PIB, de una muestra de países europeos. Esta mejora ha sido posible gracias al acceso a una base de datos de la Universidad de Groningen, que nos ha permitido calcular las tasas de variación del total de output de...

The importance of a scientific journal is usually established by considering the number of citations received by the papers that the journal publishes. In this way, the number of cita- tions received by a scientific journal can be considered as a measure of the total production of the journal. In this paper, in order to obtain measures of the ef...

En este artículo, se lleva a cabo un experimento de simulación en el contexto del modelo con frontera estocástica normal/half -normal para analizar su capacidad de separar los dos tipos de error que forman el error compuesto. Según los resultados obtenidos a través del sesgo medio y el error cuadrático medio ...

A regression model with deterministic frontier is considered. This type of model has hardly been studied, partly owing to the difficulty in the application of maximum likelihood estimation since this is a non-regular model. As an alternative, the Bayesian methodology is proposed and analysed. Through the Gibbs algorithm, the inference of the...

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In this paper, the finite sample properties of the maximum likelihood and Bayesian estimators of the half-normal stochastic frontier production function are analyzed and compared through a Monte Carlo study. The results show that the Bayesian estimator should be used in preference to the maximum likelihood owing to the fact that the...