Multiple imputation of time series: an application to the construction of historical price indexes

Time series in many areas of application, and notably in the social sciences, are frequently incomplete. This is particularly annoying when we need to have complete data, for instance to compute indexes as a weighted average of values from a number of time series; whenever a single datum is absent, the index cannot be computed. This paper proposes to deal with such situations by creating multiple completed trajectories, drawing on state space modelling of time series, the simulation smoother and multiple imputation ideas.multiple imputation, time series analysis, Kalman smooth

Kalman Filtering in R

Support in R for state space estimation via Kalman filtering was limited to one package, until fairly recently. In the last five years, the situation has changed with no less than four additional packages offering general implementations of the Kalman filter, including in some cases smoothing, simulation smoothing and other functionality. This paper reviews some of the offerings in R to help the prospective user to make an informed choice.

Una crítica del profesor Velarde

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Predicting Betas: Two new methods

Betas play a central role in modern finance. The estimation of betas from historical data and their extrapolation into the future is of considerable practical interest. We propose two new methods: the first is a direct generalization of the method in Blume (1975), and the second is based on Procrustes rotation in phase space. We compare their performance with various competitors and draw some conclusions.systematic risk, beta coefficients, risk prediction, Procustes rotation

Educar i controlar. Contribucions femenines a la consolidació del Franquisme

Treballs Finals de Grau en Història, Facultat de Geografia i Història, Universitat de Barcelona, Curs: 2016-2017, Tutor: Patrícia Martínez i ÀlvarezEl franquisme va suposar, per les dones, el retorn a la moralitat tradicional i a l’ordre patriarcal més dur. El nou règim recuperava el model burgès de l’“àngel llar” però amb trets totalitaris i amb un fort contingut catòlic que permetia legitimar-lo. Les dones eren vistes, per la dictadura, com a mares, i aquesta havia de ser la seva única missió nacional: portar nous fills a la pàtria per contribuir així al devenir imperial d’Espanya. Però resulta difícil acceptar que totes les dones es quedaren a casa obeint aquests mandats i que no van prendre part de l’esfera pública. De fet, van ser moltes les dones que, atretes pels valors nacionalsindicalistes, participaren del conflicte bèl·lic i durant la postguerra desenvolupant tasques d’assistència, suport, i formació que resultarien ser pel règim una vital arma de propaganda i control sense la qual, segurament, no s’hagués pogut fer efectiva la consolidació del franquisme.For women Francoism involved a return to the most uncompromising moral tradition and patriarchal order. The new regime brought back the bourgeoise model of the “angel of the household”, legitimizing it with totalitarian traits and a strong Catholic component. Women were regardedby the dictatorshipas mothers, and so their one and only national mission was to bring offspring to the homeland so as to contribute to the imperial future of Spain. But it became difficult to accept that all women should stay home, adhering to this model, and not participate in public life. In fact, during both the civil war and the postwar periodthere were many women, driven by theprinciples of nationalist labor organization, who would play a part in developing strategies of assistance, support and education that would in time become vital tools of propaganda and control for the regime, and without which the effective consolidation of Francoism would have been impossible

Enlace de encuestas: una propuesta metodológica y aplicación a la encuesta de presupuestos de tiempo

Tratamos el problema de completar dos ficheros con registros conteniendo un subconjunto común de variables. La técnica investigada utiliza árboles de regresión y/o clasificación. Se propone y estudia una extensión para variables respuesta multivariantes, ilustrando su empleo sobre la Encuesta de Presupuestos de Tiempo (EPT-93)

La calidad de la democracia y sus factores determinantes. Un análisis comparado de 60 países

This paper examines, in a comparative way, the quality of democracy in 60 countries. Six aspects of democratic quality are identified and this conclusion is the result of an factorial analysis, an aggregate indicator. This shows a big contrast between the countries. There are differences between the “north” and “south” democracy. The multiple regression analysis shows that social capital is the main reason of these differences and the democratic experience also influences democracy quality. The analysis disagrees with the structural thesis of literature because it doesn.’t find significant the economic development and the inequality. The analysis also shows that majoritary electoral systems have got better quality of democracy and the multipartidism doesn.’t affect negatively the quality of democracy.Esta investigación estudia de forma comparada la calidad de la democracia en 60 países. Se identifican seis dimensiones de la calidad democrática y se obtiene, con un análisis factorial, un índice agregado. Los datos indican diferencias substanciales entre los países. Se observan disimilitudes entre las democracias del “norte” y del “sur”. El análisis de regresión múltiple indica que el capital social es el factor más explicativo de estas diferencias y que la experiencia democrática también influye en la calidad de la democracia. El análisis discrepa con las tesis estructurales de la literatura en no encontrar significativos el desarrollo económico y la desigualdad. El análisis también indica que los sistemas electorales mayoritarios tienen mejor calidad democrática y que el multipartidismo no influye negativamente en la calidad de la democracia