Econometría y Aplicaciones

Researchers: Federico Crudu, Felipe Osorio



  • “Inference in Instrumental Variables Models with Heteroskedasticity”. FONDECYT 11140433
  • “Inference in Instrumental Variables Models with Heteroskedasticity”. VRIEA- PUCV 712/2014


  • T. and Sándor, Z. “On the Finite Sample Properties of Conditional Empirical Likelihood Estimators”, forthcoming, Communications in Statistics – Simulation and Computation. (2015)
  • Bevilacqua, M. ; Crudu, F. and Porcu, E. “Combining Euclidean and Composite Likelihood for Binary Spatial data Estimation”. Stochastic Environmental Research and Risk Assessment, 29335-346.(2015)
  • Crudu, F. and Bekker, P.A. “Jackknife instrumental variable estimation with heteroskedasticity”, Journal of Econometrics, 185332-342. (2015)
  • Crudu, F.; Porcu, E. and Bevilacqua, M. Discussion on “Multiscale change point inference” by K. Frick et al. Journal of the Royal Statistical Society B, 76546.(2014)
  • Bravo, F. and Crudu, F. “Efficient bootstrap with weakly dependent processes”, Computational Statistics and Data Analysis, Vol. 56 3444-3458 (2012)
  • Cademartori, D., Navia, R., Galea, M., Osorio, F. “Prediction of the economic activity from the short and long-term interest rate differential: New evidences in Chile and the United States of America cases”. Applied Economics Letters 15 (9), 707-712. (2008).
  • Osorio, F., Galea, M. “Detection of a change-point in Student-t linear regression models”. Statistical Papers 47 (1), 31-38. (2006).