Follow
Sonia Sotoca
Sonia Sotoca
Profesora de Econometría (UCM)
Verified email at ccee.ucm.es - Homepage
Title
Cited by
Cited by
Year
Innovation and business survival: A long-term approach
JM Ortiz-Villajos, S Sotoca
Research policy 47 (8), 1418-1436, 2018
1942018
Antes, bastante antes: la primera fase de la integrariÓn del mercado español de trigo, 1725-1808
E Llopis, S Sotoca
Historia agraria, 2005
64*2005
State-space methods for time series analysis: theory, applications and software
J Casals, A Garcia-Hiernaux, M Jerez, S Sotoca, AA Trindade
Chapman and Hall/CRC, 2018
532018
Exact smoothing for stationary and non-stationary time series
J Casals, M Jerez, S Sotoca
International Journal of Forecasting 16 (1), 59-69, 2000
522000
A fast and stable method to compute the likelihood of time invariant state-space models
J Casals, S Sotoca, M Jerez
Economics Letters 65 (3), 329-337, 1999
461999
An exact multivariate model-based structural decomposition
J Casals, M Jerez, S Sotoca
Journal of the American Statistical Association 97 (458), 553-564, 2002
442002
Decomposition of a state-space model with inputs
J Casals, M Jerez, S Sotoca
Journal of Statistical Computation and Simulation 80 (9), 979-992, 2010
32*2010
Modelling and forecasting time series sampled at different frequencies
J Casals, M Jerez, S Sotoca
Journal of Forecasting 28 (4), 316-342, 2009
282009
The exact likelihood for a state space model with stochastic inputs
J Casals, S Sotoca
Computers & Mathematics with Applications 42 (1-2), 199-209, 2001
142001
Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs
J Casals, S Sotoca
Economics Letters 57 (3), 261-267, 1997
131997
La integración del mercado español del trigo en los siglos XVIII y XIX: un proceso precoz, prolongado y agitado
E Llopis, S Sotoca
VIII Congreso de la Asociación Española de Historia Económica. Sesión B. 10 …, 2005
122005
Time Series Analysis using MATLAB
J Terceiro, JM CASALS, M Jerez, GR Serrano, S Sotoca
Including a complete MATLAB Toolbox, 2000
112000
The likelihood of multivariate GARCH models is ill-conditioned
MJ Méndez, JC Carro, SS López
The likelihood of multivariate GARCH models is ill-conditioned 4, 1-29, 1999
91999
An approach to entrepreneurial success and its determinants: The case of Spain
JM Ortiz-Villajos, S Sotoca
Entrepreneurship and Growth: An International Historical Perspective, 133-172, 2013
62013
Sistemas de evaluación objetiva a distancia en métodos cuantitativos: valoración de plataformas alternativas
M Jerez, M Robles, GR Serrano, A Mauricio, M Bujosa, A García Hiernaux, ...
RELADA-Revista Electrónica de ADA-Madrid 6 (3), 2012
62012
Empirical modeling of time series sampled at different frequencies
J Casals, M Jerez, S Sotoca
Working Paper, Universidad Complutense, Madrid, 2004
62004
Signal Extraction for Linear State-Space Models: Including a free MATLAB Toolbox for Time Series Modeling and Decomposition
M Jerez, J Casals, S Sotoca
LAP LAMBERT Academic Publishing, 2011
52011
Signal Extraction for Linear State-Space Models
M Jerez, J Casals, S Sotoca
LAP LAMBERT Academic Publishing, 2011
52011
Likelihood stabilization for ill-conditioned vector GARCH models
M Jerez, J Casals, S Sotoca
Computational Statistics 24, 15-35, 2009
52009
Time Series Analysis using MATLAB, including a complete MATLAB Toolbox
J TERCEIRO, J CASALS, M JEREZ, GR SERRANO, S SOTOCA
Esta referencia y el software asociado puede descargarse del sitio WEB http …, 2000
52000
The system can't perform the operation now. Try again later.
Articles 1–20