| Comparing proportional hazards and accelerated failure time models for survival analysis J Orbe, E Ferreira, V Núñez‐Antón Statistics in medicine 21 (22), 3493-3510, 2002 | 224 | 2002 |
| Nonparametric estimation of time varying parameters under shape restrictions S Orbe, E Ferreira, J Rodriguez-Poo journal of Econometrics 126 (1), 53-77, 2005 | 109 | 2005 |
| Censored partial regression J Orbe, E Ferreira, V Núñez‐Antón Biostatistics 4 (1), 109-121, 2003 | 50 | 2003 |
| Economic sentiment and yield spreads in Europe E Ferreira, MI Martínez Serna, E Navarro, G Rubio European Financial Management 14 (2), 206-221, 2008 | 44 | 2008 |
| Gender implicit bias and glass ceiling effects MP Espinosa, E Ferreira Journal of Applied Economics 25 (1), 37-57, 2022 | 38 | 2022 |
| On the estimation and testing of time varying constraints in econometric models S Orbe, E Ferreira, J Rodriguez-Poo Statistica Sinica, 1313-1333, 2006 | 36 | 2006 |
| Conditional beta pricing models: A nonparametric approach E Ferreira, J Gil-Bazo, S Orbe Journal of Banking & Finance 35 (12), 3362-3382, 2011 | 33 | 2011 |
| Length of time spent in Chapter 11 bankruptcy: a censored partial regression model J Orbe, E Ferreira, V Nunez-Anton Applied Economics 34 (15), 1949-1957, 2002 | 31 | 2002 |
| Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model J Orbe, E Ferreira, V Nunez-Anton Economics Letters 71 (1), 35-42, 2001 | 25 | 2001 |
| Time-varying coefficient estimation in SURE models. Application to portfolio management I Casas, E Ferreira, S Orbe Journal of Financial Econometrics 19 (4), 707-745, 2021 | 23 | 2021 |
| A nonparametric method to estimate time varying coefficients under seasonal constraints S Orbe, E Ferreira, J Rodríguez-póo Journal of nonparametric statistics 12 (6), 779-806, 2000 | 23 | 2000 |
| Kernel regression estimates of growth curves using nonstationary correlated errors E Ferreira, V Núñez-Antón, J Rodríguez-Póo Statistics & probability letters 34 (4), 413-423, 1997 | 21 | 1997 |
| Testing for differences between conditional means in a time series context E Ferreira, W Stute Journal of the American Statistical Association 99 (465), 169-174, 2004 | 19 | 2004 |
| Optimal dynamic resource allocation to prevent defaults U Ayesta, M Erausquin, E Ferreira, P Jacko Operations Research Letters 44 (4), 451-456, 2016 | 18 | 2016 |
| Semiparametric approaches to signal extraction problems in economic time series E Ferreira, V Núñez-Antón, J Rodríguez-Póo Computational Statistics & Data Analysis 33 (3), 315-333, 2000 | 18 | 2000 |
| An algorithm to estimate time-varying parameter SURE models under different types of restriction S Orbe, E Ferreira, J Rodriguez-Poo Computational statistics & data analysis 42 (3), 363-383, 2003 | 17 | 2003 |
| An empirical comparison of the performance of alternative option pricing models E Ferreira, M Gago, Á León, G Rubio investigaciones económicas 29 (3), 483-523, 2005 | 15 | 2005 |
| Loss of structural balance in stock markets E Ferreira, S Orbe, J Ascorbebeitia, B Álvarez Pereira, E Estrada Scientific Reports 11 (1), 12230, 2021 | 8 | 2021 |
| Why are there time-varying comovements in the European stock market? E Ferreira, S Orbe The European Journal of Finance 24 (10), 828-848, 2018 | 8 | 2018 |
| Nonparametric estimation of conditional beta pricing models E Ferreira, J Gil-Bazo, S Orbe | 8 | 2008 |
