I am Assistant Professor at the Department of Statistics of the University of Concepción (UdeC). I have a MSc and PhD in Business Administration and Quantitative Methods from Carlos III University (Madrid, Spain) and a BSc in Economics from the National University of Cordoba (Argentina).

My interest topics are Econometrics and Time Series Econometrics, Methodology and Applications.
 

Publications

• "Kalman filter estimation for a regression model with locally
  stationary errors" (2013). Computational Statistics and Data Analysis, Vol 62, 52-69. (With Guillermo Ferreira y Bernardo Lagos).

• "Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters" (2012). Computational Statistics and Data Analysis, Vol 56, 62-74. (With Esther Ruiz).

• "Bootstrap Prediction Intervals in State Space Models" (2009). Journal of Time Series Analysis, Vol 30, 167-178. (With Esther Ruiz).

• “A Parametric Estimation of Personal Income Distribution in Argentina Using the Dagum Model” (2003). Special Issue of the Journal of the Inter-American Statistical Institute (IASI), “Estadística” Vol 55, Numbers 164-165. (With H. Gertel, R. Giuliodori, P. Auerbach).
   

Article in edited books

• Analysis of the Short Term Impact of the Argentine Social Assistance Program `Plan Jefes y Jefas' on Income Inequality Applying the Dagum Decomposition Analysis of the Gini Ratio (Working Paper), (2008), with H. Gertel and R. Giuliodori, in Gianni Betti and Achille Lemmi (eds.), Advances on Income Inequality and Concentration Measures, Routledge, UK.

Working papers

• "Testing The Presence Of Heteroscedasticity In Unobserved Component Models" (2013). Submitted to the Journal of Time series Analysis. (With Guillermo Ferreira).

• "La contribución de la educación y la diferenciación por sexo en las medidas de desigualdad del ingreso" (2003). Publications of the Universidad de Belgrano, working paper Nº 111, Buenos Aires, Argentina. (With H. Gertel and R. Giuliodori)

• "Un ejercicio de descomposición del Coeficiente de Gini para la distribución del ingreso entre poblaciones con diferente nivel de escolaridad de Argentina. Año 2002" (2002). (With H. Gertel and R. Giuliodori)

• "Does Schooling Contribute to Increase Individuals´ Chances to Access The More Affluent Income Groups?" (2002). (With H. Gertel and R. Giuliodori)

• "Unemployment and income distribution analysis. New evidences using a Dagum parametric income distribution model". 2001. (With H. Gertel, R. Giuliodori and P. Auerbach)

• "Evaluating equality using parametric income Distribution models. An exploration of alternative effects using a Dagun Parametric income distribution model" (2001). (With H. Gertel, R. Giuliodori and P. Auerbach).
   

Participation in projects or research programs

• FONDECYT (Iniciación)
  Title: Incorporating the Parameter Uncertainty Into the Prediction Mean Square Error in Unobserved Component Models
  Role: Principal Researcher
  Begin year: 2010
  End year: 2013
  Specification: Principal Researcher: Alejandro Rodriguez, Universidad de Concepción, e-mail:aleferodriguez@udec.cl.  Project N11100100.

• Title: Non-Parametric technics and intensive computing statistics
  Role: Otro
  Begin year: 2006
  End year: 2006
  Specification: Principal Researcher: Professor Juan Romo, Universidad Carlos III de Madrid, email: juan.romo@uc3m.es. Project N2006/03565/001.

• Title: Uncertainty in developing of econometric models and Methodology for constructing prediction in macroeconomic and financial time series.
  Role: Collaborator
  Begin year: 2006
  End year: 2009
  Specification: Principal Researcher: Professor Esther Ruiz, Universidad Carlos III de Madrid, ortega@est-econ.uc3m.es. Project N2006/03958/001.

• Title: Uncertainty in predictions: Application to macroeconomic and financial time series of the State of Madrid
  Role: Collaborator
  Begin year: 2007
  End year: 2007
  Specification: Principal Researcher: Professor Antoni Espasa, Universidad
  Carlos III de Madrid, espasa@est-econ.uc3m.es.  Project N2007/04124/001.

• Title: Uncertainty in macroeconomic and financial predictions: Bootstrap and multivariate models
  Role: Collaborator
  Begin year: 2010
  End year: 2010
  Specification: Principal Researcher: Professor Esther Ruiz, Universidad Carlos III de Madrid, ortega@est-econ.uc3m.es.  Project N2006/03958/001.