Variables que afectan las propiedades de soldabilidad e integridad del recubrimiento de Galvanneal en un acero IF [por] Carlos Alejandro Campos Garza

Tesis (Maestría en Ciencias de la Ingeniería Mecánica con Especialidad en Materiales) U.A.N.L.

Optimización de las variables envueltas en el maquinado en un torno de control numérico computarizado

Tesis (Maestro en Ciencias de la Ingeniería de Manufactura con Especialidad en Automatización) U.A.N.L.

Optimización de las variables envueltas en el maquinado en un centro de maquinado de control numérico computarizado

Tesis (Maestro en Ciencias de la Ingeniería de Manufactura con Especialidad en Automatización) - Universidad Autónoma de Nuevo León, Facultad de Ingeniería Mecánica y Eléctrica.

Estructura espacial y relaciones entre características del suelo y variables dasometricas en ecosistemas forestales del sur de Nuevo León.

Tesis (Maestría en Ciencias Forestales) UANL, 2010.

Estudio de la relación variables de proceso, microestructura y propiedades del hierro grafito compacto.

Tesis (Maestría en Ciencias de la Ingeniería Mecánica con Especialidad en Materiales) UANL, 2011.

Estudio comparativo de variables psicosociales relacionadas con la calidad de vida en mujeres con cáncer de mama.

Tesis (Maestría en Ciencias) UANL, 2012.

Identificar las variables psicométricas críticas para la selección de candidatos al puesto de ejecutivo de servicio telefónico, en una empresa del sector financiero.

Tesis (Maestría en Psicología Laboral y Organizacional) UANL, 2011.

Interrelación entre las principales variables de la organización familiar y la fecundidad

UANL

Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables

This paper assesses the empirical performance of an intertemporal option pricing model with latent variables which generalizes the Hull-White stochastic volatility formula. Using this generalized formula in an ad-hoc fashion to extract two implicit parameters and forecast next day S&P 500 option prices, we obtain similar pricing errors than with implied volatility alone as in the Hull-White case. When we specialize this model to an equilibrium recursive utility model, we show through simulations that option prices are more informative than stock prices about the structural parameters of the model. We also show that a simple method of moments with a panel of option prices provides good estimates of the parameters of the model. This lays the ground for an empirical assessment of this equilibrium model with S&P 500 option prices in terms of pricing errors.

A Representation Theorem for Domains with Discrete and Continuous Variables.

This paper proves a new representation theorem for domains with both discrete and continuous variables. The result generalizes Debreu's well-known representation theorem on connected domains. A strengthening of the standard continuity axiom is used in order to guarantee the existence of a representation. A generalization of the main theorem and an application of the more general result are also presented.

Computation and Analysis of Multiple Structural-Change Models

In a recent paper, Bai and Perron (1998) considered theoretical issues related to the limiting distribution of estimators and test statistics in the linear model with multiple structural changes. In this companion paper, we consider practical issues for the empirical applications of the procedures. We first address the problem of estimation of the break dates and present an efficient algorithm to obtain global minimizers of the sum of squared residuals. This algorithm is based on the principle of dynamic programming and requires at most least-squares operations of order O(T 2) for any number of breaks. Our method can be applied to both pure and partial structural-change models. Secondly, we consider the problem of forming confidence intervals for the break dates under various hypotheses about the structure of the data and the errors across segments. Third, we address the issue of testing for structural changes under very general conditions on the data and the errors. Fourth, we address the issue of estimating the number of breaks. We present simulation results pertaining to the behavior of the estimators and tests in finite samples. Finally, a few empirical applications are presented to illustrate the usefulness of the procedures. All methods discussed are implemented in a GAUSS program available upon request for non-profit academic use.

Le rendement de l'éducation au Canada en 1993 : une estimation par la méthode des variables instrumentales.

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