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Última actualización: 02/12/2009
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Curriculum:Jose is an Associate Professor at the Department of Business Administration, University Carlos III. He holds a Ph. Doctorate in Economics (Dept. of Statistics and Econometrics, U. Carlos III, Spain) and a Licentiate degree in business and economics, specialized in quantitative economics (Universidad Complutense, Spain). He was post-doctoral researcher at Dept. of Economics of London School of Economics, UK, funded by a two-year individual Marie Curie Fellowship of European Commission. He had also an individual Marie Curie Reintegration Grant of European Commission at the Department of Business Administration, U. Carlos III. He has also spent several periods visiting Columbia Business School, NY, USA. His research is focused on: - Econometric theory, mathematical statistics and operations research. Recent research is mostly to do with nonparametric estimation, spatial statistics, worst-case estimation and wavelet based algorithms for deterministic and stochastic optimal control problems.
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 José Manuel Vidal-Sanz
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Associate Professor of Marketing
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- Quantitative Marketing. Recent research has been concerned with the optimal planning of promotions, spatial analysis of retailers, and financial valuation of marketing decisions.
Another research line consists of developing leading teaching tools based on marketing virtual simulations: http://marketinggame.uc3m.es/intro/
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Significant Publications:
- Miguel A. Delgado y Jose M. Vidal-Sanz (2002) “Averaged Singular Integral Estimation as a Bias Reduction Technique”,Journal of Multivariate Analysis, Volume 80, Number 1, pp. 127-137.
- Jose M. Vidal-Sanz y Miguel A. Delgado (2004): “Universal Consistency of Delta Estimators”, Annals of the Institute of Statistical Mathematics, Volume 56, Number 4, pp. 791-818.
- Jose M. Vidal-Sanz (2005): “Pointwise Universal Consistency of Nonparametric Density Estimators”, Bernoulli, Volume 11, Number 6, pp. 971–985.
- Peter M. Robinson y Jose M. Vidal-Sanz (2006): “Modified Whittle Estimation of Multilateral Models on a Lattice”, Journal of Multivariate Analysis, Volume 97, issue 5, 1090-1120.
- Mercedes Esteban-Bravo y Jose M. Vidal-Sanz (2006): “Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm”, Computers And Mathematics With Applications (CAMWA), Volume 52, Issue 1-2, pp. 137-160.
- Mercedes Esteban-Bravo y Jose M. Vidal-Sanz (2007): “Worst-Case Estimation for Econometric Models with Unobservable Components”, Computational Statistics and Data Analysis, Volume 51, Issue 7, pp. 3330-3354.
- Mercedes Esteban-Bravo, Jose M. Múgica y Jose M. Vidal-Sanz (2005): “Optimal Duration of Magazine Promotions”, Marketing Letters, Volume 16, issue 2, pp. 99–114.
- Mercedes Esteban-Bravo y Jose M. Vidal-Sanz (2007): “Computing Continuous-Time Growth Models with Boundary Conditions via Wavelets”, Journal of Economics Dynamics and Control (JEDC), Volume 31, Issue 11, 3614-3643.
- Jose M. Vidal-Sanz (2009): “Automatic Spectral Density Estimation for Random Fields on a Lattice via Bootstrap”, Test, Volume 18, Number 1, 96-114
- Mercedes Esteban-Bravo, José M. Múgica, y Jose M. Vidal-Sanz (2009): “Magazine Sales Promotion. A dynamic response Analysis”, Journal of Advertising, Volume 38, Number 1, Spring 2009, pp. 137-146. Working paper older version available at:
http://hdl.handle.net/10016/429
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Printable version