Santiago Montoya-Blandón

Santiago Montoya-Blandón
University of Glasgow | UofG · Adam Smith Business School

Doctor of Philosophy

About

3
Publications
98
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18
Citations
Introduction
I am a Lecturer in Econometrics for the Adam Smith Business School at the University of Glasgow. My research work covers theoretical and applied econometrics, with a focus on Bayesian analysis, and attempts to present rigorous solutions to problems that arise in applied microeconomic settings. Currently, I am also interested in the the econometric challenges inherent to network data. I am also passionate about teaching and have taught several courses in Econometrics and Bayesian methods.

Publications

Publications (3)
Article
We propose a Bayesian estimation procedure for the generalized Bass model that is used in product diffusion models. Our method forecasts product sales early based on previous similar markets; that is, we obtain pre-launch forecasts by analogy. We compare our forecasting proposal to traditional estimation approaches, and alternative new product diff...
Article
This paper proposes a new semiparametric estimator of models where the response random variable is a fraction. The estimator is constructed by optimizing a semiparametric quasi-maximum likelihood that utilizes kernel smoothing. Under suitable conditions, the consistency and asymptotic normality of the proposed estimator is established allowing for...
Article
We introduce a Bayesian instrumental variable procedure with spatial random effects that handles endogeneity, and spatial dependence with unobserved heterogeneity. We find through a limited Monte Carlo experiment that our proposal works well in terms of point estimates and prediction. We apply our method to analyze the welfare effects generated by...

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