{"id":17098,"date":"2018-03-09T09:05:01","date_gmt":"2018-03-09T09:05:01","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/ensayos-sobre-contrastes-de-raa%c2%adces-unitarias-y-cointegracion-con-ata%c2%adpicos-y-cambios-estructurales-solucion-en-muestras-finitas\/"},"modified":"2018-03-09T09:05:01","modified_gmt":"2018-03-09T09:05:01","slug":"ensayos-sobre-contrastes-de-raa%c2%adces-unitarias-y-cointegracion-con-ata%c2%adpicos-y-cambios-estructurales-solucion-en-muestras-finitas","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/ensayos-sobre-contrastes-de-raa%c2%adces-unitarias-y-cointegracion-con-ata%c2%adpicos-y-cambios-estructurales-solucion-en-muestras-finitas\/","title":{"rendered":"Ensayos sobre contrastes de ra\u00edces unitarias y cointegraci\u00f3n con at\u00edpicos y cambios estructurales: soluci\u00f3n en muestras finitas"},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Arranz Cuesta Miguel Angel <\/strong><\/h2>\n<p>En la tesis se analizan los problemas que la presencia de observaci\u00f3n at\u00edpicas y cambios estructurales plantean para la contrastaci\u00f3n de ra\u00edces unitarios y cointegraci\u00f3n en las series temporales.  en el caso de que tengamos observaciones at\u00edpicas aditivas la soluci\u00f3n propuesta es la aplicaci\u00f3n de los contrastes al componente tendencial obtenido tras aplicar filtros de tipo pasa-baja combinado con metodolog\u00eda bootstrap.  la soluci\u00f3n a los problemas de cambios estructurales con alg\u00fan tipo de co-ruptura parcial en variables cointegradas es la utilizaci\u00f3n de modelos ecm extendidos, tambi\u00e9n con bootstrap. Si no hay cambios estructurales, sino s\u00f3lo observaciones at\u00edpicas aditivas, se aplica bootstrap a los componentes tendenciales.  esta metodolog\u00eda se aplica a las series de tipo de cambio finlandia-usa, objeto de controversia.  por \u00faltimo, se introduce un nuevo estimador de vectores de cointegraci\u00f3n basado en variables instrumentales que mejora en gran medida las propiedades en muestras finitas del estimador mco.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Ensayos sobre contrastes de ra\u00edces unitarias y cointegraci\u00f3n con at\u00edpicos y cambios estructurales: soluci\u00f3n en muestras finitas<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Ensayos sobre contrastes de ra\u00edces unitarias y cointegraci\u00f3n con at\u00edpicos y cambios estructurales: soluci\u00f3n en muestras finitas <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Arranz Cuesta Miguel Angel <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 29\/05\/2002<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Alvaro Escribano Saez<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: emilio Cerd\u00e1 tena <\/li>\n<li> Dolado lobregad Juan  Jos\u00e9 (vocal)<\/li>\n<li>Antonio Monta\u00f1es bernal (vocal)<\/li>\n<li>Jes\u00fas Gonzalo mu\u00f1oz (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Arranz Cuesta Miguel Angel En la tesis se analizan los problemas que la presencia de observaci\u00f3n at\u00edpicas [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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