{"id":2052,"date":"1994-01-01T00:00:00","date_gmt":"1994-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/1994\/01\/01\/raices-unitarias-y-cambio-estructural-en-series-temporales-un-estudio-de-monte-carlo\/"},"modified":"1994-01-01T00:00:00","modified_gmt":"1994-01-01T00:00:00","slug":"raices-unitarias-y-cambio-estructural-en-series-temporales-un-estudio-de-monte-carlo","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/raices-unitarias-y-cambio-estructural-en-series-temporales-un-estudio-de-monte-carlo\/","title":{"rendered":"Raices unitarias y cambio estructural en series temporales: un estudio de monte carlo"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Mar\u00eda  Del Mar Sanchez De La Vega <\/strong><\/h2>\n<p>Dentro del analisis de series temporales el estudio de la estacionariedad constituye un tema de investigacion muy importante y amplio. En la modelizacion de la no estacionariedad destacan los modelos correspondientes a series estacionarias alrededor de tendencias deterministicas, et, y los modelos arima, que representan series cuyas diferencias hasta un determinado orden siguen un proceso arma estacionario e invertible. Una posibilidad intermedia entre estas dos, corresponde a series estacionarias alrededor de tendencias deterministicas que presentan cambio estructural. La determinacion de cual de estas alternativas es mas realista para una serie es, en realidad, una cuestion empirica que requiere hacer uso de procedimientos de contraste apropiados. Un amplio estudio de simulacion de monte carlo, realizado para un gran numero de contrastes, que incluye tests tradicionales de raices unitarias, tests especificos de raiz unitaria bajo cambio estructural y tests de la hipotesis nula de estacionariedad frente a la alternativa de raiz unitaria, revela el grado de error que presentan sus conclusiones en situaciones con y sin cambio estructural.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Raices unitarias y cambio estructural en series temporales: un estudio de monte carlo<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Raices unitarias y cambio estructural en series temporales: un estudio de monte carlo <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Mar\u00eda  Del Mar Sanchez De La Vega <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Murcia<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1994<\/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>Arielle Beyaert Stevens<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Joaquin Aranda Gallego <\/li>\n<li>Francisco Javier Callealta Barroso (vocal)<\/li>\n<li>Bernardo Pena Trapero (vocal)<\/li>\n<li>Carlos Murillo Fort (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Mar\u00eda Del Mar Sanchez De La Vega Dentro del analisis de series temporales el estudio de la 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