{"id":31295,"date":"1997-01-01T00:00:00","date_gmt":"1997-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/spurious-and-cointegrating-regressions-in-the-presence-of-monstationary-higher-order-and-fractionally-integrated-stochastic-processes\/"},"modified":"1997-01-01T00:00:00","modified_gmt":"1997-01-01T00:00:00","slug":"spurious-and-cointegrating-regressions-in-the-presence-of-monstationary-higher-order-and-fractionally-integrated-stochastic-processes","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/spurious-and-cointegrating-regressions-in-the-presence-of-monstationary-higher-order-and-fractionally-integrated-stochastic-processes\/","title":{"rendered":"Spurious and cointegrating regressions in the presence of monstationary higher order and fractionally integrated stochastic processes."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Francisco Marmol Prieto <\/strong><\/h2>\n<p>La presente tesis re-examina desde un punto de vista analitico la estimacion eficiente de los lectores de cointegracion de un modelo de regresion lineal de series temporales en un marco multivariante. Dichas series estan fraccionalmente integradas o son no estacionarias integradas de orden superior.  los aspectos de modelizacion y de especificacion son tambien considerados, asi como la teoria de las regresiones espureas y no balanceadas en dicho entorno econometrico.  se derivan las distribuciones asintoticas de los metodos de estimacion de mayor utilidad en econometria.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Spurious and cointegrating regressions in the presence of monstationary higher order and fractionally integrated stochastic processes.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Spurious and cointegrating regressions in the presence of monstationary higher order and fractionally integrated stochastic processes. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Francisco Marmol Prieto <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Aut\u00f3noma de barcelona<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1997<\/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>Jos\u00e9 Luis Raymond Bara<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Ezequiel Uriel <\/li>\n<li>\u00c1lvaro Escribano (vocal)<\/li>\n<li>Jos\u00e9 Dolado Juan (vocal)<\/li>\n<li>Montserrat Farell (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Francisco Marmol Prieto La presente tesis re-examina desde un punto de vista analitico la estimacion eficiente de [&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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