{"id":34180,"date":"1998-01-01T00:00:00","date_gmt":"1998-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/metodos-de-subespacios-en-econometria\/"},"modified":"1998-01-01T00:00:00","modified_gmt":"1998-01-01T00:00:00","slug":"metodos-de-subespacios-en-econometria","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/metodos-de-subespacios-en-econometria\/","title":{"rendered":"Metodos de subespacios en econometria."},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Casals Carro Jos\u00e9 Manuel <\/strong><\/h2>\n<p>En este trabajo se desarrolla una metodolog\u00eda de especificaci\u00f3n emp\u00edrica de modelos econom\u00e9tricos din\u00e1micos, utilizando para ello algoritmos de subespacios. Consiste, sucesivamente, en: 1) determinar la dimensi\u00f3n del sistema, 2) estimar una realizaci\u00f3n en espacio de los estados a partir de los datos y del orden seleccionado y 3) reducir el modelo a una forma can\u00f3nica identificable. El procedimiento propuesto incorpora doblemente el criterio de selecci\u00f3n de modelos simples.  en primer lugar, el an\u00e1lisis se reduce a realizaciones de dimensi\u00f3n m\u00ednima, de acuerdo con el orden de din\u00e1mica que reflejan los datos observados. En segundo lugar, la transformaci\u00f3n del modelo a una forma can\u00f3nica identificable reduce considerablemente el n\u00famero de coeficientes no restringidos que caracterizan el modelo en espacio de los estados. El modelo inicial que se obtiene en la fase de especificaci\u00f3n puede utilizarse como condici\u00f3n inicial de una estimaci\u00f3n por m\u00e1xima-verosimilitud.  las ventajas de esta metodolog\u00eda frente a otra alternativa pueden resumirse en los siguientes puntos: 1) son procedimientos que permiten especificar un modelo econom\u00e9trico de forma autom\u00e1tica o semi-autom\u00e1tica, sin introducir decisiones subjetivas sobre la estructura del modelo no explicadas por los datos; 2) se parte de una representaci\u00f3n general del modelo din\u00e1mico en forma de espacio de los estados; 3) se trata de procedimientos eficientes desde un punto de vista computacional.  asimismo, se tratan aspectos caracter\u00edsticos de las series econ\u00f3micas como son la estacionalidad, valores at\u00edpicos, errores de observaci\u00f3n y el reducido tama\u00f1o de las muestras.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Metodos de subespacios en econometria.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Metodos de subespacios en econometria. <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Casals Carro Jos\u00e9 Manuel <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1998<\/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>Jaime Terceiro Lomba<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Alfonso Novales Cinca <\/li>\n<li>Daniel Pe\u00f1a S\u00e1nchez De Rivera (vocal)<\/li>\n<li>Juan  Luis Del Hoyo  Bernat (vocal)<\/li>\n<li> Gallego Gomez Jos\u00e9 Luis (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Casals Carro Jos\u00e9 Manuel En este trabajo se desarrolla una metodolog\u00eda de especificaci\u00f3n emp\u00edrica de modelos econom\u00e9tricos [&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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