{"id":88139,"date":"2018-03-10T00:13:03","date_gmt":"2018-03-10T00:13:03","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/estacionariedad-y-cointegracion-con-datos-de-panel-una-ilustracion-para-la-ppa-latinoamericana\/"},"modified":"2018-03-10T00:13:03","modified_gmt":"2018-03-10T00:13:03","slug":"estacionariedad-y-cointegracion-con-datos-de-panel-una-ilustracion-para-la-ppa-latinoamericana","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/estacionariedad-y-cointegracion-con-datos-de-panel-una-ilustracion-para-la-ppa-latinoamericana\/","title":{"rendered":"Estacionariedad y cointegracion con datos de panel: una ilustracion para la ppa latinoamericana"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Ramon Mahia Casado <\/strong><\/h2>\n<p>El tradicional an\u00e1lisis de estancionariedad y cointegraci\u00f3n, de tanta trascendencia en la modelizacion de series temporales, se ha visto complementado recientemente con una variante tecnica de gran utilidad: la utilizacion de datos de panel para la detecci\u00f3n de raices unitarias y la exploracion de relaciones estables a largo plazo entre variables no estacionarias.  en la tesis que se resume aqu\u00ed, se expone de modo sint\u00e9tico el desarrollo te\u00f3rico los m\u00e1s importantes contrastes tanto de estacionariedad como de cointegraci\u00f3n con conjuntos de datos de panel. Asi mismo, se ilustra la aplicaci\u00f3n de estos procedimientos para el an\u00e1lisis de los tipos de cambio nominales y precios de 13 paises latinoamericanos en el contexto de la contrastaci\u00f3n de la paridad de poder adquisitivo, mediante la utilizacion del programa e-views y la realizacion de una serie de programas informaticos creados ad-hoc para poner en practica los distintos procedimientos propuestos por todos los autores analizados.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Estacionariedad y cointegracion con datos de panel: una ilustracion para la ppa latinoamericana<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Estacionariedad y cointegracion con datos de panel: una ilustracion para la ppa latinoamericana <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Ramon Mahia Casado <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Aut\u00f3noma de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 19\/12\/2000<\/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>Jose Vicens Otero<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: bernardo Pena trapero <\/li>\n<li>Jes\u00fas Cavero \u00e1lvarez (vocal)<\/li>\n<li>carles Murillo fort (vocal)<\/li>\n<li>Ana Del sur mora (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Ramon Mahia Casado El tradicional an\u00e1lisis de estancionariedad y cointegraci\u00f3n, de tanta trascendencia en la modelizacion 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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