Zobrazeno 1 - 10
of 22
pro vyhledávání: '"Daniel Ventosa-Santaularia"'
Publikováno v:
Econometrics, Vol 1, Iss 3, Pp 236-248 (2013)
Polynomial specifications are widely used, not only in applied economics, but also in epidemiology, physics, political analysis and psychology, just to mention a few examples. In many cases, the data employed to estimate such specifications are time
Externí odkaz:
https://doaj.org/article/8078aa50d3b14f1bae18d874339d772d
Publikováno v:
El Trimestre Económico, Vol 76, Iss 301, Pp 215-235 (2009)
En este estudio se analiza la hipótesis de convergencia entre regiones de la República Mexicana desde 1940, con particular interés en el periodo posterior a la liberación económica. Un análisis de series de tiempo muestra que la diferencia en i
Externí odkaz:
https://doaj.org/article/9b903d5b0d404f7ca63fc5fd47e155bc
Publikováno v:
El Trimestre Económico, Vol 75, Iss 298, Pp 519-531 (2008)
Externí odkaz:
https://doaj.org/article/e66eb86b7c924014b861620c73bc63f4
Publikováno v:
Estudios Económicos, Vol 38, Iss 2 (2023)
Piketty claims that the gap between the return to capital and the growth rate (r−g) governs the evolution of wealth inequality. This paper assesses its empirical validity using an IV approach and almost one century of US data. Our results are twofo
Externí odkaz:
https://doaj.org/article/6878acf27b48407fbc6ed0fb52378f0c
Autor:
Daniel Ventosa Santaularia
Publikováno v:
Acta Universitaria, Vol 16, Iss 3, Pp 47-51 (2012)
Los estudios empíricos en economía suelen ser realizados mediante el uso de técnicas econométricas. Estas se componen de diversos elementos entre los que destacan la economía matemática, la probabilidad y la estadística así como el análisis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doajarticles::af6e80de96e97b25695fe911cdac580e
http://www.actauniversitaria.ugto.mx/index.php/acta/article/view/179
http://www.actauniversitaria.ugto.mx/index.php/acta/article/view/179
Publikováno v:
Estudios Económicos, Vol 27, Iss 1, Pp 99-132 (2012)
Universidad de Guanajuato
UGTO
Redalyc-UGTO
Universidad de Guanajuato
UGTO
Redalyc-UGTO
Este trabajo extiende los resultados de Gonzalo y Lee (1998) mediante el estudio del comportamiento asintótico y en muestras finitas de la prueba Engle-Granger de cointegración, cuando la función de tendencia está mal especificada y omite cambios
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::e39172af9241e41c888386006a71a67d
http://www.redalyc.org/articulo.oa?id=59724371003
http://www.redalyc.org/articulo.oa?id=59724371003
Autor:
Daniel Ventosa-Santaularia
Publikováno v:
Open Journal of Statistics. :297-299
Spurious regression has been extensively studied in time series econometrics since Granger and Newbold’s seminal paper. Recently, it has been advanced that this phenomenon is due to a mistreatment of short-range autocorrelation in the residuals of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::af700cdc85ab30f6fd0d20e18e894fef
https://doi.org/10.4236/ojs.2012.23035
https://doi.org/10.4236/ojs.2012.23035
Whilst the existence of a unit root implies that current shocks have permanent effects, in the long run, the simultaneous presence of a deterministic trend obliterates that consequence. As such, the long-run level of macroeconomic series depends upon
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::658f1c64c4a1a15e7bb5e40ecda88c89
https://mpra.ub.uni-muenchen.de/58780/1/MPRA_paper_58780.pdf
https://mpra.ub.uni-muenchen.de/58780/1/MPRA_paper_58780.pdf
Publikováno v:
International Journal of Financial Studies, Vol 11, Iss 2, p 68 (2023)
As a result of the COVID-19 pandemic, governments and central banks worldwide implemented a wide range of policies to support households and businesses, among them a series of measures to support the availability of credit. This paper quantitatively
Externí odkaz:
https://doaj.org/article/21cf3f4cfe6e4485976b3567336d666a
This article proves the asymptotic efficiency of the Dickey Fuller (DF) test when the Data Generating Process of the variable under consideration is in fact mean stationary with breaks. Monte Carlo simulations show that asymptotic properties remain v
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::2e0205f9a1848bc1fef3f02c7e0f34f8
http://economia.ugto.org/WorkingPapers/EM200601.pdf
http://economia.ugto.org/WorkingPapers/EM200601.pdf