Una aplicación de los contrastes M y de la matriz de información dinámica: el caso de la demanda de dinero norteamericana, 1960-1984
| dc.contributor.author | Pérez Amaral, Teodosio | |
| dc.date.accessioned | 2023-06-21T01:32:25Z | |
| dc.date.available | 2023-06-21T01:32:25Z | |
| dc.date.issued | 1989 | |
| dc.description.abstract | Este trabajo estudia el comportamiento de los contrastes M y de la matriz de la información dinámica aplicadas a la especificación de la demanda de dinero para la economía norteamericana propuesta por Baba, Hendry y Starr. Se concluye que los contrastes se comportan aceptablemente y que el modelo pasa la mayoría de los diagnósticos a excepción de los de autocorrelación de órdenes 3 y 8, lo que podría deberse a problemas derivados de la desestacionalización de los datos. | |
| dc.description.department | Decanato | |
| dc.description.faculty | Fac. de Ciencias Económicas y Empresariales | |
| dc.description.refereed | TRUE | |
| dc.description.status | pub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/25269 | |
| dc.identifier.relatedurl | http://economicasyempresariales.ucm.es/working-papers-ccee | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/63930 | |
| dc.issue.number | 09 | |
| dc.language.iso | spa | |
| dc.page.total | 75 | |
| dc.publisher | Facultad de Ciencias Económicas y Empresariales. Decanato | |
| dc.relation.ispartofseries | Documentos de Trabajo de la Facultad de Ciencias Económicas y Empresariales | |
| dc.rights.accessRights | open access | |
| dc.subject.keyword | Contrastes M | |
| dc.subject.keyword | Matriz de información dinámica | |
| dc.subject.ucm | Econometría (Economía) | |
| dc.subject.ucm | Teorías económicas | |
| dc.subject.unesco | 5302 Econometría | |
| dc.subject.unesco | 5307 Teoría Económica | |
| dc.title | Una aplicación de los contrastes M y de la matriz de información dinámica: el caso de la demanda de dinero norteamericana, 1960-1984 | |
| dc.type | technical report | |
| dc.volume.number | 1989 | |
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| dspace.entity.type | Publication | |
| relation.isAuthorOfPublication | 14ac85fa-418f-40ee-b712-4075cd494574 | |
| relation.isAuthorOfPublication.latestForDiscovery | 14ac85fa-418f-40ee-b712-4075cd494574 |
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