Listar Documentos de Trabajo e Informes Técnicos por autor "DIAZ-EMPARANZA HERRERO, IGNACIO"
Mostrando ítems 1-4 de 4
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Analysis of the relationship between International Immigration and Unemployement
[EN] The relationship between the unemployment and the international immigration is getting interest while the differences between poor and rich countries are stressed. The poor countries offer cheap work force to occupy ... -
Estacionalidad determinista y estocástica en series temporales macroeconómicas
Basándose en la literatura existente, en este trabajo se propone una metodología para el estudio gráfico y analítico del componente estacional en una serie temporal. El objetivo del análisis es determinar si el componente ... -
Numerical Distribution Functions for Seasonal Unit Root Tests
When working with time series data observed at intervals smaller than a year, it is often necessary to test for the presence of seasonal unit roots. One of the most widely used methods for testing seasonal unit roots is ... -
Seasonal Stability Tests in gretl. An Application to International Tourism Data
The seasonal stability tests of Canova & Hansen (1995) (CH) provide a method complementary to that of Hylleberg et al. (1990) for testing for seasonal unit roots. But the distribution of the CH tests are unknown in small ...