3 resultados para Panel unit root test
em Universidad de Alicante
Resumo:
En este trabajo se analiza la relación entre la evolución de la demanda del conjunto de la economía española frente a la de los principales componentes de gasto turístico, así como el grado de dependencia respecto al comportamiento económico de los principales países emisores de turistas hacia España. Para investigar la existencia de una relación entre estas variables se explican las principales técnicas de cointegración, que en caso de detectar dicha vinculación permiten estimar modelos de corrección del error. En concreto, en el trabajo se evalúa el comportamiento de estas variables a través de test de raíces unitarias para poder desarrollar modelos que permitan detectar con mayor precisión estas relaciones.
Resumo:
This paper considers the influence of business cycles and economic crises on Spain's tourism competitiveness. This competitiveness is measured by its share in world tourism. Analysing the presence of unit roots in the market share series from 1958 to 2010, the permanent effects of economic crises on competitiveness are evaluated. The evidence from standard linear unit root tests indicates that crises on Spanish market shares are highly persistent. When we account for endogenously determined structural breaks, we obtain greater support for stationarity, but breakpoints are identified with major economic crises. Therefore the main conclusion obtained is that the effects of the economic shocks are not neutral on competitiveness, with the negative effects being more persistent in highly intensive crises. These crises reinforce a natural downward trend of the Spanish world tourism market share caused by the natural emergence of new competing destinations and by the maturity of the Spain's principal tourism product.
Resumo:
From a set of gonioapparent automotive samples from different manufacturers we selected 28 low-chroma color pairs with relatively small color differences predominantly in lightness. These color pairs were visually assessed with a gray scale at six different viewing angles by a panel of 10 observers. Using the Standardized Residual Sum of Squares (STRESS) index, the results of our visual experiment were tested against predictions made by 12 modern color-difference formulas. From a weighted STRESS index accounting for the uncertainty in visual assessments, the best prediction of our whole experiment was achieved using AUDI2000, CAM02-SCD, CAM02-UCS and OSA-GP-Euclidean color-difference formulas, which were no statistically significant different among them. A two-step optimization of the original AUDI2000 color-difference formula resulted in a modified AUDI2000 formula which performed both, significantly better than the original formula and below the experimental inter-observer variability. Nevertheless the proposal of a new revised AUDI2000 color-difference formula requires additional experimental data.