Munich Personal RePEc Archive

Algunos métodos para modelar tendencias y su aplicación a las series de empleo sectorial en Puerto Rico

Toledo, Wilfredo (2010): Algunos métodos para modelar tendencias y su aplicación a las series de empleo sectorial en Puerto Rico.

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Abstract

Abstracts: This paper considers the principal approaches used for modelling trends in economic time series. Deterministic, stochastic, and segmented trends models with dates of break determined endogenously are considered. Also, a review of Quandt/Andrews/Bain method to identify structural changes and construct confidence intervals for the break dates is presented. These techniques are applied to Puerto Rico sectoral employment series.

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