ON THE IMPORTANCE OF THE ARRIVAL OF NEW INFORMATION

This paper develops a framework for evaluating the importance of the arrival of new information for forecasting, estimation, and decision making. By fusing known and recently developed statistical tests and concepts, the paper provides guidelines for detecting outliers, influential observations, inn...

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Detalles Bibliográficos
Autor principal:	CHUMACERO,RÓMULO A
Lenguaje:	English
Publicado:	Universidad de Chile. Departamento de Economía 2010
Materias:	News Innovation Outlier Influential analysis
Acceso en línea:	http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-52862010000200003
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spelling	oai:scielo:S0718-528620100002000032011-01-28ON THE IMPORTANCE OF THE ARRIVAL OF NEW INFORMATIONCHUMACERO,RÓMULO A News Innovation Outlier Influential analysis This paper develops a framework for evaluating the importance of the arrival of new information for forecasting, estimation, and decision making. By fusing known and recently developed statistical tests and concepts, the paper provides guidelines for detecting outliers, influential observations, innovations, and possible breaks in the end of the sample. The methodology is applied to analyze the Chilean CPI inflation.info:eu-repo/semantics/openAccessUniversidad de Chile. Departamento de EconomíaEstudios de economía v.37 n.2 20102010-12-01text/htmlhttp://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-52862010000200003en10.4067/S0718-52862010000200003
institution	Scielo Chile
collection	Scielo Chile
language	English
topic	News Innovation Outlier Influential analysis
spellingShingle	News Innovation Outlier Influential analysis CHUMACERO,RÓMULO A ON THE IMPORTANCE OF THE ARRIVAL OF NEW INFORMATION
description	This paper develops a framework for evaluating the importance of the arrival of new information for forecasting, estimation, and decision making. By fusing known and recently developed statistical tests and concepts, the paper provides guidelines for detecting outliers, influential observations, innovations, and possible breaks in the end of the sample. The methodology is applied to analyze the Chilean CPI inflation.
author	CHUMACERO,RÓMULO A
author_facet	CHUMACERO,RÓMULO A
author_sort	CHUMACERO,RÓMULO A
title	ON THE IMPORTANCE OF THE ARRIVAL OF NEW INFORMATION
title_short	ON THE IMPORTANCE OF THE ARRIVAL OF NEW INFORMATION
title_full	ON THE IMPORTANCE OF THE ARRIVAL OF NEW INFORMATION
title_fullStr	ON THE IMPORTANCE OF THE ARRIVAL OF NEW INFORMATION
title_full_unstemmed	ON THE IMPORTANCE OF THE ARRIVAL OF NEW INFORMATION
title_sort	on the importance of the arrival of new information
publisher	Universidad de Chile. Departamento de Economía
publishDate	2010
url	http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-52862010000200003
work_keys_str_mv	AT chumaceroromuloa ontheimportanceofthearrivalofnewinformation
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ON THE IMPORTANCE OF THE ARRIVAL OF NEW INFORMATION

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