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Comportamiento en muestras pequeñas de los atípicos innovacionales: Un ejercicio de simulación


  • F. Javier Trivez

    (Universidad de Zaragoza)

  • Javier Nievas

    (Universidad de Zaragoza)


Los atípicos u outliers innovacionales (IO), en el límite (esto es, asintóticamente y considerando un tamaño de dichos outliers suficientemente grande) no producen efecto alguno en las funciones de autocorrelación. Esto implica que la presencia de IO nos llevaría, en el límite, a identificar correctamente el proceso generador de la serie temporal objeto de estudio. El objetivo de este artículo consiste en analizar mediante un ejercicio de simulación el cumplimiento de este resultado teório (límite); en concreto, se trata de analizar si, efectivamente, para cualquier tamaño de outliers innovacionales presentes en una serie temporal, las funciones de autocorrelación muestrales no se ven afectadas por dichos atípicos.

Suggested Citation

  • F. Javier Trivez & Javier Nievas, 1996. "Comportamiento en muestras pequeñas de los atípicos innovacionales: Un ejercicio de simulación," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 5, pages 161-175, Junio.
  • Handle: RePEc:lrk:eeaart:5_2_8

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    References listed on IDEAS

    1. Wai-Sum Chan, 1995. "Understanding the effect of time series outliers on sample autocorrelations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 4(1), pages 179-186, June.
    2. Chen, Chung & Tiao, George C, 1990. "Random Level-Shift Time Series Models, ARIMA Approximations, and Level-Shift Detection," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 83-97, January.
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    Cited by:

    1. F. Javier TRIVEZ & Angel Mauricio REYES & F. Javier ALIAGA, 2009. "MEXICAN MAQUILA INDUSTRY OUTLOOK. A Quantitative Space-Time Analysis," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 9(1).

    More about this item


    Outlier innovacional; Función de autocorrelación; Función de autocorrelación parcial;

    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes


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