Measurement Errors and Outliers in Seasonal Unit Root Testing
Authors: | Haldrup, Niels ; Montanés, Antonio ; Sanso, Andreu |
---|---|
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Seasonal unit roots | HEGY tests | additive outliers | measurement errors | Brownian motion |
-
Measurement Errors and Outliers in Seasonal Unit Root Testing
Haldrup, Niels Prof., (2000)
-
Detection of additive outliers in seasonal time series
Haldrup, Niels, (2009)
-
Testing for Additive Outliers in Seasonally Integrated Time Series
Haldrup, Niels, (2005)
- More ...
-
Measurement errors and outliers in seasonal unit root testing
Haldrup, Niels, (2005)
-
Sequential versus simultaneous market delineation: The relevant antitrust market for salmon
Haldrup, Niels, (2005)
-
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
Haldrup, Niels, (2005)
- More ...