Special Section on Exogeneity, Cointegration, and Economic Policy - Outlier Detection in Cointegration Analysis
Year of publication: |
1998
|
---|---|
Authors: | Franses, Philip Hans ; Lucas, André |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 16.1998, 4, p. 459-468
|
Saved in:
Saved in favorites
Similar items by person
-
SETS, Arbitrage Activity, and Stock Price Dynamics
Taylor, Nick, (1999)
-
Short Patches of Outliers, ARCH and Volatility Modeling
Franses, Philip Hans, (1998)
-
Measuring the impact of promotion on weekly market shares
Franses, Philip Hans, (1996)
- More ...