Haldrup, Niels; Montañés, Antonio; Sansó, Andreu - School of Economics and Management, University of Aarhus - 2004
are proposed.
Keywords: Additive outliers, outlier detection, integrated processes, peri-
odic heteroscedasticity … interest.
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correlation. Another intuition behind the proposition is that an additive outlier
will become negligible compared … these findings. Table 1 shows the
detection frequencies of the test when there is a fixed outlier in the middle of
the …