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~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~subject:"Bayes-Statistik"
~subject:"Impulse responses"
~subject:"Model selection"
~subject:"Panel"
~subject:"Theorie"
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Gottfried Wilhelm Leibniz Universität Hannover
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Essays on nonlinearities in time series : regime switching, outlying observations, and changes in persistence
Rinke, Saskia
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2017
Information criteria, nonlinearity, additive outliers, innovative outliers, change in persistence, outlier detection. - Informationskriterien, Nichtlinearität, additive Ausreißer, innovative Ausreißer, Persistenzbruch, Ausreißerermittlung
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