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~isPartOf:"Journal of macroeconomics"
~person:"Hecq, Alain W. J."
~person:"Pesaran, M. Hashem"
~subject:"Cointegration"
~subject:"Outlier detection"
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Hecq, Alain W. J.
Pesaran, M. Hashem
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Testing for news and noise in non-stationary time series subject to multiple historical revisions
Hecq, Alain W. J.
;
Jacobs, Jan
;
Stamatogiannis, Michalis P.
- In:
Journal of macroeconomics
60
(
2019
),
pp. 396-407
Persistent link: https://www.econbiz.de/10012243203
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