volatility over time. This study assesses the impact of structural changes and outliers on volatility persistence of three crude … volatility model. Secondly, we identify outliers using intervention analysis and conditional heteroscedasticity model. These … announcements on crude inventories. We show that outliers can bias the estimation of the persistence of the volatility. Taking into …

and recessions, using outlier methodology. We apply an ADF test corrected for detected outliers based on intervention …

correcting outliers and testing unit roots. Thus, the efficient unit root tests developed by Elliott, Rothenberg and Stock (1996 … outliers, over the period 1970 to 2006 (in monthly frequency). We underlined the effects of large, but infrequent shocks due to …

Using the outliers methodology, the focus of this paper is to present the time series dynamics of the German higher … education system before 1945. The outline of the paper is as follows. In Section 2, we define the outliers and describe the … outliers identification procedure. We apply this procedure to the annual series of the students enrolled in the protestant …