Cointegration analysis in the presence of outliers (Q3156196): Difference between revisions

@@ Property / DOI @@
-.1111/j.1368-423X.2004.00130.x
@@ Property / DOI: 10.1111/j.1368-423X.2004.00130.x / rank @@
-Normal rank
@@ Property / cites work @@
+Outlier robust analysis of long-run marketing effects for weekly scanning data
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+Missing observations in ARIMA models: Skipping approach versus additive outlier approach
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+Classical and Bayesian aspects of robust unit root inference
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+Cointegration analysis in the presence of structural breaks in the deterministic trend
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+A distance measure between cointegration spaces
@@ Property / cites work: A distance measure between cointegration spaces / rank @@
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+Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process
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+Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1368-423x.2004.00130.x
+Normal rank
@@ Property / OpenAlex ID @@
+W3124148383
@@ Property / OpenAlex ID: W3124148383 / rank @@
+Normal rank
@@ Property / DOI @@
+.1111/J.1368-423X.2004.00130.X
@@ Property / DOI: 10.1111/J.1368-423X.2004.00130.X / rank @@
+Normal rank