Cointegration analysis in the presence of outliers (Q3156196): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration analysis in the presence of outliers |
scientific article |
Statements
Cointegration analysis in the presence of outliers (English)
0 references
6 January 2005
0 references
cointegrated VAR
0 references
innovational outlier
0 references
additive outlier
0 references
dummy variables
0 references
