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

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+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
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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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