Cointegration analysis in the presence of outliers (Q3156196)

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Cointegration analysis in the presence of outliers
scientific article

    Statements

    title
    Cointegration analysis in the presence of outliers (English)
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    author
    Heino Bohn Nielsen
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    publication date
    6 January 2005
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    zbMATH Keywords
    cointegrated VAR
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    innovational outlier
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    additive outlier
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    dummy variables
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    65C05
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    62P05
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    zbMATH DE Number
    2125442
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    OpenAlex ID
    W3124148383
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