Cointegration analysis in the presence of outliers (Q3156196)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2125442
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Cointegration analysis in the presence of outliers |
scientific article; zbMATH DE number 2125442 |
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
0 references
0 references
0.7938724756240845
0 references
0.7819318771362305
0 references
0.7755395174026489
0 references
0.7712371349334717
0 references
0.7708137631416321
0 references
