Detecting shocks: Outliers and breaks in time series
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- Detecting shocks: Outliers and breaks in time series
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Cited in
(17)- Detecting shocks: Outliers and breaks in time series
- OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS
- On markov chain monte carlo methods for nonlinear and non-gaussian state-space models
- Bayesian analysis of autoregressive time series with change points
- Maximum Studentized score tests for the detection of outliers in time series regression models
- Modeling structural breaks in economic relationships using large shocks
- Detecting and identifying interventions with the Whittle spectral approach in a long memory panel data model
- Robust test for structural instability in dynamic factor models
- Automatic detection and identification of shocks in Gaussian state-space models: a Bayesian approach
- Outlier identifiability in time series
- Automatic selective intervention in dynamic linear models
- LEAVE-K -OUT DIAGNOSTICS IN STATE-SPACE MODELS
- Diagnosing seasonal shifts in time series using state space models
- State space models for time series with patches of unusual observations
- A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS
- The Box-Cox transformation: review and extensions
- Influence diagnostics for multivariate GARCH processes
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