Detecting shocks: Outliers and breaks in time series
| Year of publication: |
1997
|
|---|---|
| Authors: | Atkinson, A. C. ; Koopman, S. J. ; Shephard, N. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 80.1997, 2, p. 387-422
|
| Publisher: |
Elsevier |