Outlier detection in cointegration analysis

Philip Hans Franses ; André Lucas

Year of publication:	1998
Authors:	Franses, Philip Hans
Other Persons:	Lucas, André (contributor)
Published in:	Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 16.1998, 4, p. 459-468
Subject:	Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Theorie \| Theory \| Schätzung \| Estimation \| Verbraucherpreisindex \| Consumer price index \| Wechselkurs \| Exchange rate \| USA \| United States \| Finnland \| Finland \| 1900-1988

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