Robust inference in autoregressions with multiple outliers
Giuseppe Cavaliere; Iliyan Georgiev
| Year of publication: |
2009
|
|---|---|
| Authors: | Cavaliere, Giuseppe ; Georgiev, Iliyan |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 6, p. 1625-1661
|
| Subject: | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003904429