Testing for Additive Outliers in Seasonally Integrated Time Series
Year of publication: |
2005
|
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Authors: | Haldrup, Niels ; Montañes, Antonio ; Sansó, Andreu |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Saisonkomponente | Seasonal component | Statistischer Test | Statistical test | Heteroskedastizität | Heteroscedasticity | Theorie | Theory |
Extent: | 1 Online-Ressource (22 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2004 erstellt |
Other identifiers: | 10.2139/ssrn.664041 [DOI] |
Classification: | C12 - Hypothesis Testing ; C2 - Econometric Methods: Single Equation Models ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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