Wavelets in econometrics : an application to outlier testing
Year of publication: |
1994
|
---|---|
Authors: | Greenblatt, Seth A. |
Institutions: | Centre for Quantitative Economics & Computing (contributor) |
Publisher: |
Reading : Centre for Quantitative Economics & Computing |
Subject: | Ökonometrie | Econometrics | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory |
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