Cointegration analysis in the presence of outliers (Q3156196)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration analysis in the presence of outliers |
scientific article |
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Cointegration analysis in the presence of outliers (English)
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6 January 2005
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cointegrated VAR
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innovational outlier
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additive outlier
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dummy variables
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