Detecting `potential' outliers in time series: Some Monte Carlo evidence on dummy variable plot approaches

DOI10.1016/0378-3758(94)00010-SzbMath0925.62382OpenAlexW2010691985MaRDI QIDQ1345549

Andy C. C. Kwan, Fassil Nebebe

Publication date: 8 November 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00010-s

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Graphical methods in statistics (62A09)

Cites Work

• Unnamed Item
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

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