Econometric Modelling of Time Series with Outlying Observations

DOI10.2202/1941-1928.1100zbMath1266.91069OpenAlexW2058817265MaRDI QIDQ4928534

Grayham E. Mizon, David F. Hendry

Publication date: 14 June 2013

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/184439/1/MizonHendryFoodFn.pdf

zbMATH Keywords

outliersautometricsimpulse-indicator saturationeconometric modellingrobust forecastingfood expenditure

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (4)

Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change ⋮ Unpredictability in economic analysis, econometric modeling and forecasting ⋮ Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen ⋮ The impact of integrated measurement errors on modeling long-run macroeconomic time series

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