A mixture‐distribution factor model for multivariate outliers
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Publication:5433625
DOI10.1111/j.1368-423X.2007.00224.xzbMath1126.62081MaRDI QIDQ5433625
Publication date: 9 January 2008
Published in: The Econometrics Journal (Search for Journal in Brave)
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Related Items (4)
Johansen‐type cointegration tests with a Fourier function ⋮ Tests for cointegration with structural breaks based on subsamples ⋮ Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending ⋮ Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions
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- A mixture‐distribution factor model for multivariate outliers
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