Outlier detection algorithms for least squares time series regression

Publikation: Working paperForskning

Standard

Outlier detection algorithms for least squares time series regression. / Johansen, Søren; Nielsen, Bent.

Copenhagen : Økonomisk institut, Københavns Universitet, 2014.

Publikation: Working paperForskning

Harvard

Johansen, S & Nielsen, B 2014 'Outlier detection algorithms for least squares time series regression' Økonomisk institut, Københavns Universitet, Copenhagen.

APA

Johansen, S., & Nielsen, B. (2014). Outlier detection algorithms for least squares time series regression. Copenhagen: Økonomisk institut, Københavns Universitet. University of Copenhagen. Institute of Economics. Discussion Papers (Online), Nr. 23, Bind. 2014

Vancouver

Johansen S, Nielsen B. Outlier detection algorithms for least squares time series regression. Copenhagen: Økonomisk institut, Københavns Universitet. 2014.

Author

Johansen, Søren ; Nielsen, Bent. / Outlier detection algorithms for least squares time series regression. Copenhagen : Økonomisk institut, Københavns Universitet, 2014. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 23, Bind 2014).

Bibtex

@techreport{18bb70fe460649cf81d2532daaafdb63,
title = "Outlier detection algorithms for least squares time series regression",
keywords = "Faculty of Social Sciences",
author = "S{\o}ren Johansen and Bent Nielsen",
note = "JEL Classification: D03, D42, D83",
year = "2014",
language = "English",
series = "University of Copenhagen. Institute of Economics. Discussion Papers (Online)",
number = "23",
publisher = "{\O}konomisk institut, K{\o}benhavns Universitet",
type = "WorkingPaper",
institution = "{\O}konomisk institut, K{\o}benhavns Universitet",

}

RIS

TY - UNPB

T1 - Outlier detection algorithms for least squares time series regression

AU - Johansen, Søren

AU - Nielsen, Bent

N1 - JEL Classification: D03, D42, D83

PY - 2014

Y1 - 2014

KW - Faculty of Social Sciences

M3 - Working paper

T3 - University of Copenhagen. Institute of Economics. Discussion Papers (Online)

BT - Outlier detection algorithms for least squares time series regression

PB - Økonomisk institut, Københavns Universitet

CY - Copenhagen

ER -

ID: 126894362