Cointegration analysis in the presence of outliers

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Standard

Cointegration analysis in the presence of outliers. / Nielsen, Heino Bohn.

I: Econometrics Journal, Bind 7, Nr. 1, 2004, s. 249-271.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Nielsen, HB 2004, 'Cointegration analysis in the presence of outliers', Econometrics Journal, bind 7, nr. 1, s. 249-271. https://doi.org/10.1111/j.1368-423X.2004.00130.x

APA

Nielsen, H. B. (2004). Cointegration analysis in the presence of outliers. Econometrics Journal, 7(1), 249-271. https://doi.org/10.1111/j.1368-423X.2004.00130.x

Vancouver

Nielsen HB. Cointegration analysis in the presence of outliers. Econometrics Journal. 2004;7(1):249-271. https://doi.org/10.1111/j.1368-423X.2004.00130.x

Author

Nielsen, Heino Bohn. / Cointegration analysis in the presence of outliers. I: Econometrics Journal. 2004 ; Bind 7, Nr. 1. s. 249-271.

Bibtex

@article{26614730c32411dbbee902004c4f4f50,
title = "Cointegration analysis in the presence of outliers",
author = "Nielsen, {Heino Bohn}",
note = "JEL Classification: C32, E41",
year = "2004",
doi = "10.1111/j.1368-423X.2004.00130.x",
language = "English",
volume = "7",
pages = "249--271",
journal = "Econometrics Journal",
issn = "1368-4221",
publisher = "Wiley",
number = "1",

}

RIS

TY - JOUR

T1 - Cointegration analysis in the presence of outliers

AU - Nielsen, Heino Bohn

N1 - JEL Classification: C32, E41

PY - 2004

Y1 - 2004

U2 - 10.1111/j.1368-423X.2004.00130.x

DO - 10.1111/j.1368-423X.2004.00130.x

M3 - Journal article

VL - 7

SP - 249

EP - 271

JO - Econometrics Journal

JF - Econometrics Journal

SN - 1368-4221

IS - 1

ER -

ID: 108085