Outlier Robust Analysis of Economic Time Series

Outlier Robust Analysis of Economic Time Series - Advanced Texts in Econometrics

Hardback (15 Oct 2002)

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Publisher's Synopsis

The authors explain how statistical techniques, usually applied to cross-sectional data, can be applied to time series in order to avoid the use of inappropriate models. This is extremely useful when analysing atypical observations in economic and financial time series.

Book information

ISBN: 9780199247011
Publisher: Oxford University Press
Imprint: Oxford University Press
Pub date:
DEWEY: 330.0151
DEWEY edition: 21
Number of pages: 270
Weight: -1g
Height: 234mm
Width: 156mm