Cointegration analysis in the presence of outliers

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@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",

}