Outlier detection algorithms for least squares time series regression

Søren Johansen, Bent Nielsen

Original languageEnglish
Place of PublicationCopenhagen
PublisherØkonomisk institut, Københavns Universitet
Number of pages39
Publication statusPublished - 2014
SeriesUniversity of Copenhagen. Institute of Economics. Discussion Papers (Online)
Number23
Volume2014
ISSN1601-2461

Keywords

  • Faculty of Social Sciences

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