The forward search interactive outlier detection in cointegrated VAR analysis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computer Science Applications,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11634-015-0216-8.pdf
Reference19 articles.
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4. Bellini T, Riani M (2012) Robust analysis of default intensity. Comput Stat Data Ana 56(11):3276–3285
5. Bosco B, Parisio L, Pelagatti M, Baldi F (2010) Long-run relations in European electricity prices. J Appl Econom 25:805–832
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