10 Outliers, unit roots and robust estimation of nonstationary time series-Reference-Cited by-同舟云学术

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10 Outliers, unit roots and robust estimation of nonstationary time series

Published:1997 Issue: Volume: Page:237-266
ISSN:0169-7161
Container-title:Handbook of Statistics
language:
Short-container-title:

Author:

Maddala G.S.,Yin Yong

Publisher

Elsevier

Reference113 articles.

1. Bayesian analysis of some outlier problems in time series;Abraham;Biometrika,1979

2. Outlier detection and time series modeling;Abraham;Technometrics,1989

3. A score test for detection of time series outliers;Abraham;J. Time Ser. Anal.,1988

4. Normal discount Bayesian models;Ameen,1985

5. Detecting shocks: Outliers and breaks in time series;Atkinson;J. Econometrics,1995

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