A bootstrap test for additive outliers in non-stationary time series-Reference-Cited by-同舟云学术

A bootstrap test for additive outliers in non-stationary time series

Published:2013-05-28 Issue:4 Volume:34 Page:454-465
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

Astill Sam¹,Harvey David I.¹,Robert Taylor A. M.¹

Affiliation:

1. University of Nottingham

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/jtsa.12033/fullpdf

Reference11 articles.

1. Recursive and sequential tests of the unit root and trend break hypotheses: theory and international evidence;Banerjee;Journal of Business and Economic Statistics,1992

2. Additive outlier detection via extreme-value theory;Burridge;Journal of Time Series Analysis,2006

3. Outliers in time series;Fox;Journal of the Royal Statistical Society (B),1972

4. The effects of additive outliers on tests for unit roots and cointegration;Franses;Journal of Business and Economic Statistics,1994

5. Innovational outlier unit root tests with an endogenously determined break in level;Harvey;Oxford Bulletin of Economics and Statistics,2001

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Unit roots in lower-bounded series with outliers;Economic Modelling;2022-10

2. Supervised Machine Learning and Heuristic Algorithms for Outlier Detection in Irregular Spatiotemporal Datasets;Journal of Environmental Informatics;2018

3. Empirical likelihood for outlier detection in regression models;Journal of Statistical Theory and Practice;2017-07-24

4. Robust Dickey–Fuller tests based on ranks for time series with additive outliers;Metrika;2016-09-10