A test for additive outliers applicable to long-memory time series
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Dynamics and Control.
Volume (Year): 30 (2006)
Issue (Month): 4 (April)
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Web page: http://www.elsevier.com/locate/jedc
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- Gabriel Rodriguez, 2013. "A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers," Documentos de Trabajo 2013-356, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Boistard, Hélène & Levy-Leduc, Céline & Moulines, Eric & Reisen, Valdério Anselmo & Taqqu, Murad, 2011. "Robust estimation of the scale and of the autocovariance function of Gaussian shortand long-range dependent processes," Open Access publications from University of Toulouse 1 Capitole http://neeo.univ-tlse1.fr, University of Toulouse 1 Capitole.
- Westerlund, Joakim, 2009. "Testing for Unit Roots in Panel Time Series Models with Multiple Breaks," Working Papers in Economics 384, University of Gothenburg, Department of Economics.
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