Robust Inference In Autoregressions With Multiple Outliers
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References listed on IDEAS
- de Jong, Robert M. & Davidson, James, 2000.
"The Functional Central Limit Theorem And Weak Convergence To Stochastic Integrals I,"
Cambridge University Press, vol. 16(05), pages 621-642, October.
- Davidson, James & de Jong, Robert M., 2000. "The Functional Central Limit Theorem And Weak Convergence To Stochastic Integrals Ii," Econometric Theory, Cambridge University Press, vol. 16(05), pages 643-666, October.
- Davidson, James & Hashimzade, Nigar, 2008. "Alternative Frequency And Time Domain Versions Of Fractional Brownian Motion," Econometric Theory, Cambridge University Press, vol. 24(01), pages 256-293, February.
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- repec:bot:quadip:118 is not listed on IDEAS
- Olivier Darné & Amélie Charles, 2012.
"A note on the uncertain trend in US real GNP: Evidence from robust unit root tests,"
AccessEcon, vol. 32(3), pages 2399-2406.
- Amélie Charles & Olivier Darné, 2010. "A note on the uncertain trend in US real GNP: Evidence from robust unit root test," Working Papers hal-00547737, HAL.
- Olivier Darné & Amélie Charles, 2012. "A note of the uncertain trend in US real GNP: Evidence from robust unit root tests," Post-Print hal-00956936, HAL.
- Georgiev, Iliyan, 2010. "Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables," Journal of Econometrics, Elsevier, vol. 158(1), pages 37-50, September.
- Roberto Baragona & Francesco Battaglia & Domenico Cucina, 2016. "Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(3), pages 315-336, May.
- Charles, Amélie & Darné, Olivier, 2012.
"Trends and random walks in macroeconomic time series: A reappraisal,"
Journal of Macroeconomics,
Elsevier, vol. 34(1), pages 167-180.
- Amélie Charles & Olivier Darné, 2012. "Trends and random walks in macroeconomic time series: A reappraisal," Post-Print hal-00956937, HAL.
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