Cointegration Analysis in the Presence of Outliers

Research output: Working paper › Research

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Abstract

Original language	English
Place of Publication	Cph.
Publisher	Department of Economics, University of Copenhagen
Number of pages	22
Publication status	Published - 2003

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title = "Cointegration Analysis in the Presence of Outliers",

abstract = " ",

author = "Nielsen, {Heino Bohn}",

note = "JEL Classification: C32",

year = "2003",

language = "English",

publisher = "Department of Economics, University of Copenhagen",

address = "Denmark",

type = "WorkingPaper",

institution = "Department of Economics, University of Copenhagen",

}