Outlier detection in cointegration analysis

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27 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	459-468
Number of pages	10
Journal	Journal of Business and Economic Statistics
Volume	16
Issue number	4
Publication status	Published - 1998

Research programs

@article{cf991eaa55a94f38a6fc733956609d0e,

title = "Outlier detection in cointegration analysis",

author = "Franses, {Philip Hans} and Lucas, {A (Andr{\'e})}",

year = "1998",

language = "Undefined/Unknown",

volume = "16",

pages = "459--468",

journal = "Journal of Business and Economic Statistics",

issn = "0735-0015",

publisher = "Taylor & Francis Ltd",

number = "4",

}