Outlier Robust Analysis of Economic Time Series

by Andre Lucas, Dick van Dijk, Philip H. Franses

This is a concise introduction to the literature on the statistical analysis of atypical observations in economic and financial time series. It shows how statistical techniques usually applied to cross-sectional data can be applied to time series in order to avoid the use of inappropriate models.

About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians...

• Format: Hardcover
• Language: English
• ISBN: 0199247013
• ISBN13: 9780199247011
• Release Date: July 2011
• Publisher: Oxford University Press, USA
• Length: 256 Pages