Detecting shocks: Outliers and breaks in time series

A.C. Atkinson, S.J.M. Koopman, N. Shephard

Research output: Contribution to journalArticleScientificpeer-review

20 Citations (Scopus)
Original languageEnglish
Pages (from-to)387-422
Number of pages36
JournalJournal of Econometrics
Volume80
Issue number2
Publication statusPublished - 1997

Cite this

Atkinson, A. C., Koopman, S. J. M., & Shephard, N. (1997). Detecting shocks: Outliers and breaks in time series. Journal of Econometrics, 80(2), 387-422.