Detecting shocks: Outliers and breaks in time series

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

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{0b4f6dad6f814a419969630644befa8a,

title = "Detecting shocks: Outliers and breaks in time series",

author = "A.C. Atkinson and S.J.M. Koopman and N. Shephard",

note = "Pagination: 36",

year = "1997",

language = "English",

volume = "80",

pages = "387--422",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier BV",

number = "2",

}