Detecting shocks: Outliers and breaks in time series

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

Research output: Contribution to journalArticleScientificpeer-review

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

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