SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES *
By Pierre Perron, G. Rodríguez. 2003
93 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/45c9d0e9193800c17f2bef4232d356a2e88b689b
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Amélie Charles
- Olivier Darné
- Jae Hyun Kim
- K. Lim
- Andrew Urquhart
- Robert Hudson
- Ayoub Ammy-Driss
- Matthieu Garcin
In Finance
- Amélie Charles
- Olivier Darné
- Jae Hyun Kim
- K. Lim
- Andrew Urquhart
- Robert Hudson
- Ayoub Ammy-Driss
- Matthieu Garcin
Citations in the corpus
- Cointegration Analysis in the Presence of Outliers (2004, unknown): “2000) or Perron and Rodriguez (2003) for examples.”
- Trends and random walks in macroeconomic time series: A reappraisal (2012, background): “4 Vogelsang (1999), Perron and Rodriguez (2003) and Haldrup and Sansó (2008) suggested procedures for detecting multiple additive outliers in nonstationary time series.”