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      Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models

      Author(s): 1 , 2
      Publication date (Electronic):
      Journal: Scandinavian Journal of Statistics
      Publisher: Wiley

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          Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing

          Yoav Benjamini, Yosef Hochberg (1995)
          Article 0 comments Cited 24004 times – based on 0 reviews     Review now
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            Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

            Robert F. Engle (1982)
            Article 0 comments Cited 1431 times – based on 0 reviews     Review now
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              A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

              Halbert L. White (1980)
              Article 0 comments Cited 794 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Scandinavian Journal of Statistics
                Abbreviated Title: Scand J Statist
                Publisher: Wiley
                ISSN (Print): 0303-6898
                ISSN (Electronic): 1467-9469
                Publication date Created: June 2016
                Publication date (Electronic): May 13 2016
                Publication date (Print): June 2016
                Volume: 43
                Issue: 2
                Pages: 321-348
                Affiliations
                [1 ]Department of Economics University of Copenhagen and CREATES, Aarhus University
                [2 ]Nuffield College and Department of Economics University of Oxford
                Article
                DOI: 10.1111/sjos.12174
                SO-VID: 6d567271-1956-4ac1-80c1-3ed05c0d1879
                Copyright © © 2016
                License:

                http://onlinelibrary.wiley.com/termsAndConditions#vor

                http://doi.wiley.com/10.1002/tdm_license_1.1

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