Outlier detection algorithms for least squares time series regression
Research output: Working paper › Research
Standard
Outlier detection algorithms for least squares time series regression. / Johansen, Søren; Nielsen, Bent.
Copenhagen : Økonomisk institut, Københavns Universitet, 2014.Research output: Working paper › Research
Harvard
Johansen, S & Nielsen, B 2014 'Outlier detection algorithms for least squares time series regression' Økonomisk institut, Københavns Universitet, Copenhagen. <https://www.econ.ku.dk/english/research/publications/wp/dp_2014/1423.pdf>
APA
Johansen, S., & Nielsen, B. (2014). Outlier detection algorithms for least squares time series regression. Økonomisk institut, Københavns Universitet. University of Copenhagen. Institute of Economics. Discussion Papers (Online) Vol. 2014 No. 23 https://www.econ.ku.dk/english/research/publications/wp/dp_2014/1423.pdf
Vancouver
Johansen S, Nielsen B. Outlier detection algorithms for least squares time series regression. Copenhagen: Økonomisk institut, Københavns Universitet. 2014.
Author
Bibtex
@techreport{18bb70fe460649cf81d2532daaafdb63,
title = "Outlier detection algorithms for least squares time series regression",
keywords = "Faculty of Social Sciences",
author = "S{\o}ren Johansen and Bent Nielsen",
note = "JEL Classification: D03, D42, D83",
year = "2014",
language = "English",
series = "University of Copenhagen. Institute of Economics. Discussion Papers (Online)",
number = "23",
publisher = "{\O}konomisk institut, K{\o}benhavns Universitet",
type = "WorkingPaper",
institution = "{\O}konomisk institut, K{\o}benhavns Universitet",
}
RIS
TY - UNPB
T1 - Outlier detection algorithms for least squares time series regression
AU - Johansen, Søren
AU - Nielsen, Bent
N1 - JEL Classification: D03, D42, D83
PY - 2014
Y1 - 2014
KW - Faculty of Social Sciences
M3 - Working paper
T3 - University of Copenhagen. Institute of Economics. Discussion Papers (Online)
BT - Outlier detection algorithms for least squares time series regression
PB - Økonomisk institut, Københavns Universitet
CY - Copenhagen
ER -
ID: 126894362