Outliers in nonlinear time series econometrics:
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Turku
Turun Yliopisto
2001
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Schriftenreihe: | Turun Yliopiston julkaisuja
Sarja B, Humaniora ; 243 |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | Zugl.: Turku, Turun Yliopisto, Diss. |
Beschreibung: | 34 S., [50] Bl. |
ISBN: | 9512919591 |
Internformat
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Datensatz im Suchindex
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adam_text | Contents
Acknowledgments
Introduction 7
1 Linear and nonlinear time series models 8
2 Outliers in time series analysis 13
3 Motivation for the dissertation 20
4 Summaries of the original papers 22
5 Conclusions 25
References 30
Original papers
[1] The effects of outliers on two nonlinearity tests
[2] Outliers in eleven Finnish macroeconomic time series
[3] Long memory in stock market returns
[4] Robustness of fractional integration estimates
|
any_adam_object | 1 |
author | Tolvi, Jussi |
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discipline | Wirtschaftswissenschaften |
format | Book |
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illustrated | Not Illustrated |
indexdate | 2024-07-09T18:59:59Z |
institution | BVB |
isbn | 9512919591 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009755442 |
oclc_num | 58381530 |
open_access_boolean | |
owner | DE-12 DE-473 DE-BY-UBG |
owner_facet | DE-12 DE-473 DE-BY-UBG |
physical | 34 S., [50] Bl. |
publishDate | 2001 |
publishDateSearch | 2001 |
publishDateSort | 2001 |
publisher | Turun Yliopisto |
record_format | marc |
series | Turun Yliopiston julkaisuja |
series2 | Turun Yliopiston julkaisuja : Sarja B, Humaniora |
spelling | Tolvi, Jussi Verfasser aut Outliers in nonlinear time series econometrics by Jussi Tolvi Turku Turun Yliopisto 2001 34 S., [50] Bl. txt rdacontent n rdamedia nc rdacarrier Turun Yliopiston julkaisuja : Sarja B, Humaniora 243 Zugl.: Turku, Turun Yliopisto, Diss. aikasarjat ysa ekonometria ysa Lagrange-Multiplikator (DE-588)4401279-2 gnd rswk-swf Ausreißerwert (DE-588)4143602-7 gnd rswk-swf Nichtlineare Zeitreihe (DE-588)4304586-8 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Ökonometrie (DE-588)4132280-0 s Ausreißerwert (DE-588)4143602-7 s Nichtlineare Zeitreihe (DE-588)4304586-8 s Lagrange-Multiplikator (DE-588)4401279-2 s DE-604 Turun Yliopiston julkaisuja Sarja B, Humaniora ; 243 (DE-604)BV008000264 243 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009755442&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Tolvi, Jussi Outliers in nonlinear time series econometrics Turun Yliopiston julkaisuja aikasarjat ysa ekonometria ysa Lagrange-Multiplikator (DE-588)4401279-2 gnd Ausreißerwert (DE-588)4143602-7 gnd Nichtlineare Zeitreihe (DE-588)4304586-8 gnd Ökonometrie (DE-588)4132280-0 gnd |
subject_GND | (DE-588)4401279-2 (DE-588)4143602-7 (DE-588)4304586-8 (DE-588)4132280-0 (DE-588)4113937-9 |
title | Outliers in nonlinear time series econometrics |
title_auth | Outliers in nonlinear time series econometrics |
title_exact_search | Outliers in nonlinear time series econometrics |
title_full | Outliers in nonlinear time series econometrics by Jussi Tolvi |
title_fullStr | Outliers in nonlinear time series econometrics by Jussi Tolvi |
title_full_unstemmed | Outliers in nonlinear time series econometrics by Jussi Tolvi |
title_short | Outliers in nonlinear time series econometrics |
title_sort | outliers in nonlinear time series econometrics |
topic | aikasarjat ysa ekonometria ysa Lagrange-Multiplikator (DE-588)4401279-2 gnd Ausreißerwert (DE-588)4143602-7 gnd Nichtlineare Zeitreihe (DE-588)4304586-8 gnd Ökonometrie (DE-588)4132280-0 gnd |
topic_facet | aikasarjat ekonometria Lagrange-Multiplikator Ausreißerwert Nichtlineare Zeitreihe Ökonometrie Hochschulschrift |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009755442&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV008000264 |
work_keys_str_mv | AT tolvijussi outliersinnonlineartimeserieseconometrics |