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This is a concise introduction to the literature on the statistical analysis of atypical observations in economic and financial time series. It shows how statistical techniques usually applied to cross-sectional data can be applied to time series in order to avoid the use of inappropriate models.
About the Author
Andre Lucas is at Vrije University, Amsterdam. Philip H. Franses is at Erasmus University, Rotterdam. --This text refers to an out of print or unavailable edition of this title.
This is a concise introduction to the literature on the statistical analysis of atypical observations in economic and financial time series. It shows how statistical techniques usually applied to cross-sectional data can be applied to time series in order to avoid the use of inappropriate models.
About the Author
Andre Lucas is at Vrije University, Amsterdam. Philip H. Franses is at Erasmus University, Rotterdam. --This text refers to an out of print or unavailable edition of this title.
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Citations
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3
books
cite this book:
- Finite Sample Econometrics (Advanced Texts in Econometrics) by Aman Ullah in Front Matter
- Finite Sample Econometrics (Advanced Texts in Econometrics) by Aman Ullah in Front Matter
- The Cointegrated VAR Model: Methodology and Applications (Advanced Texts in Econometrics) by Katarina Juselius in Front Matter
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