Nielsen, Heino Bohn <br/><br/>
Cointegration analysis in the presence of outliers 
 J5709  2004 

 -  2004 
 - 249-271  V.  07  Issue.   1 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Cointegrated VAR;Innovational outlier;Additive outlier;Dummy variables;Monte Carlo;