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Paperback Outlier Robust Analysis of Economic Time Series Book
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ISBN: 0199247021

ISBN13: 9780199247028

Outlier Robust Analysis of Economic Time Series

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Book Overview

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 Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments...

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Business Business & Investing

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