Outlier detection algorithms for least squares time series regression

Publikation: Working paperForskning

Standard

Outlier detection algorithms for least squares time series regression. / Johansen, Søren; Nielsen, Bent.

Copenhagen : Økonomisk institut, Københavns Universitet, 2014.

Publikation: Working paperForskning

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) Bind 2014 Nr. 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

Johansen, Søren ; Nielsen, Bent. / Outlier detection algorithms for least squares time series regression. Copenhagen : Økonomisk institut, Københavns Universitet, 2014. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 23, Bind 2014).

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