Unit root tests for time series with outliers

Statistics and Probability Letters

Volumn 30, Issue 3, 1996, Pages 189-197

  Shin, Dong Wan ^a   Sarkar, Sahadeb ^b   Lee, Jong Hyup ^c  

^a Ewha Womans University   (South Korea)

^b OKLAHOMA STATE UNIVERSITY   (United States)

^c Sungshin Women's University   (South Korea)

Author keywords

Additive outlier; ARIMA model; Innovational outlier; Outlier detection; Time series; Unit root

Indexed keywords

EID: 0030607409     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(95)00218-9     Document Type: Article

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