Diagnosing shocks in time series

Journal of the American Statistical Association

Volumn 93, Issue 442, 1998, Pages 796-806

  de Jong, Piet ^a   Penzer, Jeremy ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Dynamic regression models; Interventions; Kalman filter; Outliers; Smoothing; State space models

Indexed keywords

EID: 0032366182     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1998.10473731     Document Type: Article

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