Outlier robust cointegration analysis

P.H. Franses, A. Lucas

Research output: Working paper / PreprintWorking paperProfessional

38 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherFEWEB
Number of pages24
Publication statusPublished - 1997

Publication series

NameResearch Memorandum
No.1997-45

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