Outlier Robust Analysis of Economic Time Series (Advanced Texts in Econometrics)

By Andre Lucas, Dick van Dijk, Philip H. Franses

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 in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

• Format: Hardcover
• Language: English
• ISBN: 0199247013
• ISBN13: 9780199247011
• Release Date: July 2011
• Publisher: Oxford University Press
• Length: 256 Pages
• Weight: 1.74 lbs.