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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Detecting shocks: outliers and breaks in time series
Detecting shocks: outliers and breaks in time series
Publication information:
Atkinson, Anthony, Siem Jan Koopman, and Neil Shephard. 1996. “Detecting Shocks: Outliers and Breaks in Time Series”.
Journal of Econometrics
80: 387-422.
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