A unified approach to nonlinearity, structural change, and outliers

Paolo Giordani (), Robert J. Kohn () and Dick van Dijk ()

Journal of Econometrics, 2007, vol. 137, issue 1, pages 112-133

Date: 2007
View citations in EconPapers

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6VC0 ... 2a9ce10aa55ef5790d9c
Full text for ScienceDirect subscribers only

Related works:
Working Paper: A unified approach to nonlinearity, structural change and outliers (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:137:y:2007:i:1:p:112-133

Access Statistics for this article

Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

More articles in Journal of Econometrics from Elsevier
Series data maintained by Heidi Boesdal ().