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Econometric Modelling of Time Series with Outlying Observations

Name: The Institute for New Economic Thinking at the Oxford Martin School
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01 Feb 11

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Hendry, D. F. & Mizon, G. E. (2011a). Econometric modelling of time series with outlying observations. Journal of Time Series Econometrics, 3 (1), DOI: 10.2202/1941–1928.1100.

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Econometric Modelling of Time Series with Outlying Observations

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