Heino Bohn Nielsen outlier detection

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chaveslima
Posts: 18
Joined: Mon Jun 25, 2012 3:49 pm

Heino Bohn Nielsen outlier detection

Unread post by chaveslima »

Dear Friend,

Does anyone has a procedure to additive outlier detection and modeling, based on Nielsen (2004) paper.
[Econometrics Journal (2004), vol 7, pp249-271].

thanks

Ricardo
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