Haldrup, Niels; Nielsen, Morten Oe. - School of Economics and Management, University of Aarhus
, and structural change outliers are addressed. It occurs that when the sample size is not too large, as is frequently the … errors, additive outliers,
temporary change outliers, and structural change outliers are addressed. It
occurs that when the … that is not too persistent.
Keywords: Fractional integration, long memory, outliers, measurement errors,
structural change …