The pairwise approach to model a large set of disaggregates with common trends

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Summary

Results indicate that the treatment of outliers and breaks in the context of the pairwise procedure is designed and its properties studied by Monte Carlo may considerably improve the procedure's performance when series are 'contaminated'.

Type
preprint
Published
2014-05-01
Cited by
0
References
63

Keywords

Pairwise comparison, Monte Carlo method, Context (archaeology), Outlier, Computer science

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