Detecting shocks: Outliers and breaks in time series

A-Tier
Journal: Journal of Econometrics
Year: 1997
Volume: 80
Issue: 2
Pages: 387-422

Authors (3)

Atkinson, A. C. (not in RePEc) Koopman, S. J. (Tinbergen Instituut) Shephard, N. (Harvard University)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:econom:v:80:y:1997:i:2:p:387-422
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25