References
- Atkinson, A. C., and M. Riani. 2000. Robust diagnostic regression analysis. New York: Springer.
- Atkinson, A. C., M. Riani, and A. Cerioli. 2010. The forward search: Theory and data analysis. Journal of the Korean Statistical Society 39 (2):117–34. doi:10.1016/j.jkss.2010.02.007.
- Bastero, R., and E. Barrios. 2011. Robust estimation of a spatiotemporal model with structural change. Communication in Statistics-Simulation and Computation 40 (3):448–68. doi:10.1080/03610918.2010.543298.
- Campano, W., and E. Barrios. 2011. Robust estimation of a time series model with structural change. Journal of Statistical Computation and Simulation 81 (7):909–27. doi:10.1080/00949650903575211.
- Landagan, O. Z., and E. Barrios. 2007. An Estimation procedure for spatiotemporal model. Statistics and Probability Letters 77 (4):401–6. doi:10.1016/j.spl.2006.08.006.
- Lee, C., and C. Chang. 2007. Mean reversion of inflation rates in 19 OECD countries: Evidence from panel LM unit root tests with structural breaks. Economics Bulletin 3 (23):1–15.
- Mooney, C. Z., and R. D. Duval. 1993. Bootstrapping: A nonparametric approach to statistical inference. Sage university paper series on quantitative applications in the social sciences, series no. 07-095. Newbury Park, CA: Sage.
- McMurry, T. L., and D. N. Politis. 2008. Bootstrap confidence intervals in nonparametric regression with built-in bias correction. Statistics and Probability Letters 78 (15):2463–9. doi:10.1016/j.spl.2008.02.032.
- Riani, M., and A. Atkinson. 2007. Fast calibration of the forward search for testing multiple outliers in regression. Advances in Data Analysis and Classification 1 (2):123–41.
- Wei, W. W. S. 1990. Time series analysis: univariate and multivariate methods. New York: Addison-Wesley.