• Mathematics
  • Published 1994

Wavelets in Econometrics: An Application to Outlier Testing

@inproceedings{Greenblatt1994WaveletsIE,
  title={Wavelets in Econometrics: An Application to Outlier Testing},
  author={Seth Greenblatt},
  year={1994}
}
In recent years, wavelets have become widely used in physics, engineering, and mathematics. They have been used for signal processing, image processing, numerical computation, and data compression. Wavelets have not, however, been used very much in the fields of Economics, Econometrics, and Finance. In this study, We will look at the wavelet transform in the context of multiresolution analysis, discuss its uses in other fields, and present an Econometric application of wavelets to outlier… CONTINUE READING

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