Influence diagnostics in a vector autoregressive model (Q5220897): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q931763
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Yong Hui Liu / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: AER / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/00949655.2014.967243 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1968917105 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5312885 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3583112 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exploring multivariate data with the forward search. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4821817 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Econometrics with R / rank
 
Normal rank
Property / cites work
 
Property / cites work: International Encyclopedia of Statistical Science / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3747504 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4272851 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local influence: a new approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conformal Normal Curvature and Assessment of Local Influence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local Influence to Detect Influential Data Structures for Generalized Linear Mixed Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local influence analysis of nonlinear structural equation models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local influence in multivariate elliptical linear regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5889121 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diagnostics for Autocorrelated Regression Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Outlier Detection in Time Series Models Using Local Influence Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on influence diagnostics in AR(1) time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: On diagnostics in conditionally heteroskedastic time series models under elliptical distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Influence diagnostics for multivariate GARCH processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Advanced Time Series Data Analysis / rank
 
Normal rank

Latest revision as of 03:49, 22 July 2024

scientific article; zbMATH DE number 7183220
Language Label Description Also known as
English
Influence diagnostics in a vector autoregressive model
scientific article; zbMATH DE number 7183220

    Statements

    Influence diagnostics in a vector autoregressive model (English)
    0 references
    0 references
    0 references
    0 references
    27 March 2020
    0 references
    VAR
    0 references
    maximum likelihood estimator
    0 references
    perturbation scheme
    0 references
    curvature
    0 references
    slope
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references