Influence diagnostics in a vector autoregressive model (Q5220897)
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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 |
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Influence diagnostics in a vector autoregressive model (English)
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27 March 2020
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VAR
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maximum likelihood estimator
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perturbation scheme
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curvature
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slope
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