Influence diagnostics in a vector autoregressive model (Q5220897)
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scientific article; zbMATH DE number 7183220
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| 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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0.9057505
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0.90551734
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0.8906795
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0.88925236
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0.8885381
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0.8875971
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0.88399035
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