Multivariate Quantile Impulse Response Functions (Q5237529)
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scientific article; zbMATH DE number 7119462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Quantile Impulse Response Functions |
scientific article; zbMATH DE number 7119462 |
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Multivariate Quantile Impulse Response Functions (English)
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18 October 2019
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multivariate quantiles
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multivariate time-series
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vector autoregression
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impulse response functions
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