Influence diagnostics in a vector autoregressive model
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Cited in
(17)- scientific article; zbMATH DE number 1398574 (Why is no real title available?)
- Influential observations in cointegrated VAR models: Danish money demand 1973–2003
- A score test for detecting extreme values in a vector autoregressive model
- Influence diagnostics for multivariate GARCH processes
- Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application
- Diagnostic analysis for a vector autoregressive model under Student′s t‐distributions
- Sensitivity analysis in linear models
- Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic
- Influential observations in GARCH models
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- Influence diagnostics in possibly asymmetric circular-linear multivariate regression models
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- Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence
- Influence diagnostics in mixed effects logistic regression models
- On a logistic regression model with random intercept: diagnostic analytics, simulation and biological application
- Influence diagnostics in log-linear integer-valued GARCH models
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