Influence diagnostics in a vector autoregressive model

Author： Liu Yonghui Ji Guocheng Liu Shuangzhe

E-ISSN： 1563-5163|85|13|2632-2655

ISSN： 0094-9655

Source： Journal of Statistical Computation and Simulation, Vol.85, Iss.13, 2015-09, pp. : 2632-2655

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