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Directed graphs and variable selection in large vector autoregressive models.

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Bibliographic Details
Title: Directed graphs and variable selection in large vector autoregressive models.
Authors: Bertsche, Dominik1 (AUTHOR), Brüggemann, Ralf2 (AUTHOR) ralf.brueggemann@uni-konstanz.de, Kascha, Christian3 (AUTHOR)
Source: Journal of Time Series Analysis. Mar2023, Vol. 44 Issue 2, p223-246. 24p.
Database: Academic Search Ultimate
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ISSN:01439782
DOI:10.1111/jtsa.12664