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Directed graphs and variable selection in large vector autoregressive models.

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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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DbLabel: Academic Search Ultimate
An: 161724223
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PubTypeId: academicJournal
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  Data: Directed graphs and variable selection in large vector autoregressive models.
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  Data: <searchLink fieldCode="AR" term="%22Bertsche%2C+Dominik%22">Bertsche, Dominik</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Brüggemann%2C+Ralf%22">Brüggemann, Ralf</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> ralf.brueggemann@uni-konstanz.de</i><br /><searchLink fieldCode="AR" term="%22Kascha%2C+Christian%22">Kascha, Christian</searchLink><relatesTo>3</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Time+Series+Analysis%22">Journal of Time Series Analysis</searchLink>. Mar2023, Vol. 44 Issue 2, p223-246. 24p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=asn&AN=161724223
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1111/jtsa.12664
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 24
        StartPage: 223
    Titles:
      – TitleFull: Directed graphs and variable selection in large vector autoregressive models.
        Type: main
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      – PersonEntity:
          Name:
            NameFull: Bertsche, Dominik
      – PersonEntity:
          Name:
            NameFull: Brüggemann, Ralf
      – PersonEntity:
          Name:
            NameFull: Kascha, Christian
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      – BibEntity:
          Dates:
            – D: 01
              M: 03
              Text: Mar2023
              Type: published
              Y: 2023
          Identifiers:
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              Value: 01439782
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              Value: 44
            – Type: issue
              Value: 2
          Titles:
            – TitleFull: Journal of Time Series Analysis
              Type: main
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