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. |
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| 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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