Dimension Reduction for High Dimensional Vector Autoregressive Models
Year of publication: |
[2022]
|
---|---|
Authors: | Cubadda, Gianluca ; Hecq, Alain |
Publisher: |
[S.l.] : SSRN |
Subject: | VAR-Modell | VAR model | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Series: | CEIS Working Paper ; No. 534 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 24, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4065810 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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