Structural inference in sparse high-dimensional vector autoregressions
J. Krampe, E. Paparoditis, C. Trenkler
| Year of publication: |
2023
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|---|---|
| Authors: | Krampe, Jonas ; Paparoditis, Efstathios ; Trenkler, Carsten |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 234.2023, 1, p. 276-300
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| Subject: | Bootstrap | De-sparsified estimator | Moving average representation | Sparse models | Inference | Impulse response | Forecast error variance decomposition | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Prognoseverfahren | Forecasting model | Induktive Statistik | Statistical inference | Dekompositionsverfahren | Decomposition method | Zeitreihenanalyse | Time series analysis | Varianzanalyse | Analysis of variance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014364826