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~subject:"Vector autoregression"
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Vector autoregression
Directed graphs
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directed graphs
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1991 Mathematics Subject Classification: 90C15
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Beiträge zur Jahrestagung des Vereins für Socialpolitik 2019: 30 Jahre Mauerfall - Demokratie und Marktwirtschaft - Session: Econometrics - Time Series
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Directed Graph and Variable Selection in Large Vector Autoregressive Models
Bertsche, Dominik
;
Brüggemann, Ralf
;
Kascha, Christian
-
2019
We represent the dynamic relation among variables in vector autoregressive (VAR) models as
directed
graphs
. Based on …
Persistent link: https://www.econbiz.de/10012099218
Saved in:
2
Directed
graphs
and variable selection in large vector autoregressive models
Bertsche, Dominik
;
Brüggemann, Ralf
;
Kascha, Christian
-
2019
-
First draft: July 17, 2017, this version: December 10, 2018
We represent the dynamic relation among variables in vector autoregressive (VAR) models as
directed
graphs
. Based on …
Persistent link: https://www.econbiz.de/10012317407
Saved in:
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