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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
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