We propose the dynamic network effect (DNE) model for the study of high-dimensional multivariate time series data. Cross-sectional dependencies between units are captured via one or multiple observed networks and a low-dimensional vector of latent stochastic network effects. The...

Front cover -- Contents -- Notices -- Trademarks -- Preface -- The team that wrote this redbook -- Comments welcome -- Chapter 1. Introduction to Patterns for e-business and pattern approaches -- 1.1 Introduction to Patterns for e-business -- 1.2 The Patterns for e-business layered asset model...