Chen, Cathy Yi‐Hsuan; Okhrin, Yarema; Wang, Tengyao - 2021
Econometricians are increasingly working with high-dimensional networks and their dynamics. Econometricians, however … algorithm for monitoring changes in dynamic networks. We characterize two types of changes, edge-initiated and node …-initiated, to feature the complexity of networks. The proposed approach accounts for three potential challenges in the analysis of …