Detecting groups in large vector autoregressions
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Publication:2236879
DOI10.1016/j.jeconom.2021.03.012OpenAlexW3170018836MaRDI QIDQ2236879
Christian Brownlees, Guðmundur Stefán Guðmundsson
Publication date: 26 October 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.03.012
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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