Community network auto-regression for high-dimensional time series
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Publication:6108298
DOI10.1016/j.jeconom.2022.10.005arXiv2007.05521OpenAlexW3041392591MaRDI QIDQ6108298
Jianqing Fan, Xuening Zhu, Elynn Y. Chen
Publication date: 29 June 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.05521
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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