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Structural Inference in Sparse High-Dimensional Vector Autoregressions
30 July 2020
J. Krampe
E. Paparoditis
Carsten Trenkler
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Papers citing
"Structural Inference in Sparse High-Dimensional Vector Autoregressions"
2 / 2 papers shown
Title
Statistical inference of high-dimensional vector autoregressive time series with non-i.i.d. innovations
Yunyi Zhang
47
1
0
11 Oct 2023
Local Projection Inference in High Dimensions
R. Adámek
Stephan Smeekes
Ines Wilms
98
3
0
07 Sep 2022
1