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Directed Graphs and Variable Selection in Large Vector Autoregressive Models

Directed Graphs and Variable Selection in Large Vector Autoregressive Models

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BERTSCHE, Dominik, Ralf BRÜGGEMANN, Christian KASCHA, 2022. Directed Graphs and Variable Selection in Large Vector Autoregressive Models. In: Journal of Time Series Analysis. Wiley. 11(11). ISSN 0143-9782. eISSN 1467-9892. Available under: doi: 10.1111/jtsa.12664

@article{Bertsche2022-11Direc-58175, title={Directed Graphs and Variable Selection in Large Vector Autoregressive Models}, year={2022}, doi={10.1111/jtsa.12664}, number={11}, volume={11}, issn={0143-9782}, journal={Journal of Time Series Analysis}, author={Bertsche, Dominik and Brüggemann, Ralf and Kascha, Christian} }

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