Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers (Q6088831): Difference between revisions

Revision as of 09:47, 19 August 2024

scientific article; zbMATH DE number 7766865

Language	Label	Description	Also known as
English	Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers	scientific article; zbMATH DE number 7766865

Statements

instance of

scholarly article

0 references

title

Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers (English)

0 references

0 references

0 references

Quantitative Economics

0 references

publication date

16 November 2023

0 references

zbMATH Keywords

VAR models

0 references

shrinkage

0 references

networks

0 references

industrial production

0 references

MaRDI profile type

Publication

0 references

full work available at URL

https://doi.org/10.3982/qe1947

0 references

cites work

The Network Origins of Aggregate Fluctuations

0 references

Why have business cycle fluctuations become less volatile?

0 references

Model Selection for Multivariate Regression in Small Samples

0 references

A note on the validity of cross-validation for evaluating autoregressive time series prediction

0 references

Regularized estimation of large covariance matrices

0 references

Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers

0 references

Adaptive Thresholding for Sparse Covariance Matrix Estimation

0 references

On the network topology of variance decompositions: measuring the connectedness of financial firms

0 references

Sparse inverse covariance estimation with the graphical lasso

0 references

The Granular Origins of Aggregate Fluctuations

0 references

Ridge Regression: Biased Estimation for Nonorthogonal Problems

0 references

Regression and time series model selection in small samples

0 references

The variational Garrote

0 references

Impulse response analysis in nonlinear multivariate models

0 references

Nonparametric eigenvalue-regularized precision or covariance matrix estimator

0 references

Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size

0 references

A well-conditioned estimator for large-dimensional covariance matrices

0 references

Information Distortion in a Supply Chain: The Bullwhip Effect

0 references

Q5312885

0 references

Generalized impulse response analysis in linear multivariate models

0 references

Measuring The Reaction of Monetary Policy to the Stock Market

0 references

Generalized Thresholding of Large Covariance Matrices

0 references

Q4127159

0 references

Q4864293

0 references

The Adaptive Lasso and Its Oracle Properties

0 references

On the adaptive elastic net with a diverging number of parameters

0 references

Identifiers

DOI

10.3982/qe1947

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6088831

@@ Property / cites work @@
+The Network Origins of Aggregate Fluctuations
@@ Property / cites work: The Network Origins of Aggregate Fluctuations / rank @@
+Normal rank
@@ Property / cites work @@
+Why have business cycle fluctuations become less volatile?
+Normal rank
@@ Property / cites work @@
+Model Selection for Multivariate Regression in Small Samples
+Normal rank
@@ Property / cites work @@
+A note on the validity of cross-validation for evaluating autoregressive time series prediction
+Normal rank
@@ Property / cites work @@
+Regularized estimation of large covariance matrices
+Normal rank
@@ Property / cites work @@
+Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers
+Normal rank
@@ Property / cites work @@
+Adaptive Thresholding for Sparse Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+On the network topology of variance decompositions: measuring the connectedness of financial firms
+Normal rank
@@ Property / cites work @@
+Sparse inverse covariance estimation with the graphical lasso
+Normal rank
@@ Property / cites work @@
+The Granular Origins of Aggregate Fluctuations
@@ Property / cites work: The Granular Origins of Aggregate Fluctuations / rank @@
+Normal rank
@@ Property / cites work @@
+Ridge Regression: Biased Estimation for Nonorthogonal Problems
+Normal rank
@@ Property / cites work @@
+Regression and time series model selection in small samples
+Normal rank
@@ Property / cites work @@
+The variational Garrote
@@ Property / cites work: The variational Garrote / rank @@
+Normal rank
@@ Property / cites work @@
+Impulse response analysis in nonlinear multivariate models
+Normal rank
@@ Property / cites work @@
+Nonparametric eigenvalue-regularized precision or covariance matrix estimator
+Normal rank
@@ Property / cites work @@
+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
+Normal rank
@@ Property / cites work @@
+A well-conditioned estimator for large-dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+Information Distortion in a Supply Chain: The Bullwhip Effect
+Normal rank
@@ Property / cites work @@
+Q5312885
@@ Property / cites work: Q5312885 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized impulse response analysis in linear multivariate models
+Normal rank
@@ Property / cites work @@
+Measuring The Reaction of Monetary Policy to the Stock Market
+Normal rank
@@ Property / cites work @@
+Generalized Thresholding of Large Covariance Matrices
+Normal rank
@@ Property / cites work @@
+Q4127159
@@ Property / cites work: Q4127159 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
+Normal rank
@@ Property / cites work @@
+On the adaptive elastic net with a diverging number of parameters
+Normal rank