Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers (Q6088831)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers |
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
Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers (English)
0 references
16 November 2023
0 references
VAR models
0 references
shrinkage
0 references
networks
0 references
industrial production
0 references
