Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit (Q5080585)
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scientific article; zbMATH DE number 7534769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit |
scientific article; zbMATH DE number 7534769 |
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Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit (English)
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31 May 2022
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dominant units
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factor models
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IVAR models
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large panels
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star networks
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spatial models
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weak and strong cross-section dependence
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