DeepVARwT: deep learning for a VAR model with trend

DOI10.1080/02664763.2025.2577657MaRDI QIDQ7319371zbMATH OpenFDO

Authors Xixi Li

Publication date 25 August 2026

Published in Journal of Applied Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/02664763.2025.2577657

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Time Varying Structural Vector Autoregressions and Monetary Policy

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