Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models (Q109161)
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scientific article
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| default for all languages | No label defined |
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| English | Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models |
scientific article |
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117
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537
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251-264
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7 July 2020
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Ali Shojaie
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