Structural inference in sparse high-dimensional vector autoregressions (Q2697986)
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scientific article; zbMATH DE number 7674658
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| English | Structural inference in sparse high-dimensional vector autoregressions |
scientific article; zbMATH DE number 7674658 |
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Structural inference in sparse high-dimensional vector autoregressions (English)
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14 April 2023
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bootstrap
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de-sparsified estimator
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moving average representation
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sparse models
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inference
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impulse response
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forecast error variance decomposition
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