Econometric analysis of high dimensional VARs featuring a dominant unit (Q5080585)
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scientific article; zbMATH DE number 7534769
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| default for all languages | No label defined |
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| English | Econometric analysis of high dimensional VARs featuring a dominant unit |
scientific article; zbMATH DE number 7534769 |
Statements
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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0.7917617559432983
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0.7481701374053955
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0.7278966903686523
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0.7180618643760681
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0.7171271443367004
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