Directed graphs and variable selection in large vector autoregressive models (Q6135342)
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scientific article; zbMATH DE number 7731469
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Directed graphs and variable selection in large vector autoregressive models |
scientific article; zbMATH DE number 7731469 |
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Directed graphs and variable selection in large vector autoregressive models (English)
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24 August 2023
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directed graphs
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impulse response analysis
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multi-step causality
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variable selection
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vector autoregression
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