Variable screening in high-dimensional vector autoregressions (Q6882945)
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scientific article; zbMATH DE number 8137783
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| English | Variable screening in high-dimensional vector autoregressions |
scientific article; zbMATH DE number 8137783 |
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Variable screening in high-dimensional vector autoregressions (English)
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16 December 2025
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high-dimensional VAR
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variable screening
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information criterion
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