Ridge regularized estimation of VAR models for inference (Q7025628)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7986231
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Ridge regularized estimation of VAR models for inference |
scientific article; zbMATH DE number 7986231 |
Statements
Ridge regularized estimation of VAR models for inference (English)
0 references
19 February 2025
0 references
impulse responses
0 references
inference
0 references
ridge regularization
0 references
vector autoregression
0 references
0 references
0 references
0 references
0 references
0 references
