Model averaging for time-varying vector autoregressions

DOI10.1016/J.JECONOM.2026.106308MaRDI QIDQ7323104zbMATH OpenFDO

Authors Yuying Sun, Jiti Gao, Feng Chen

Publication date 1 September 2026

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2026.106308

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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