Network vector autoregression with individual effects
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Publication:2230661
DOI10.1007/s00184-020-00805-yzbMath1475.62283OpenAlexW3119415572MaRDI QIDQ2230661
Tao Huang, Yang Bai, Yi-Ming Tang
Publication date: 28 September 2021
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-020-00805-y
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of graph theory (05C90)
Uses Software
Cites Work
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