Detecting groups in large vector autoregressions

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Publication:2236879

DOI10.1016/j.jeconom.2021.03.012OpenAlexW3170018836MaRDI QIDQ2236879

Christian Brownlees, Guðmundur Stefán Guðmundsson

Publication date: 26 October 2021

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.03.012




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