Structural inference in sparse high-dimensional vector autoregressions
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Cites work
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- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
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Cited in
(5)- High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood
- Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations
- Estimation of Sparse Structural Parameters with Many Endogenous Variables
- Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages
- Local projection inference in high dimensions
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