Testing for differences in high-frequency network connectedness from variance decompositions

DOI10.1016/J.JECONOM.2026.106238MaRDI QIDQ7296565zbMATH OpenFDO

Authors Mattia Bevilacqua, Michael Ellington, Rodrigo Hizmeri

Publication date 14 July 2026

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

Full work available at URL https://doi.org/10.1016/J.JECONOM.2026.106238

Mathematics Subject Classification ID

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

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