Inference of grouped time-varying network vector autoregression models
Year of publication: |
[2023]
|
---|---|
Authors: | Li, Degui ; Peng, Bin ; Tang, Songqiao ; Wu, Weibiao |
Publisher: |
[Victoria, Australia] : [Monash University, Department of Econometrics and Business Statistics] |
Subject: | cluster analysis | information criterion | latent groups | local linear estimator | network | Clusteranalyse | Cluster analysis | Schätztheorie | Estimation theory | Unternehmensnetzwerk | Business network | VAR-Modell | VAR model | Soziales Netzwerk | Social network | Netzwerk | Network | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (circa 56 Seiten) Illustrationen |
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Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ZDB-ID 2419033-0. - Vol. no. 23, 05 (April 2023) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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