Detecting groups in large Vector Autoregressions
Guðmundur Stefán Guðmundsson, Christian Brownlees
| Year of publication: |
2021
|
|---|---|
| Authors: | Guðmundsson, Guðmundur Stefán ; Brownlees, Christian |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 225.2021, 1, p. 2-26
|
| Subject: | Vector autoregressions | Time series | Random graphs | Community detection | Spectral clustering | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Clusteranalyse | Cluster analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.03.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013279003