Network vector autoregression with time-varying nodal influence
Yi Ding, Xuening Zhu, Rui Pan, Bo Zhang
| Year of publication: |
2025
|
|---|---|
| Authors: | Ding, Yi ; Zhu, Xuening ; Pan, Rui ; Zhang, Bo |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 66.2025, 5, p. 4161-4187
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| Subject: | High-dimensional time series | Network vector autoregressive models | Time-varying coefficient | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-024-10841-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015591296