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~institution:"Barcelona Graduate School of Economics (Barcelona GSE)"
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Nets: Network Estimation for Time Series
Barigozzi, Matteo
;
Brownlees, Christian
-
Barcelona Graduate School of Economics (Barcelona GSE)
-
2013
correlations. We then introduce a two step
lasso
procedure, called nets, to estimate high-dimensional sparse Long Run Partial …
Persistent link: https://www.econbiz.de/10010851344
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