Estimating Time-Varying Networks for High-Dimensional Time Series
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Cited by:
- Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2023. "Inference of Grouped Time-Varying Network Vector Autoregression Models," Monash Econometrics and Business Statistics Working Papers 5/23, Monash University, Department of Econometrics and Business Statistics.
- Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2023. "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Papers 2303.10117, arXiv.org, revised Mar 2024.
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This paper has been announced in the following NEP Reports:- NEP-ETS-2023-03-06 (Econometric Time Series)
- NEP-NET-2023-03-06 (Network Economics)
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