Sparse High-Dimensional Vector Autoregressive Bootstrap

Fuente: arXiv

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Bibliographic Details
Main Authors:	Adamek, Robert, Smeekes, Stephan, Wilms, Ines
Format:	Preprint
Published:	2023
Subjects:	Econometrics Statistics Theory Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2302.01233