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Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Kock, Anders Bredahl, Pedersen, Rasmus Søndergaard, Sørensen, Jesper Riis-Vestergaard
Format:	Preprint
Published:	2024
Subjects:	Econometrics Statistics Theory
Online Access:	Acceder al recurso
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