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Sparse change‐point VAR models:
Dufays, Arnaud
;
Li, Zhuo
;
Rombouts, Jeroen V.K.
.
Journal of Applied Econometrics. 36 (2021) 6 - p. 703-727 , 2021
Link:
https://doi.org/10.1002/jae.2844
RT Journal T1 <Title>Sparse change‐point VAR models</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1002_jae.2844&Exemplar=1&LAN=DE A1 Dufays, Arnaud A1 Li, Zhuo A1 Rombouts, Jeroen V.K. A1 Song, Yong PB Wiley YR 2021 SN 0883-7252 SN 1099-1255 JF Journal of Applied Econometrics VO 36 IS 6 SP 703 OP 727 LK http://dx.doi.org/https://doi.org/10.1002/jae.2844 DO https://doi.org/10.1002/jae.2844 SF ELIB - SuUB Bremen
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