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Hierarchical Regularizers for Mixed-Frequency Vector Autore..:
Hecq, Alain
;
Ternes, Marie
;
Wilms, Ines
Journal of Computational and Graphical Statistics. 31 (2022) 4 - p. 1076-1090 , 2022
Link:
https://doi.org/10.1080/10618600.2022.2058003
RT Journal T1 <Title>Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_10618600.2022.2058003&Exemplar=1&LAN=DE A1 Hecq, Alain A1 Ternes, Marie A1 Wilms, Ines PB Informa UK Limited YR 2022 SN 1061-8600 SN 1537-2715 JF Journal of Computational and Graphical Statistics VO 31 IS 4 SP 1076 OP 1090 LK http://dx.doi.org/https://doi.org/10.1080/10618600.2022.2058003 DO https://doi.org/10.1080/10618600.2022.2058003 SF ELIB - SuUB Bremen
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