Penalisation Methods in Fitting High‐Dimensional Cointegrated Vector Autoregressive Models: A Review
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Title
Penalisation Methods in Fitting High‐Dimensional Cointegrated Vector Autoregressive Models: A Review
Authors
Keywords
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Journal
INTERNATIONAL STATISTICAL REVIEW
Volume -, Issue -, Pages -
Publisher
Wiley
Online
2023-09-19
DOI
10.1111/insr.12553
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