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Estimating time-varying networks for high-dimensional time series (2025)

First Author: Chen J

Attributed to: New Cross-Sectionally Dependent Panel Data Methods for the Analysis of Macroeconomic and Financial Networks funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2024.105941

Publication URI: http://dx.doi.org/10.1016/j.jeconom.2024.105941

Type: Journal Article/Review

Parent Publication: Journal of Econometrics

ISSN: 18726895 03044076