| Residential College | false |
| Status | 即將出版Forthcoming |
| Estimating time-varying networks for high-dimensional time series | |
JIA CHEN1,2 ; Degui Li3,4; Yu-Ning Li5; Oliver Linton6
| |
| 2025-01 | |
| Source Publication | Journal of Econometrics
 |
| ABS Journal Level | 4 |
| DOI | https://doi.org/10.1016/j.jeconom.2024.105941 |
| Indexed By | SSCI |
| Language | 英語English |
| Funding Project | New Econometric Methods for the Analysis of Macroeconomic and Financial Networks |
| Publisher | Elsevier |
| Fulltext Access | |
| Citation statistics | |
| Document Type | Journal article |
| Collection | DEPARTMENT OF ECONOMICS DEPARTMENT OF FINANCE AND BUSINESS ECONOMICS |
| Corresponding Author | Oliver Linton |
| Affiliation | 1.Department of Economics, University of Macau 2.Department of Economics and Related Studies, University of York 3.Faculty of Business Administration, University of Macau 4.Department of Mathematics, University of York 5.School for Business and Society, University of York 6.Faculty of Economics, University of Cambridge |
| First Author Affilication | University of Macau |
| Recommended Citation GB/T 7714 | JIA CHEN,Degui Li,Yu-Ning Li,et al. Estimating time-varying networks for high-dimensional time series[J]. Journal of Econometrics, 2025. |
| APA | JIA CHEN., Degui Li., Yu-Ning Li., & Oliver Linton (2025). Estimating time-varying networks for high-dimensional time series. Journal of Econometrics. |
| MLA | JIA CHEN,et al."Estimating time-varying networks for high-dimensional time series".Journal of Econometrics (2025). |
| Files in This Item: | There are no files associated with this item. | |||||
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