Cite
Directed graphs and variable selection in large vector autoregressive models.
MLA
Bertsche, Dominik, et al. “Directed Graphs and Variable Selection in Large Vector Autoregressive Models.” Journal of Time Series Analysis, vol. 44, no. 2, Mar. 2023, pp. 223–46. EBSCOhost, https://doi.org/10.1111/jtsa.12664.
APA
Bertsche, D., Brüggemann, R., & Kascha, C. (2023). Directed graphs and variable selection in large vector autoregressive models. Journal of Time Series Analysis, 44(2), 223–246. https://doi.org/10.1111/jtsa.12664
Chicago
Bertsche, Dominik, Ralf Brüggemann, and Christian Kascha. 2023. “Directed Graphs and Variable Selection in Large Vector Autoregressive Models.” Journal of Time Series Analysis 44 (2): 223–46. doi:10.1111/jtsa.12664.