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"Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions."

Alain Hecq, Marie Ternes, Ines Wilms (2022)

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DOI: 10.1080/10618600.2022.2058003

access: closed

type: Journal Article

metadata version: 2023-08-19

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  dblp key:
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Alain Hecq, Marie Ternes, Ines Wilms:
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. J. Comput. Graph. Stat. 31(4): 1076-1090 (2022)

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