Uematsu, Yoshimasa and Yamagata, Takashi orcid.org/0000-0001-5949-8833 (2025) Discovering the Network Granger Causality in Large Vector Autoregressive Models. Journal of the American Statistical Association. ISSN 0162-1459
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2025 The Author(s). |
Dates: |
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Institution: | The University of York |
Academic Units: | The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York) |
Depositing User: | Pure (York) |
Date Deposited: | 02 Jan 2025 11:00 |
Last Modified: | 05 Mar 2025 12:40 |
Published Version: | https://doi.org/10.1080/01621459.2025.2450836 |
Status: | Published online |
Refereed: | Yes |
Identification Number: | 10.1080/01621459.2025.2450836 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:221159 |
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