Ecosyste.ms: Papers

An open API service providing mapping between scientific papers and software projects that are mentioned in them.
All mentions data is based on the CZI Software Mentions dataset.

Papers: 10.1002/jae.2807

https://doi.org/10.1002/jae.2807

Combining shrinkage and sparsity in conjugate vector autoregressive models

Cited by: 4
Author(s): Niko Hauzenberger, Florian Huber, Luca Onorante
Published: almost 4 years ago

Software Mentions 1

cran: MCS
Model Confidence Set Procedure
Papers that mentioned: 323