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20152025
most citedDiscovering the Network Granger Causality in Large Vector Autoregressive Models

2 citations · 7 across the 8 of their papers we have counts for

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stat.AP2015★ 1 cited

Macroeconomic Forecasting and Variable Selection with a Very Large Number of Predictors: A Penalized Regression Approach

Yoshimasa Uematsu, Shinya Tanaka

This paper studies macroeconomic forecasting and variable selection using a folded-concave penalized regression with a very large number of predictors. The penalized regression app…