Robust Estimation in Network Vector Autoregression with Nonstationary Regressors

被引：0
|
作者：
Katsouris, Christis [1 ,2 ]
机构：
[1] University of Southampton, United Kingdom
[2] The Faculty of Social Sciences, University of Helsinki, Finland
来源：
arXiv |
关键词：
In networks - IVX - Local-to-unity - Network dependence - Non-stochastic - Nonstationary - Persistence - Robust estimation - Vector autoregressions - Vector autoregressive model;
D O I：
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摘要：
82
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