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Pedersen, Rasmus Søndergaard

  1. Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions
    2024/03/11 by Kock, Anders Bredahl, Pedersen, Rasmus Søndergaard, Sørensen, Jesper Riis-Vestergaard · 1 citation
    #Econometrics (econ.EM) #FOS: Economics and business #FOS: Mathematics #Statistics Theory (math.ST)