Department of Economics and Business Economics

Anders Bredahl Kock

Oracle Inequalities for High-Dimensional Vector Autoregressions

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

Original languageEnglish
JournalJournal of Econometrics
Volume186
Issue number2
Pages (from-to) 325–344
ISSN0304-4076
DOIs
StatePublished - Jun 2015

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