Model averaging for time–varying vector autoregressions
Authors:
- Yuying SunYSYuying Sun
- Feng ChenFCFeng Chen
- Jiti GaoJGJiti Gao
Open Access
- 5 August 2026
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 257
Abstract
No abstract availableFunding Information
- Australian Research Council (DP250100063)
- Natural Science Foundation of Beijing Municipality (JQ25030)
- National Natural Science Foundation of China (72073126)
- Youth Science Fund Project (72322016)
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