Discovering the Network Granger Causality in Large Vector Autoregressive Models

Research output: Contribution to journal › Article › peer-review

Original language	English
Number of pages	12
Journal	Journal of the American Statistical Association
Early online date	27 Feb 2025
DOIs	https://doi.org/10.1080/01621459.2025.2450836
Publication status	E-pub ahead of print - 27 Feb 2025

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title = "Discovering the Network Granger Causality in Large Vector Autoregressive Models",

author = "Yoshimasa Uematsu and Takashi Yamagata",

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doi = "10.1080/01621459.2025.2450836",

language = "English",

journal = "Journal of the American Statistical Association",

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T1 - Discovering the Network Granger Causality in Large Vector Autoregressive Models

AU - Uematsu, Yoshimasa

AU - Yamagata, Takashi

PY - 2025/2/27

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U2 - 10.1080/01621459.2025.2450836

DO - 10.1080/01621459.2025.2450836

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JO - Journal of the American Statistical Association

JF - Journal of the American Statistical Association

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