Essays in High Dimensional Time Series Analysis
Due to the rapid improvements in the information technology, high dimensional time series datasets are frequently encountered in a variety of fields such as macroeconomics, finance, neuroscience, and meteorology. Some examples in economics and finance include forecasting low frequency macroeconomic...
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| Language: | English |
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2019
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| Online Access: | https://doi.org/10.7916/d8-yfg6-4971 |