Ridge regularized estimation of VAR models for inference

Ballarin, Giovanni

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DOI:	https://doi.org/10.1111/jtsa.12737
URL:	https://onlinelibrary.wiley.com/doi/10.1111/jtsa.1...
URN:	urn:nbn:de:bsz:180-madoc-667421
Document Type:	Article
Year of publication:	2025
The title of a journal, publication series:	Journal of Time Series Analysis
Volume:	46
Issue number:	2: special issue, Time series for QFFE
Page range:	235-257
Place of publication:	Oxford
Publishing house:	Wiley Blackwell
ISSN:	0143-9782 , 1467-9892
Publication language:	English
Institution:	Außerfakultäre Einrichtungen > Graduate School of Economic and Social Sciences - CDSE (Economics)
Pre-existing license:	Creative Commons Attribution, Non-Commercial 4.0 International (CC BY-NC 4.0)
Subject:	310 Statistics 330 Economics