scholarly journals Filtered Coupling Measures for Variable Selection in Sparse Vector Autoregressive Modeling

2015 ◽  
Vol 28 (5) ◽  
pp. 871-883
Author(s):  
Seungkyu Lee ◽  
Changryong Baek
2016 ◽  
Vol 25 (4) ◽  
pp. 1077-1096 ◽  
Author(s):  
Richard A. Davis ◽  
Pengfei Zang ◽  
Tian Zheng

2017 ◽  
Vol 106 ◽  
pp. 103-126 ◽  
Author(s):  
Changryong Baek ◽  
Richard A. Davis ◽  
Vladas Pipiras

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