中山大学学报(自然科学版)(中英文)2023,Vol.62Issue(5):24-37,14.DOI:10.13471/j.cnki.acta.snus.2023A027
Network autoregression model with grouped factor structures
Network autoregression model with grouped factor structures
摘要
关键词
network autoregression/factor structure/heterogeneity/latent group structure/network time seriesKey words
network autoregression/factor structure/heterogeneity/latent group structure/network time series分类
经济学引用本文复制引用
ZHANG Zhiyuan,ZHU Xuening..Network autoregression model with grouped factor structures[J].中山大学学报(自然科学版)(中英文),2023,62(5):24-37,14.基金项目
Supported by National Natural Science Foundation of China(72222009,71991472) (72222009,71991472)