Cite
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions.
MLA
Hecq, Alain, et al. “Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions.” Journal of Computational & Graphical Statistics, vol. 31, no. 4, Oct. 2022, pp. 1076–90. EBSCOhost, https://doi.org/10.1080/10618600.2022.2058003.
APA
Hecq, A., Ternes, M., & Wilms, I. (2022). Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. Journal of Computational & Graphical Statistics, 31(4), 1076–1090. https://doi.org/10.1080/10618600.2022.2058003
Chicago
Hecq, Alain, Marie Ternes, and Ines Wilms. 2022. “Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions.” Journal of Computational & Graphical Statistics 31 (4): 1076–90. doi:10.1080/10618600.2022.2058003.