# Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions

> Research article (Journal of the American Statistical Association, 2025) · cited 20× · AI/ML

**Wikidata**: [openalex:W4392736182](https://www.wikidata.org/wiki/openalex:W4392736182)  
**Source**: https://4ort.xyz/entity/data-driven-tuning-parameter-selection-for-high-dimensional-vector-autoregressions