# Dimension Reduction for High‐Dimensional Vector Autoregressive Models*

> Research article (Oxford Bulletin of Economics and Statistics, 2022) · cited 13× · AI/ML

**Wikidata**: [openalex:W3084193463](https://www.wikidata.org/wiki/openalex:W3084193463)  
**Source**: https://4ort.xyz/entity/dimension-reduction-for-highdimensional-vector-autoregressive-models