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High-dimensional banded vector autoregressions subject to structural breaks

Bo Ling & Yundong Tu

Econometric Reviews2026https://doi.org/10.1080/07474938.2026.2629474article
AJG 3ABDC A
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0.50

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https://doi.org/https://doi.org/10.1080/07474938.2026.2629474

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@article{bo2026,
  title        = {{High-dimensional banded vector autoregressions subject to structural breaks}},
  author       = {Bo Ling & Yundong Tu},
  journal      = {Econometric Reviews},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1080/07474938.2026.2629474},
}

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High-dimensional banded vector autoregressions subject to structural breaks

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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