https://orcid.org/0000-0002-3676-1739
References
- Armillotta, M., and Fokianos, K. (2021), “Poisson Network Autoregression,” arXiv preprint arXiv:2104.06296.
- Chen, E. Y., Fan, J., and Zhu, X. (2020), “Community Network Auto-Regression for High-Dimensional Time Series.” Available at DOI: 10.1016/j.jeconom.2022.10.005.
- Golub, G. H., Heath, M., and Wahba, G. (1979), “Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter,” Technometrics, 21, 215–223. DOI: 10.1080/00401706.1979.10489751.
- Knight, M., Leeming, K., Nason, G., and Nunes, M. (2020), “Generalized Network Autoregressive Processes and the GNAR Package,” Journal of Statistical Software, 96, 1–36. Available at https://www.jstatsoft.org/index.php/jss/article/view/v096i05. DOI: 10.18637/jss.v096.i05.
- Lütkepohl, H. (2005), New Introduction to Multiple Time Series Analysis, Berlin: Springer.
- Nason, G. P., and Wei, J. L. (2021), “Quantifying the Economic Response to COVID-19 Mitigations and Death Rates via Forecasting Purchasing Managers’ Indices using Generalised Network Autoregressive Models with Exogenous Variables,” arXiv preprint arXiv:2107.07605.
- Wang, Y., Liu, H., Mao, G., Zuo, J., and Ma, J. (2017), “Inter-regional and Sectoral Linkage Analysis of Air Pollution in Beijing–Tianjin–Hebei (Jing-Jin-Ji) Urban Agglomeration of China,” Journal of Cleaner Production, 165, 1436–1444. DOI: 10.1016/j.jclepro.2017.07.210.
- Wang, Y., Ying, Q., Hu, J., and Zhang, H. (2014), “Spatial and Temporal Variations of Six Criteria Air Pollutants in 31 Provincial Capital Cities in China during 2013–2014,” Environment international, 73, 413–422. DOI: 10.1016/j.envint.2014.08.016.
- Xiao, C., Chang, M., Guo, P., Gu, M., and Li, Y. (2020), “Analysis of Air Quality Characteristics of Beijing–Tianjin–Hebei and Its Surrounding Air Pollution Transport Channel Cities in China,” Journal of Environmental Sciences, 87, 213–227. DOI: 10.1016/j.jes.2019.05.024.
- Zellner, A. (1962), “An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias,” Journal of the American statistical Association, 57, 348–368. DOI: 10.1080/01621459.1962.10480664.
- Zhu, X., and Pan, R. (2018), “Grouped Network Vector Autoregression,” Statistica Sinca, 30, 1437–1462.
- Zhu, X., Pan, R., Li, G., Liu, Y., and Wang, H. (2017), “Network Vector Autoregression,” The Annals of Statistics, 45, 1096–1123. DOI: 10.1214/16-AOS1476.