Community network auto-regression for high-dimensional time series

Mathematics

• Autoregression 87%
• Community 72%
• Time series 63%
• High-dimensional 58%
• Vector Autoregressive Model 52%
• Estimator 15%
• Heterogeneous Networks 13%
• Factor Structure 13%
• Weighted Least Squares Estimator 12%
• Network Structure 11%
• Diverge 9%
• Expand 9%
• Homogeneity 9%
• Flexibility 8%
• Asymptotic Normality 8%
• Unknown 5%
• Modeling 5%
• Vertex of a graph 5%
• Model 2%

Business & Economics

• Community Networks 100%
• Autoregression 92%
• Vector Autoregressive Model 62%
• Estimator 22%
• Two-step Estimator 21%
• Weighted Least Squares 19%
• Asymptotic Normality 18%
• Latent Factors 18%
• Cross-sectional Dependence 17%
• Least Squares Estimator 17%
• Network Effects 15%
• Homogeneity 15%
• Network Structure 14%
• Node 13%
• Modeling 8%
• Factors 4%

Engineering & Materials Science

• Time series 61%
• Heterogeneous networks 14%