@article{datadriventuningparameterselectionfor,
  title = {Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions},
  author = {Anders Bredahl Kock and Rasmus Søndergaard Pedersen and Jesper Riis-Vestergaard Sørensen},
  year = {2024},
  eprint = {2403.06657},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2403.06657v2},
}