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description / endescription / en
 
Sparse VAR/VECM Models Estimation
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18 April 2021
Timestamp+2021-04-18T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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Property / last update: 18 April 2021 / rank
 
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0.1.0
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publication date: 18 April 2021
Timestamp+2021-04-18T00:00:00Z
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Property / author: Simone Vazzoler / rank
 
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Property / copyright license: GNU General Public License, version 2.0 / rank
 
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Property / imports: ncvreg / rank
 
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Property / imports: mvtnorm / rank
 
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Property / imports: picasso / rank
 
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Property / cites work: Regularized estimation in sparse high-dimensional time series models / rank
 
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Property / CRAN project: sparsevar / rank
 
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Property / Software Heritage ID: swh:1:snp:f266dfe0e5fd7bd92635b6b89c4d50f379487b2a / rank
 
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point in time: +2021-07-12T06:01:08Z
Timestamp+2021-07-12T06:01:08Z
Timezone+00:00
CalendarGregorian
Precision1 second
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Revision as of 12:18, 25 October 2023

Sparse VAR/VECM Models Estimation
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sparsevar
Sparse VAR/VECM Models Estimation

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    18 April 2021
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    0.1.0
    18 April 2021
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