BigVAR

MaRDI QIDQ43060swMATHCRANFDO

Authors Will Nicholson, David Matteson, Jacob Bien, Ines Wilms

Last update 9 January 2023

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.1.2

Official website https://cran.r-project.org/web/packages/BigVAR/index.html

Source code repository https://github.com/cran/BigVAR

Cites work

• High Dimensional Forecasting via Interpretable Vector Autoregression
• VARX-L: Structured regularization for large vector autoregressions with exogenous variables

Cited in

(16)

• fnets
• slasso
• sparsegl
• bvartools
• BVAR
• VIRF
• Time series modeling on dynamic networks
• sperrorest
• MTS
• penalized
• pcdpca
• freqdom
• dlstats
• mgm
• tvReg
• IsingFit

This page was built for software: BigVAR