David Matteson
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| BigVAR | 2023-01-09 | Software |
| VARX-L: Structured regularization for large vector autoregressions with exogenous variables International Journal of Forecasting | 2017-07-01 | Paper |
| High Dimensional Forecasting via Interpretable Vector Autoregression | 2014-12-17 | Paper |
Research outcomes over time
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