BigVAR (Q43060)
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Dimension Reduction Methods for Multivariate Time Series
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | BigVAR |
Dimension Reduction Methods for Multivariate Time Series |
Statements
expanded from: GPL (≥ 2) (English)
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Jacob Bien
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Ines Wilms
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30 March 2026
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Estimates VAR and VARX models with Structured Penalties.
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Identifiers
29 January 2023
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