fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling (Q78563)
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scientific article from arXiv
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| English | fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling |
scientific article from arXiv |
Statements
27 January 2023
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stat.CO
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Matteo Barigozzi
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Haeran Cho
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Dom Owens
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