VARX-L: Structured regularization for large vector autoregressions with exogenous variables (Q82103)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | VARX-L: Structured regularization for large vector autoregressions with exogenous variables |
scientific article |
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33
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3
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627-651
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July 2017
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David Matteson
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Jacob Bien
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William B. Nicholson
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