High Dimensional Forecasting via Interpretable Vector Autoregression (Q82104)

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scientific article from arXiv
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    High Dimensional Forecasting via Interpretable Vector Autoregression
    scientific article from arXiv

      Statements

      17 December 2014
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      stat.ME
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      David Matteson
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      Jacob Bien
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      Ines Wilms
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      William B. Nicholson
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