Matteo Barigozzi

From MaRDI portal
Person:78559

Available identifiers

MaRDI QIDQ78559

List of research outcomes





PublicationDate of PublicationType
fnets2024-01-23Software
FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series2023-09-14Paper
fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling2023-01-27Paper
FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series2022-01-16Paper

Research outcomes over time

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