List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| BigVAR | 2023-01-09 | Software |
| VARX-L: Structured regularization for large vector autoregressions with exogenous variables International Journal of Forecasting | 2017-07-01 | Paper |
| High Dimensional Forecasting via Interpretable Vector Autoregression (available as arXiv preprint) | 2014-12-17 | Paper |
Research outcomes over time
This page was built for person: David Matteson