VARX-L: Structured regularization for large vector autoregressions with exogenous variables

DOI10.1016/J.IJFORECAST.2017.01.003MaRDI QIDQ82103FDOQ82103

David Matteson, William B. Nicholson, Jacob Bien

Publication date: July 2017

Published in: International Journal of Forecasting (Search for Journal in Brave)

Cited In (1)

• BigVAR

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