BigVAR

MaRDI QIDQ43060swMATHCRANFDO

Authors Jacob Bien, Ines Wilms, Will Nicholson, David Matteson

Last update 9 January 2023

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 1.1.2

Official website https://cran.r-project.org/web/packages/BigVAR/index.html

Source code repository https://github.com/cran/BigVAR

Cites work

• VARX-L: Structured regularization for large vector autoregressions with exogenous variables
• High Dimensional Forecasting via Interpretable Vector Autoregression

Cited in

(16)

• bvartools
• slasso
• Time series modeling on dynamic networks
• sperrorest
• MTS
• penalized
• pcdpca
• freqdom
• dlstats
• IsingFit
• mgm
• tvReg
• VIRF
• fnets
• BVAR
• sparsegl

This page was built for software: BigVAR