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fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling - MaRDI portal

fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling (Q78563)

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scientific article from arXiv
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fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling
scientific article from arXiv

    Statements

    publication date
    27 January 2023
    0 references
    arXiv classification
    stat.CO
    0 references
    author
    Dom Owens
    0 references
    Haeran Cho
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    Matteo Barigozzi
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    Identifiers

    arXiv ID
    2301.11675
    0 references
     
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