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FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series - MaRDI portal

FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series

From MaRDI portal
Publication:5977551

DOI10.1080/07350015.2023.2257270MaRDI QIDQ5977551

Dom Owens, Haeran Cho, Matteo Barigozzi

Publication date: 14 September 2023

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)




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