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

DOI10.1080/07350015.2023.2257270zbMath1547.6261MaRDI QIDQ6626256

Dom Owens, Matteo Barigozzi, Haeran Cho

Publication date: 28 October 2024

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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