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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

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Publication:78563

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DOI10.48550/ARXIV.2301.11675arXiv2301.11675MaRDI QIDQ78563

Dom Owens, Matteo Barigozzi, Haeran Cho

Publication date: 27 January 2023

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04)

Related Items (1)

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