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2301.11675
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fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling
27 January 2023
Dominic Owens
Haeran Cho
M. Barigozzi
Re-assign community
ArXiv
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Papers citing
"fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling"
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Title
Discovering Graphical Granger Causality Using the Truncating Lasso Penalty
Ali Shojaie
George Michailidis
CML
65
214
0
03 Jul 2010
1
