Regularized estimation of high-dimensional factor-augmented vector autoregressive (favar) models

被引：0

作者：

Lin, Jiahe ^{[1
]}

Michailidis, George ^{[2
]}

机构：

[1] Lin, Jiahe

[2] Michailidis, George

来源：

| 1600年 / Microtome Publishing卷 / 21期

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