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Title: Regularized Estimation of High-dimensional Factor-Augmented Vector Autoregressive (FAVAR) Models
Award ID(s):
1633158
PAR ID:
10189037
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Journal of machine learning research
Volume:
21
ISSN:
1532-4435
Page Range / eLocation ID:
1-51
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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