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Title: High dimensional forecasting via interpretable vector autoregression
Award ID(s):
1748166
PAR ID:
10227109
Author(s) / Creator(s):
; ; ;
Date Published:
Journal Name:
Journal of machine learning research
Volume:
21
Issue:
166
ISSN:
1533-7928
Page Range / eLocation ID:
1-52
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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