Installation
About
Implements methods for network estimation and forecasting of high-dimensional time series exhibiting strong serial and cross-sectional correlations under a factor-adjusted vector autoregressive model. See Barigozzi, Cho and Owens (2022)
Key Metrics
Downloads
Last 24 hours | 0 -100% |
Last 7 days | 44 -41% |
Last 30 days | 231 -21% |
Last 90 days | 761 -35% |
Last 365 days | 2.959 |