Dom Owens, Haeran Cho, Matteo Barigozzi, “fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling”, R Journal, 2023, 15(3), 214-239, https://doi.org/10.32614/RJ-2023-070
BibTeX
@article{RJ-2023-070,
author = {Dom Owens and Haeran Cho and Matteo Barigozzi},
title = {fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling},
journal = {R Journal},
year = {2023},
volume = {15},
issue = {3},
pages = {214-239},
note = {https://journal.r-project.org/articles/RJ-2023-070/}
}