Implementation of the FNETS methodology proposed in Barigozzi, Cho and Owens (2024) for network estimation and forecasting of high-dimensional time series
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Nov 20, 2024 - R
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high-dimensional
Here are 10 public repositories matching this topic...
R codes and dataset for the estimation of the high-dimensional state space model proposed in the paper "A dynamic factor model approach to incorporate Big Data in state space models for official statistics" with Franz Palm, Stephan Smeekes and Jan van den Brakel.
big-data time-series high-dimensional-data state-space econometrics kalman-filter factor-models google-trends high-dimensional unemployment official-statistics
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Nov 5, 2020 - R
Biomarker selection in penalized regression models
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Apr 17, 2020 - R
Random Forest Two Sample Testing
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Sep 23, 2024 - R
Replicate the results of nowcasting housing sales by Google Queries, using Bayesian Structural Time-Series Model (Choi & Varian, 2009, 2012).
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Apr 27, 2018 - R
R Package: Adaptively weighted group lasso for semiparametic quantile regression models
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Nov 3, 2024 - R
An R package for regression analysis of data from extreme sampling
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May 3, 2022 - R
Statistical inference in sparse high-dimensional additive models
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Oct 25, 2024 - R
Implementation MWPCR with R
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Oct 31, 2017 - R
R package for Non-local Prior Based Iterative Variable Selection for Genome-Wide Association Studies, or Other High-Dimensional Data
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Nov 23, 2022 - R
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