Your download is now in progress and you may close this window

Did you know that with a free Taylor & Francis Online account you can gain access to the following benefits?

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Have an account?
Login now Don't have an account?
Register for free

Login or register to access this feature

Have an account?
Login now Don't have an account?
Register for free

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Search in:

Advanced search

Journal of Business & Economic Statistics Volume 42, 2024 - Issue 3

Submit an article Journal homepage

Open access

1,808

Views

CrossRef citations to date

Altmetric

Articles

FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series

Matteo Barigozzia Department of Economics, Università di Bologna, Bologna, ItalyView further author information

Haeran Chob School of Mathematics, University of Bristol, Bristol, UKCorrespondence[email protected]

https://orcid.org/0000-0002-0725-8704 View further author information

Dom Owensb School of Mathematics, University of Bristol, Bristol, UKView further author information

Pages 890-902 | Published online: 04 Oct 2023

Cite this article
https://doi.org/10.1080/07350015.2023.2257270
CrossMark

Full Article
Figures & data
References
Supplemental
Citations
Metrics
Licensing
Reprints & Permissions
View PDF PDF View EPUB EPUB

Citations (2)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Haeran Cho, Hyeyoung Maeng, Idris A. Eckley & Paul Fearnhead. (2023) High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling. Journal of the American Statistical Association 0:0, pages 1-13.
Read now

Articles from other publishers (1)

Jianqing Fan, Ricardo P. Masini & Marcelo C. Medeiros. (2023) Bridging factor and sparse models. The Annals of Statistics 51:4.
Crossref

Share icon
Back to Top

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.

People also read
Recommended articles
Cited by

To cite this article:

Reference style: APA Chicago Harvard

Citation copied to clipboard

Reference styles above use APA (6th edition), Chicago (16th edition) & Harvard (10th edition)

Download citation

Download a citation file in RIS format that can be imported by citation management software including EndNote, ProCite, RefWorks and Reference Manager.

Choose format: RIS BibTex RefWorks Direct Export

Choose options: Citation Citation & abstract Citation & references