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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/0000-0002-0725-8704View further author information
Dom Owensb School of Mathematics, University of Bristol, Bristol, UKView further author information
Pages 890-902
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Published online: 04 Oct 2023
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