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Code for the GNAR model (by Xuening Zhu).
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### This is the code file for the paper "Grouped Network Vector Autoregression". ### Author Xuening Zhu ### Time: 2019.03.31 code files: - estimator.R: EM algorithm and Two-step estimation functions - simulator.R: simulation functions to generate Y, Z, W - main.R: generate data and conduct estimation Please run main.R to see how to use the functions.