#

factor-model

Here are 3 public repositories matching this topic...

dppalomar / covFactorModel

Covariance Matrix Estimation via Factor Models

pca financial-data covariance-matrix factor-model

Updated Mar 25, 2019
R

jhlinplus / high_dim_favar_estimation

Regularized estimation of high-dimensional FAVAR models

identifiability vector-autoregression factor-model low-rank high-dimensional-statistics

Updated Feb 10, 2024
R

Dom-Owens-UoB / mosumfvar

data segmentation and forecasting for VAR-driven factor models

forecasting vector-autoregression change-detection factor-model

Updated Jul 3, 2023
R

Improve this page

Add a description, image, and links to the factor-model topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the factor-model topic, visit your repo's landing page and select "manage topics."