Matteson, David

1. VARX-L: Structured Regularization for Large Vector Autoregressions with\n Exogenous Variables
   2015/08/29 by William Nicholson, Nicholson, William, David S. Matteson +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #Applications (stat.AP) #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #Monetary Policy and Economic Impact #Stock Market Forecasting Methods
2. BigVAR: Tools for Modeling Sparse High-Dimensional Multivariate Time Series
   2017/02/23 by Nicholson, William, Matteson, David, Bien, Jacob · 1 citation
   #Computation (stat.CO) #FOS: Computer and information sciences