wbnicholson

New York, NY

Pinned Repositories

BigVAR
Dimension Reduction Methods for Multivariate Time Series
Language:R57 11 3717
HackingR
Code examples from my blog:
Language:R9 3 03
HLAG
Replication files for High Dimensional Forecasting via Interpretable Vector Autoregression
Language:R46

wbnicholson's Repositories

wbnicholson/BigVAR
Dimension Reduction Methods for Multivariate Time Series
Language:R57 11 3717
wbnicholson/HackingR
Code examples from my blog:
Language:R9 3 03
wbnicholson/HLAG
Replication files for High Dimensional Forecasting via Interpretable Vector Autoregression
Language:R46