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Browsing Master's Degree in Data Science by Subject "Deep vector autoregression"

Browsing Master's Degree in Data Science by Subject "Deep vector autoregression"

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  • Agustí, Marc; Altmeyer, Patrick; Vidal-Quadras, Ignacio (2021-07-20)
    Vector autoregression (VAR) models are a popular choice for forecasting of macroeconomic time series data. Due to their simplicity and success at modelling the monetary economic indicators VARs have become a standard tool ...

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