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Add factor VAR #66

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nicholasjclark opened this issue Aug 11, 2024 · 0 comments
Open

Add factor VAR #66

nicholasjclark opened this issue Aug 11, 2024 · 0 comments
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enhancement New feature or request

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@nicholasjclark
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https://royalsocietypublishing.org/doi/10.1098/rspb.2017.0768
Worth a try for large or sparse VARs, but won't be able to enforce stationarity so could be unstable
@nicholasjclark nicholasjclark added the enhancement New feature or request label Sep 8, 2024
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