DatasetFGLS.xlsx
Creators:
Mario Forni
;
Alessandro Giovannelli
;
Marco Lippi
;
Stefano Soccorsi
From the dataset abstract
The paper compares the pseudo real-time forecasting performance of three dynamic factor models: (i) the standard principal component model introduced by Stock and Watson in 2002; (ii) the...
Source: Dynamic factor model with infinite‐dimensional factor space: Forecasting (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/48a59f05-5802-4a4f-912c-93863446f061/resource/3b3c1107-c01c-4a0f-a5dd-5ebe1fb1fea1/download/datasetfgls.xlsx |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
