LoadingData.m
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)
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.wolfram.mathematica.package |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/48a59f05-5802-4a4f-912c-93863446f061/resource/897a6422-90b9-4c3d-95c2-d1c92c4db3b9/download/loadingdata.m |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
