fosten-appendix.pdf
Creators:
Jack Fosten
From the dataset abstract
This paper provides consistent information criteria for the selection of forecasting models that use a subset of both the idiosyncratic and common factor components of a big dataset. This...
Source: Model selection with estimated factors and idiosyncratic components (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/56573d96-8c9e-4abc-a923-a869f5df4e3a/resource/1cdd9fa7-7ba3-431e-9904-46da69a52827/download/fosten-appendix.pdf |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
