hansen.dat
Creators:
Francis X. Diebold
;
Lutz Kilian
From the dataset abstract
We propose a measure of predictability based on the ratio of the expected loss of a short-run forecast to the expected loss of a long-run forecast. This predictability measure can be...
Source: Measuring predictability: theory and macroeconomic applications (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/b517af63-4416-478d-a984-633733661d70/resource/4db8d126-306c-4f19-8418-14b06f581b7c/download/hansen.dat |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
