afr-data.zip
Creators:
Knut Are Aastveit
;
Claudia Foroni
;
Francesco Ravazzolo
From the dataset abstract
We propose a parametric block wild bootstrap approach to compute density forecasts for various types of mixed-data sampling (MIDAS) regressions. First, Monte Carlo simulations show that...
Source: Density Forecasts With Midas Models (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/1240a15a-2da2-44dd-b0e0-c87f4b060b88/resource/8028ae42-a2d6-4669-823d-12b7a7656357/download/afr-data.zip |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
