estimation_fac.m
Creators:
In Choi
;
Hanbat Jeong
From the dataset abstract
This paper studies performance of factor-based forecasts using differenced and nondifferenced data. Approximate variances of forecasting errors from the two forecasts are derived and...
Source: Differencing versus nondifferencing in factor‐based 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/5abbaa0b-507d-4fb8-8089-e93416a20073/resource/fedec645-7b36-44c8-8d00-663dcdb482e4/download/estimation_fac.m |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
