readme.fgls.txt
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)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/48a59f05-5802-4a4f-912c-93863446f061/resource/80b5525b-667a-42ef-a552-a33712cb83c3/download/readme.fgls.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
