readme.ckm.txt
Creators:
Andrea Carriero
;
George Kapetanios
;
Massimiliano Marcellino
From the dataset abstract
The paper addresses the issue of forecasting a large set of variables using multivariate models. In particular, we propose three alternative reduced rank forecasting models and compare...
Source: Forecasting large datasets with Bayesian reduced rank multivariate models (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/f22def01-29dc-47c4-b49e-4fcfd5ad5efb/resource/b8b26d9b-31b3-47d5-951b-c5e3156b345f/download/readme.ckm.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
