readme.jf.txt
Creators:
Jack Fosten
From the dataset abstract
This paper provides consistent information criteria for the selection of forecasting models that use a subset of both the idiosyncratic and common factor components of a big dataset. This...
Source: Model selection with estimated factors and idiosyncratic components (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/56573d96-8c9e-4abc-a923-a869f5df4e3a/resource/fcffde9b-a736-4f22-ab1c-4d57be85a8d8/download/readme.jf.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
