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://journaldata.zbw.eu/dataset/1d68bdf6-a96f-49fc-b3cf-f339e5215497/resource/6570d7bd-4993-4ba5-a2c2-435ba29cf2d6/download/afr-data.zip |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
