coj.m
Creators:
Gabriele Fiorentini
;
Enrique Sentana
From the dataset abstract
We derive computationally simple expressions for score tests of misspecification in parametric dynamic factor models using frequency domain techniques. We interpret those diagnostics as...
Source: Dynamic specification tests for dynamic factor models (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.wolfram.mathematica.package |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/28ba72da-d1cd-46c3-8a4a-6ee18b236a0c/resource/5115e18f-22fe-41d2-85db-80be031ebb84/download/coj.m |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
