readme.jkv.txt
Creators:
Borus Jungbacker
;
Siem Jan Koopman
;
Michel van der Wel
From the dataset abstract
We consider the dynamic factor model and show how smoothness restrictions can be imposed on factor loadings by using cubic spline functions. We develop statistical procedures based on...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/31130779-c1ee-4a6f-ab2e-443e32fd4642/resource/da27ee88-e48f-4e9b-b441-50e10179a85b/download/readme.jkv.txt |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
