fosten-appendix.pdf
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 | application/pdf |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/32d9a749-7cf3-47bd-8f45-17d3ba7b7ae3/resource/dc8999ed-7ade-45eb-a0ec-7f88b57d6116/download/fosten-appendix.pdf |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
