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Prediction Intervals of Panel Data Approach for Programme Evaluation (replica...
All data files are ASCII files in mat format. They are zipped in JLSZ-data_2025.zip. Data for replication: data_HK.mat (data used in our paper with Hong Kong last)... -
The German Cliometrics Database (replication data)
This short article introduces the German Cliometrics Database as the fundament of Jopp and Spoerer (2024) who trace cliometric research on German history. This newly constructed... -
Robust Forecast Superiority Testing with an Application to Assessing Pools of...
We develop a forecast superiority testing methodology which is robust to the choice of loss function. Following Jin, Corradi and Swanson (JCS: 2017), we rely on a mapping... -
Determining the Number of Factors in Static Approximate Factor Models Using D...
This paper is concerned with the applications of discrete Fourier transforms in identification of the number of common factors of static approximate factor models. We report and...
