t-bill.prn
Creators:
Anne Sofie Jore
;
James Mitchell
;
Shaun P. Vahey
From the dataset abstract
Recursive-weight forecast combination is often found to an ineffective method of improving point forecast accuracy in the presence of uncertain instabilities. We examine the effectiveness...
Source: Combining forecast densities from VARs with uncertain instabilities (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | prn |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/877bf813-7f73-48d7-91b3-49f7a8ae6107/resource/172d4bac-4387-414d-b881-855af0bdf931/download/t-bill.prn |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
