readme.cj.txt
Creators:
In Choi
;
Hanbat Jeong
From the dataset abstract
This paper studies performance of factor-based forecasts using differenced and nondifferenced data. Approximate variances of forecasting errors from the two forecasts are derived and...
Source: Differencing versus nondifferencing in factor‐based forecasting (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/e291d29c-07de-491d-bae7-564ce0612f4a/resource/a5ed7d52-1424-4a36-bf96-6f8fb2e46468/download/readme.cj.txt |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
