DatasetFGLS.csv
Creators:
Mario Forni
;
Alessandro Giovannelli
;
Marco Lippi
;
Stefano Soccorsi
From the dataset abstract
The paper compares the pseudo real-time forecasting performance of three dynamic factor models: (i) the standard principal component model introduced by Stock and Watson in 2002; (ii) the...
Source: Dynamic factor model with infinite‐dimensional factor space: Forecasting (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/48e63401-4466-457a-b781-a0061376ad9e/resource/5c9f591a-989b-45b0-8f07-fb6e34bb62ae/download/datasetfgls.csv |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
