DatasetFGLS.xlsx
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 | application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/48e63401-4466-457a-b781-a0061376ad9e/resource/c307ee09-2029-4d59-8758-ebbc993a9656/download/datasetfgls.xlsx |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
