estimation_fac.m
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)
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.wolfram.mathematica.package |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/e291d29c-07de-491d-bae7-564ce0612f4a/resource/a10b8fe4-efad-4755-adc6-4bb2b37596c1/download/estimation_fac.m |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
