readme.ckm.txt
Creators:
Andrea Carriero
;
George Kapetanios
;
Massimiliano Marcellino
From the dataset abstract
The paper addresses the issue of forecasting a large set of variables using multivariate models. In particular, we propose three alternative reduced rank forecasting models and compare...
Source: Forecasting large datasets with Bayesian reduced rank multivariate models (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/0883add9-d80c-4e34-adfd-5651b4ac50b8/resource/459fc2d8-a2ce-427f-bf4b-d850429bcf5b/download/readme.ckm.txt |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
