FRED_MD_Factors.csv
Creators:
Hongwei Zhang
;
Qiang He
;
Ben Jacobsen
;
Fuwei Jiang
From the dataset abstract
We compare several representative sophisticated model averaging and variable selection techniques of forecasting stock returns. When estimated traditionally, our results confirm that the...
Source: Forecasting stock returns with model uncertainty and parameter instability (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/35a085ba-0071-407a-a07e-ee0e6724e725/resource/0b1ff6f5-5209-4c93-9202-4b9fc7d70274/download/fred_md_factors.csv |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
