hansen.dat
Creators:
Francis X. Diebold
;
Lutz Kilian
From the dataset abstract
We propose a measure of predictability based on the ratio of the expected loss of a short-run forecast to the expected loss of a long-run forecast. This predictability measure can be...
Source: Measuring predictability: theory and macroeconomic applications (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/627741d0-3e71-4d56-9ba0-f1d5130e77ce/resource/1094607a-201b-4670-b244-e0e51e7d4e91/download/hansen.dat |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
