Reproducibility package_Hounyo and Li (2024).zip

This reproducibility package contains the necessary data and code to replicate the results from Hounyo and Li (2024), "Forecasting Economic Time Series in Presence of Weak Factors: Multiple Supervised Learning-Based Approach". The Readme.docx provides step-by-step instructions to guide you through the replication process for each figure and table. The scripts are written in MATLAB: files with the .m extension.We are continuously working to improve the code and resolve any remaining bugs. If you have suggestions or solutions, please feel free to contact us.