Sufficient Forecasting Using Factor Models
收藏DataCite Commons2025-01-03 更新2025-04-16 收录
下载链接：
https://service.tib.eu/ldmservice/dataset/9d26151c-0631-4cc2-a748-70f34d12ae31
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资源简介：
The dataset used in the paper is a high-dimensional time series dataset, where the target variable yt+1 is forecasted using a large number of predictors xt.
提供机构：
TIB
创建时间：
2025-01-03
