Long-History PCA in a Dynamic Factor Model with Weak Loadings

Zenodo (CERN European Organization for Nuclear Research) 2026 Dataset Open access

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Authors: Robert Anderson, Baeho Kim, Dean Ryu
DOI: 10.5281/zenodo.18166829
Cited by: 0

Abstract

To reproduce the results reported in “Long-History PCA in a Dynamic Factor Model with Weak Loadings,” users must download the accompanying data files and place them in the designated directory. Detailed instructions are provided in the ReadMe.txt file available on the journal’s website.

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
6 January 2026
Document type
Dataset