There are three files included in this folder:

1. H1_gdp.csv: This is the main data file.

2. replication_DS2019_tab_common.R: This file replicates the common part of the Tables.

3. replication_DS2019_tab045.R: This file replicates Tables 4 and 5.

Please cite our paper as:

Diebold, F.X. and Shin, M., 2019. Machine learning for regularized survey forecast combination: Partially-egalitarian lasso and its derivatives. International Journal of Forecasting, 35(4), pp.1679-1691.

If you have any questions, please do not hesitate to contact us:

Francis X. Diebold
Email: fdiebold@upenn.edu

Minchul Shin
Email: visiblehand@gmail.com