jeremylhour / ml_econometrie Goto Github PK

I would like to ask three questions：1. Why you set 'x.lag=9'? "paymes" and "cfnia" are monthly,but "ads" is daily. How the lag of variables affects model results?
2. For me, Monthly_Topic_Attention_Theta for China is not available，I wonder if the model can still be applied without this part of the data（Is it still a high-dimensional situation after removing the data?）
3. Why you don't use"legendre_degree "? and the "gindex" setting,why you code " gindex=c(1,2,3,4);gindex = c(gindex,rep(5,9*3))"？
I am wondering if you could kindly send me the source data-"Monthly_Topic_Attention_Theta.csv " I promise they will be used only for research purposed.THANK YOU!