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Publication Year:
1996
None:
5
None:
11
Formats:
hr
Dennis L. Hoffman
;
Robert H. Rasche
Assessing forecast performance in a cointegrated system (replication data)
This paper examines the forecast performance of a cointegrated system relative to the forecast performance of a comparable VAR that fails to recognize that the system is...
DOI:10.15456/jae.2022313.1255366748
TXT
hr