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Issues:
2
Volumes:
10
Journals:
Journal of Applied Econometrics
Formats:
prg
Michael P. Clements
;
David F. Hendry
Forecasting in cointegrated systems (replication data)
We consider the implications for forecast accuracy of imposing unit roots and cointegrating restrictions in linear systems of I(1) variables in levels, differences, and...
DOI:10.15456/jae.2022313.1130791813
TXT
prg
dat
