data.hr
Creators:
Dennis L. Hoffman
;
Robert H. Rasche
From the dataset abstract
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 characterized by...
Source: Assessing forecast performance in a cointegrated system (replication data)
There are no views created for this resource yet.
Metadata
| Field | Value |
|---|---|
| Format | hr |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/066f46b2-df3b-4eda-a952-41d164e70670/resource/c4c3e0ab-b06f-4a3b-8d01-d100f9bd6390/download/data.hr |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
