twn.dat
Creators:
Jin-Lung Lin
;
Ruey S. Tsay
From the dataset abstract
Does co-integration help long-term forecasts? In this paper, we use simulation, real data sets, and multi-step-ahead post-sample forecasts to study this question. Based on the square root...
Source: Co-integration constraint and forecasting: An empirical examination (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/ea1f9dd5-9a63-4346-93f5-ec84bd45c559/resource/b52b7e97-6448-4343-87a9-24177b9b3843/download/twn.dat |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
