Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Publication Year: 1996 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
