Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Issues: 2 Volumes: 10 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