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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... -
Convergence in international output (replication data)
This paper proposes and tests new definitions of convergence and common trends for per capita output. We define convergence for a group of countries to mean that each country... -
Asymptotic theory and econometric practice (replication data)
The classical paradigm of asymptotic theory employed in econometrics presumes that model dimensionality, p, is fixed as sample size, n, tends to inifinity. Is this a plausible...
