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)
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Metadata
| Field | Value |
|---|---|
| Format | hr |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/93c12875-cea5-4a64-88b7-8b2f5e6d7b67/resource/99ec6a63-b9ba-43f3-8156-29cbe4615367/download/data.hr |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
