MPC_DFH.PRG
Creators:
Michael P. Clements
;
David F. Hendry
From the dataset abstract
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 cointegrated...
Source: Forecasting in cointegrated systems (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | prg |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/c81bda3d-1ca5-4a54-ae04-543cf79654ab/resource/7e756706-cec0-4bf0-9f84-30f1a64290a9/download/mpc_dfh.prg |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
