Search found 3 matches
- Mon Sep 03, 2018 6:20 am
- Forum: Estimation
- Topic: Confidence Intervals: Forecast vs. Makemodel
- Replies: 9
- Views: 8902
Re: Confidence Intervals: Forecast vs. Makemodel
That's great! Thank you so much
- Wed Aug 29, 2018 4:09 am
- Forum: Estimation
- Topic: Confidence Intervals: Forecast vs. Makemodel
- Replies: 9
- Views: 8902
Re: Confidence Intervals: Forecast vs. Makemodel
Thank you very much for your quick reply. I ran two types of regression. One is a "Fully Modified OLS" regression with Newey West Standard in a log-log specification. When I click on forecast, the standard errors and the corresponding confidence intervals seem to be correct - I used a stat...
- Tue Aug 28, 2018 7:41 am
- Forum: Estimation
- Topic: Confidence Intervals: Forecast vs. Makemodel
- Replies: 9
- Views: 8902
Confidence Intervals: Forecast vs. Makemodel
Dear all, I am a little bit confused and really hope you can help me. I estimated several models (time series as well as pooled regression). In case of a time series regression I can hit the forecast button and obtain the standard errors and confidence intervals of the forecast - no problem at all. ...