How to decide on "Parameter value: s steps ahead prediction"?
It does not seem to be a part of standard descriptions of the application of the decomposition as, for example, in Morley, Nelson, and Zivot (2003).
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- Tue Jan 12, 2016 9:38 am
- Forum: Add-in Support
- Topic: Beveridge-Nelson Decomposition
- Replies: 8
- Views: 25591