EViews.com

Hello ! Im working with cross-sectional data fitting a Least Squares model. n = around 400 obs. In the past i have made a lot of forecasting exercises with time-series models, mainly dynamic forecasting technique through mobile window sizes. But in this case, i dont know which is a robust methodolog...

Hello everybody, I’m working with monthly copper returns (1990-2016) and the purpose is to obtain variance forecasts of the next month in a rolling windows framework of 1 step. My In-sample data takes returns since 1990M02 to 2006M11, so the out-sample data covers 2006M12 to 2016M11. The problem is ...