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- Mon Oct 18, 2021 12:41 am
- Forum: Models
- Topic: Bootstrap innovation generation in Stochastic forecast w/ lagged y
- Replies: 0
- Views: 22096
Bootstrap innovation generation in Stochastic forecast w/ lagged y
Good morning, I'm following the IMFx MOOC in EDX that is implemented in EViews, and I was wondering about how the innovation generation through bootstrapping in stochastic forecasting works. Here is a link for the same lecture on youtube: https://youtu.be/Ca7790HwLwM?list=PLUmHBswQv2jyYf07MMjgpr-fvR...