EViews.com

Is there any help material that can tell me exactly what EViews is doing when it computes a dynamic forecast from an equation estimated by GMM (including an LDV)? For example, is it forecasting the 'exogenous' variables using the instruments or is it just doing the same thing as a forecast from an e...

I am trying to estimate some equations by GMM recursively and with a rolling window. In particular, I am trying to estimate the following: for !j = 1 to 131 smpl 1993:1 1993:1+!j+60 equation recursive.gmm(b=v,deriv=aa) I=(1-C(4)-C(5))*(C(1)+C(2)*X+C(3)*Y)+C(4)*I(-1)+C(5)*I(-2) @ X(-1 TO -3) Y(-1 TO ...