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- Fri Nov 12, 2010 4:32 pm
- Forum: Econometric Discussions
- Topic: literature for variance decomposition
- Replies: 1
- Views: 3969
literature for variance decomposition
Hello, I need a textbook citation using variance decomposition for the following statement: The estimates of the proportion of the forecast error variance are judged ‘‘significant’’ if the point estimate is at least twice as large as its standard error or if the point estimate is at least twice the ...