I have estimated an VAR and i want to perform n-step ahead static forecasting. As i see it, i can only do either 1-step ahead static, or a dynamic forecasting. Is there an easy solution to this?
thanks,
Maral
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- Tue Sep 27, 2011 2:40 pm
- Forum: Estimation
- Topic: n-step ahead static forecasting
- Replies: 1
- Views: 1742