Search found 2 matches
- Fri Dec 30, 2011 6:16 pm
- Forum: Estimation
- Topic: root mean squared error of var forecast
- Replies: 4
- Views: 8767
- Fri Dec 30, 2011 1:15 pm
- Forum: Estimation
- Topic: root mean squared error of var forecast
- Replies: 4
- Views: 8767
root mean squared error of var forecast
Hello! Im a bit stuck reproducing Stock and Watson's paper called "Vector Autoregressions". At a certain point they give the results for the root mean sqaured errors of simulated out-of-sample forecasts for inflation, unemployment and federal funds in 2 quarters, 4 quarters and 8 quarters;...