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- Thu May 07, 2009 3:16 am
- Forum: Estimation
- Topic: Forecasting with GMM
- Replies: 14
- Views: 16703
Re: Forecasting with GMM
Dear Gareth: I am a bit puzzled about your answer on CUE-GMM as I can read from EViews 5 Help the explanation shown below The CUE GMM aims at estimating the weighting matrix and the parameters contemporaneously which is something I can expect to be provided by option i If not, a detailed explanation...