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by economist12
Wed Aug 07, 2013 12:36 pm
Forum: Programming
Topic: Rolling Regression
Replies: 17
Views: 49341

Re: Rolling Regression

Hi I am currently developing a program for the rolling regression estimation. I have a quick question using eviews 7 or 8 is it possible to set the program in command mode to make the observations decrease by one after each estimation and in the same program after the decrease in observations has re...
by economist12
Wed Apr 10, 2013 1:22 pm
Forum: Econometric Discussions
Topic: Forecasting VECM with restrictions
Replies: 0
Views: 3011

Forecasting VECM with restrictions

Hi, I am currently estimating a VECM with cointegrating restrictions for four different type of exchange rate models and for this i do out of sample point forecasting.The full sample is data from 1981M1-2002M6.The estimation period I focus on is 1981m1-2002m6, and then I conduct an out-of-sample for...

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