Search found 2 matches
- 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...
- 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...
