Search found 4 matches
- Sat Jun 08, 2013 4:12 am
- Forum: Econometric Discussions
- Topic: how to backtest model estimates
- Replies: 2
- Views: 4168
Re: how to backtest model estimates
That's fine. I'm currently using VAR model to assess the impact of oil prices fluctuations on some macroeconomic indicators. I got number of coefficients which show me that oil price fluctuations have influence on GDP growth and inflation (significant). In this case how to validate this results? wha...
- Fri Jun 07, 2013 7:30 am
- Forum: Econometric Discussions
- Topic: Backtesting VAR model coefficients
- Replies: 0
- Views: 2153
Backtesting VAR model coefficients
As you may know in order to evaluate the quality of estimates, the model estimate/results should always be backtested with appropriate methods!! the question here is what methods should I apply to backtest my VAR model coefficients?
Thank you in advance for your help
Thank you in advance for your help
- Fri Jun 07, 2013 6:37 am
- Forum: Econometric Discussions
- Topic: how to backtest model estimates
- Replies: 2
- Views: 4168
how to backtest model estimates
As you may know in order to evaluate the quality of estimates, the model estimate/results should always be backtested with appropriate methods!! the question here is what methods should I apply to backtest my etimates/coefficients?
Thank you in advance for your help
Thank you in advance for your help
- Tue Jun 04, 2013 6:22 am
- Forum: General Information and Tips and Tricks
- Topic: Validity of EViews outputs
- Replies: 1
- Views: 4603
Validity of EViews outputs
Hi there I'm planning to use EViews on my dissertation, but my supervisor has raised a question that I couldn't find an answer to it. The question is that "how do you validate the outputs of model when using EViews software?" In other words, how do I prove that the coefficients I got as re...
