Search found 4 matches

by sidddigobaid
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...
by sidddigobaid
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
by sidddigobaid
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
by sidddigobaid
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...

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