Forecasting from a GMM equation

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jms
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Joined: Thu Dec 18, 2008 5:23 am

Forecasting from a GMM equation

Postby jms » Mon Dec 22, 2008 2:53 am

Is there any help material that can tell me exactly what EViews is doing when it computes a dynamic forecast from an equation estimated by GMM (including an LDV)? For example, is it forecasting the 'exogenous' variables using the instruments or is it just doing the same thing as a forecast from an equation estimated by ls?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Forecasting from a GMM equation

Postby EViews Gareth » Mon Dec 22, 2008 9:01 am

Same thing as forecasting from LS.
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