Forecasting from a GMM equation
Posted: 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?