Question in this exercise you will compute pseudo, Ask an Expert

Economics

Question: In this exercise you will compute pseudo out-of-sample two-quarter-ahead forecasts for ?Y beginning in 1989:4 through the end of the sample. (That is, you will compute

a. Construct iterated two-quarter-ahead pseudo out-of-sample forecasts using an AR(1) model. b.

1635_Quarter 1.png

d. Which model has the smallest root mean squared forecast error?

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Microeconomics, Economics

Category:- Microeconomics
Reference No.:- M92253481

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