3 Questions 61 Answers 0 Followers
Questions related from Mark Leeds
I'm trying to derive something and I got something but I wanted to check it. I was wondering the following: Suppose X_t is MA(1) with no intercept and MA parameter theta and variance say sigma...
14 July 2016 286 14 View
In the koyck literature and even the ADL literature in general, the defintion of the long multiplier is usually presented as the total effect of a unit increase in the predictor at at $t = 0$....
14 July 2016 7,564 3 View
Hi All I have an expression for the H step ahead forecast of a model but I want to check if it's correct. Suppose I have the following model. Y_(T+30,T+31) = rho* Y_(T,T+30) + beta * (1-rho)...
16 December 2015 6,859 2 View
