Forecasting tools in Stata

After one fits regression models, it is quite common to produce out-of-sample forecasts to evaluate the predictive accuracy of the model or simply to estimate the expected behavior of one or more dependent variables (assuming that the model is valid be yond the estimation sample). I selected a few examples to illustrate some of the tools available in Stata to produce single or joint forecasts based on parameter estimates from a set of regression models.

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Year of publication:	2013-05-13
Authors:	Sánchez, Gustavo A.
Institutions:	Stata User Group

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Extent:	application/pdf
Series:	Mexican Stata Users' Group Meetings 2013.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011019788