Forecasting tools in Stata

Gustavo A. Sánchez
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Gustavo A. Sánchez: StataCorp

Mexican Stata Users' Group Meetings 2013 from Stata Users Group

Abstract: 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.

Date: 2013-05-13
New Economics Papers: this item is included in nep-for
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http://fmwww.bc.edu/repec/msug2013/mex13_sanchez_forecast.pdf (application/pdf)
http://fmwww.bc.edu/repec/msug2013/mex13_sanchez_vec.pdf (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:msug13:06

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