For the same model as above, and given the following results, do a forward and backward predictive

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For the same model as above, and given the following results, do a forward and backward predictive failure test:

1981M1–1995M12

(5.89)

1981M1–1994M12 1982M1–1995M12 (5.91)
What is your conclusion?

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Introductory Econometrics For Finance

ISBN: 9781108436823

4th Edition

Authors: Chris Brooks

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Question Posted: Jul 23, 2024 09:00 AM

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For the same model as above, and given the following results, do a forward and backward predictive

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Introductory Econometrics For Finance

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