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    ARIMA estimation technique

    Hello, I am using SAS to forecast with ARIMA. I need to choose between two methods, conditional least Squares and MLE. Which technique do you recommend and why? Thanks in advance!
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    Forecasting with autocorrelation present

    Hello, if one is to compare different lag orders for forecasting (and minimize RMSFE, root mean squared forecast error) for lets say autoregressive models and the datagenerating process is an AR(4) model. Thereby using an AR(3) model to forecast one should expect worse RMSFE values than an AR(4)...
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    Bayesian (structural) VAR model problems

    Hello, I will use a bayesian structural vector autoregressive model for a macroeconomic paper. It is very hard to find answers to many questions in academic papers which rarely presents all the steps in their thinking and model specification. I will use a minnesota prior where 3 hyper parameters...