NO.PZ2024120401000033
问题如下:
A log-linear trend model is also estimated on annual euro area GDP from 1995 until 2018. The estimated model is :
and the estimated standard deviation of εt is 0.0322. Assuming that the shocks are normally distributed, what is the point forecast of GDP for the next year?
选项:
A.
9.308
B.
9.336
C.
11031.4
D.
11186.9
解释:
In this case:
Calculating E[ln RGDPt]:
Furthermore,
这里残差的平方为什么是这个用法?