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Ranjan
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MMSE Forecasting - not clear

Asked by Ranjan
on 30 Mar 2012
I think the garch prediction section of the econometrics toolbox is poorly written - my specific problem is with SigmaTotal - what is it and how it relate to SigmaForecast is not clear - even the examples are not helpful.
In particular is equation 6-1 correct ? - the index i on the left hand side does not refer to anything

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