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    Long-horizon predictive regression

    I have the values for the independent variables! But which model should i use for the multiple regression? Is legit that i run a normal multiple regression with Full Data for my dependend variable, but with the data for the independend variable minus the forecasting horizon?
  2. D

    Long-horizon predictive regression

    Hey guys! So for an assignment I have to compute some long-horizon predictive regressions. Univariate, bivariate and multiple. We use MatLab, but my MatLab skills are very very basic and I need your help, because i can't find the right answer. I collected all my monthly data (From 1963:07 to...