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st: dmariano updated
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: dmariano updated
Date
Tue, 26 Apr 2011 21:17:06 -0400
<>
'DMARIANO': module to calculate Diebold-Mariano comparison of forecast accuracy
has been updated on SSC to reflect Oliver Jones' suggestion, posted earlier today on this list, that the routine support MAPE as a loss criterion. A minor change was made to his suggested code.
The routine is available from SSC, or if already installed, will be picked up by -adoupdate-.
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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