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st: test of predicitve accuracy for panel data
From
Costas Lambrinoudakis <[email protected]>
To
Statalist <[email protected]>
Subject
st: test of predicitve accuracy for panel data
Date
Wed, 9 Oct 2013 20:24:09 +0300
Dear all
Does anyone know any predictive accuracy test that can be applied to panel data?
I am looking for a test like Diebold-Mariano (dmariano.ado) that can
be used with panel data.
Any help would be greatly appreciated!
--
Costas Lambrinoudakis
Research Associate
Department of Banking & Financial Management, University of Piraeus
80, Karaoli & Dimitriou st.
Piraeus 18534, Greece
(+30) 210-414-2323
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