Search found 7 matches

by AVossmeyer
Wed Sep 03, 2014 4:21 pm
Forum: Add-in Support
Topic: BayesLinear - Linear Gaussian model estimated using MCMC
Replies: 8
Views: 9383

Re: BayesLinear - Linear Gaussian model estimated using MCMC

Thank you for the comments and catching the error message.

- Angela
by AVossmeyer
Wed Sep 03, 2014 1:19 pm
Forum: Add-in Support
Topic: BayesLinear - Linear Gaussian model estimated using MCMC
Replies: 8
Views: 9383

BayesLinear - Linear Gaussian model estimated using MCMC

This thread is about the add-in BayesLinear. This add-in estimates a linear Gaussian model using Gibbs sampling. The add-in requests the user input the dependent variable and regressors. The user may select default or custom options for the priors, the number of MCMC draws, and the burn-in sample. T...
by AVossmeyer
Wed Feb 26, 2014 11:46 am
Forum: Add-in Support
Topic: DMtest - Diebold-Mariano Forecast Evaluation Test
Replies: 32
Views: 27760

Re: DMtest - Diebold-Mariano Forecast Evaluation Test

Hi Metrix,
Yes, this add-in is for the asymptotic test. I will look into these other suggestions.
Thanks,
Angela
by AVossmeyer
Wed Jan 22, 2014 2:37 pm
Forum: Add-in Support
Topic: DMtest - Diebold-Mariano Forecast Evaluation Test
Replies: 32
Views: 27760

Re: DMtest - Diebold-Mariano Forecast Evaluation Test

Hi ecofin, if the p-value is above your desired significance level, the results indicate that the researcher cannot reject the hypothesis of equal expected forecast error, or forecast accuracy. Hope this helps! - Angela
by AVossmeyer
Wed Jan 22, 2014 2:32 pm
Forum: Add-in Support
Topic: DMtest - Diebold-Mariano Forecast Evaluation Test
Replies: 32
Views: 27760

Re: DMtest - Diebold-Mariano Forecast Evaluation Test

Hi Annibal,

Thanks for bringing this to attention. The file has been updated and uploaded so this shouldn't be an issue anymore.

Let me know if there's anything else,

-Angela
by AVossmeyer
Mon Jan 20, 2014 4:18 pm
Forum: Add-in Support
Topic: DMtest - Diebold-Mariano Forecast Evaluation Test
Replies: 32
Views: 27760

DMtest - Diebold-Mariano Forecast Evaluation Test

This thread is about the add-in DMtest. This add-in carries out Diebold and Mariano's (1995) test for the equality of forecast accuracy of two forecasts. The add-in requests the user to input 2 equation objects, the forecast sample, and to select a loss function (squared or absolute). The output is ...
by AVossmeyer
Fri Dec 20, 2013 4:38 pm
Forum: Add-in Support
Topic: JennrichCorr - Jennrich Correlation Equality Test
Replies: 0
Views: 4360

JennrichCorr - Jennrich Correlation Equality Test

This thread is about the add-in JennrichCorr . This add-in carries out Jennrich'’s (1970) test for equality of correlation matrices. The user inputs a group object which is tested against an already opened group object. To carry out this test from the command line, type "group1.JennrichCorr gro...

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