Giacomini&White 2006 and Diebold&Mariano 1995

[kanyingli]

Who knows how to programming for Giacomini&White 2006 and Diebold&Mariano 1995 tests? I urgently need them for my thesis!
Who can so friendly give me a hand? Do thx!

[Hvtcapollo]

Why don't you use Matlab for the Giacomini & White 2006. They provide the code already. But if you want, you can use the Matlab code to derive the code for Eviews. It's just OLS method. However, I suggest that you use Matlab because the matrix language in matlab is more convenient and more powerful in this case. I mean when you want to change the input for the test such as the test function or the loss function, matlab will save your time more than Eviews.
This is the matlab code for Giacomini & White if you need:
http://www.econ.ucla.edu/giacomin/
you go to the part Matlab code/ CPA test. ^^