Search found 1 match

by ernil
Mon Sep 19, 2016 2:50 pm
Forum: Estimation
Topic: fluctuation test/test of predictive accuracy
Replies: 0
Views: 10060

fluctuation test/test of predictive accuracy

Hi Eviews users,

Anyone knows how to calculate in Eviews 9, Giacomini and White test (2006), to test the predictive accuracy of some different forecasts and/or the Giacomini and Rossi (2010) fluctuation test?

Thanks,
Best,
Ernil

Go to advanced search