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- Thu Feb 15, 2024 8:03 pm
- Forum: Programming
- Topic: Diebold Mariano Test for Panel Data
- Replies: 1
- Views: 3510
Diebold Mariano Test for Panel Data
How do I do forecast evaluation and the Diebold-Mariano (DM) test for panel data? The "View/Forecast Evaluation" is not available in stacked panel data. Even the DMtest add-in generates an "illegal date" error with panel data. Thanks!