Diebold Mariano Test for Panel Data
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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!
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13307
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Diebold Mariano Test for Panel Data
There is nothing built in that will do DM for panels.
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