Diebold Mariano Test for Panel Data
Moderators: EViews Gareth, EViews Jason, EViews Moderator, EViews Matt
-
- Posts: 1
- Joined: Thu Feb 15, 2024 2:51 am
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!
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13323
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Diebold Mariano Test for Panel Data
There's nothing built in that will do it, you'll need to write your own code.
Follow us on Twitter @IHSEViews
Who is online
Users browsing this forum: No registered users and 16 guests