fluctuation test/test of predictive accuracy

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ernil
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Joined: Mon Sep 19, 2016 6:41 am

fluctuation test/test of predictive accuracy

Postby ernil » Mon Sep 19, 2016 2:50 pm

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
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