fluctuation test/test of predictive accuracy
Posted: 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
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