MSFE F Statistic - urgent

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jps25
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Joined: Wed Apr 07, 2010 3:15 pm

MSFE F Statistic - urgent

Postby jps25 » Wed Apr 07, 2010 3:34 pm

Is there any way of computing the MSFE F Statistic to compare forecasts, proposed by clark and mccracken in eviews? does anyone already have a program or sth?
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