Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: revised dmariano


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: revised dmariano
Date   Tue, 27 Jun 2006 09:48:11 -0400

The dmariano (Diebold-Mariano forecast comparison statistic) routine has been revised to correct a minor error in the computation of the long-run variance. I am grateful to Somchai Amornthum for bringing this to my attention. The corrected version uses Mata, thus requiring Stata 9.2, and is available from SSC. If you have already installed the routine, adoupdate will do the job.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index