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st: dmariano updated


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: dmariano updated
Date   Tue, 26 Apr 2011 21:17:06 -0400

<>
'DMARIANO': module to calculate Diebold-Mariano comparison of forecast accuracy

has been updated on SSC to reflect Oliver Jones' suggestion, posted earlier today on this list, that the routine support MAPE as a loss criterion. A minor change was made to his suggested code. 

The routine is available from SSC, or if already installed, will be picked up by -adoupdate-.

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html




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