st: revised dmariano

[Kit Baum <baum@bc.edu>]

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


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