[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: diebold-mariano test

From   "Carlo Fezzi" <>
To   <>
Subject   st: diebold-mariano test
Date   Tue, 24 Mar 2009 11:47:59 -0000

Dear all,

I am comparing the forecasting performance of two models estimated on panel
data with small T (<20) and large N (> 2000). I compare the forecasting
performance estimating the two models on T-1 years and forecasting on the
last year of the panel. Is the Diebold-Mariano test appropriate in this
case, or it is suitable only for time series? If not appropriate, anybody
can suggest another approach?

Thank you very much,


*   For searches and help try:

© Copyright 1996–2021 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index