Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

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

st: test of predicitve accuracy for panel data

From   Costas Lambrinoudakis <>
To   Statalist <>
Subject   st: test of predicitve accuracy for panel data
Date   Wed, 9 Oct 2013 20:24:09 +0300

Dear all

Does anyone know any predictive accuracy test that can be applied to panel data?

I am looking for a test like Diebold-Mariano (dmariano.ado) that can
be used with panel data.

Any help would be greatly appreciated!

Costas Lambrinoudakis
Research Associate
Department of Banking & Financial Management, University of Piraeus
80, Karaoli & Dimitriou st.
Piraeus 18534, Greece
(+30) 210-414-2323
*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index