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st: test of predicitve accuracy for panel data


From   Costas Lambrinoudakis <costas.lambrinoudakis@gmail.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
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
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