Dear Statalist,

I want to know whether there are any user written commands by stata for performing Reality Check (White 2000) and Superior Predictive Ability test (Hansen 2001)?
So far I didnt find anything.

Here is the link to White`s paper: White, H. (2000). A reality check for data snooping. Econometrica, 68(5), 1097-1126. http://www.ssc.wisc.edu/~bhansen/718/White2000.pdf

Here is Hansen`s paper: Hansen, P. R. (2001). An unbiased and powerful test for superior predictive ability (No. 2001-06). http://www-siepr.stanford.edu/workp/swp05003.pdf

Thanks a lot on advance for your help!
It is really appreciated!
Sincerely Ning.