Hello everyone,
I need to perform Tests of Conditional Predictive Ability. I used dmariano command for Diebold-Mariano test, but I need to perform the Giacomini-White(2006) test. Anyone could help me or guide me, How can I perform that test in stata?
I will appriciate you support.
Thanks.
see Giacomini-White WP: https://core.ac.uk/download/pdf/9310198.pdf
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