Hello guys,
has anyone of you conducted the modified Diebold Mariano Test, as proposed by Harvey, Leybournd and Newbold (1997), in Stata?
If so, it would really help me out if you could share how you implemented the test.
Best regards and thank you in advance,
Jonathan Mickels
has anyone of you conducted the modified Diebold Mariano Test, as proposed by Harvey, Leybournd and Newbold (1997), in Stata?
If so, it would really help me out if you could share how you implemented the test.
Best regards and thank you in advance,
Jonathan Mickels
