文件名称:Giacomini
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Tests of Conditional Predictive Ability by White and Giacomini,2006 in Matlab environment.
Paper:http://onlinelibrary.wiley.com/doi/10.1111/j.1468-0262.2006.00718.x/abstract-Tests of Conditional Predictive Ability by White and Giacomini,2006 in Matlab environment.
Paper:http://onlinelibrary.wiley.com/doi/10.1111/j.1468-0262.2006.00718.x/abstract
Paper:http://onlinelibrary.wiley.com/doi/10.1111/j.1468-0262.2006.00718.x/abstract-Tests of Conditional Predictive Ability by White and Giacomini,2006 in Matlab environment.
Paper:http://onlinelibrary.wiley.com/doi/10.1111/j.1468-0262.2006.00718.x/abstract
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下载文件列表
appel_CPAtest.m
CPAtest.m
NeweyWest.m