Man pages for pretest
A Novel Approach to Predictive Accuracy Testing in Nested Environments

dm_cwDiebold-Mariano Test and Clark & West Test
lr_varHeteroskedastic Long run variance
Nested_Stats_S0Predictive Accuracy Testing for Nested Environment S^0
Nested_Stats_SbarPredictive Accuracy Testing for Nested Environment SBar
recursive_hstep_fastForecasting h-steps ahead using Recursive Least Squares Fast
recursive_hstep_slowForecasting h-steps ahead using Recursive Least Squares Slow
pretest documentation built on Oct. 19, 2023, 9:08 a.m.