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giacomini-white

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ogrnz / feval

Easily evaluate your forecasts with (multivariate) Diebold-Mariano and (multivariate) Giacomini-White tests of equal predictive ability and MCS.

time-series model-confidence-set forecast-evaluation diebold-mariano giacomini-white multivariate-forecast-evaluation

Updated Nov 7, 2023
Python

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