Conditional evaluation of predictive models: The cspa command
In this article, we introduce a new command, cspa, that implements the conditional superior predictive ability test developed in Li, Liao, and Quaedvlieg (2022, Review of Economic Studies 89: 843–875). With the conditional performance of predictive methods measured nonparametrically by the condition...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2023
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2700 https://ink.library.smu.edu.sg/context/soe_research/article/3699/viewcontent/CSPAstata_av.pdf |
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| Institution: | Singapore Management University |
| Language: | English |