[R-SIG-Finance] Tests of Conditional Predictive Ability in R

Robert Iquiapaza rbali at ufmg.br
Tue Jul 15 14:36:15 CEST 2008

Dear All,

Does any of you know if the CPA test (Giacomini, R. & White, H. (2006). 
"Tests of Conditional Predictive Ability." Econometrica, 74(6), 1545-1578.) 
is available in R packages? Or someone has the code for personal use that 
could share with the list? The authors have a Matlab code 
Any help will be appreciated.

ri2162 at columbia.edu

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