[Gretl-users] Hansen's Superior Predictive Ability (SPA) test
Hi,Does anyone know is it possible to use the SPA test in gretl? Diebold-Mariano (DM),
Giacomini-White (GW) etc. tests are available, but as far as I know, the SPA test
(relatively new and more popular) is not available. Is there any chance to apply that test
with codes in gretl?Thank you very much,
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