dmtest_modified(e1, e2, h)

The Diebold-Mariano Test (Modified as per Harvey, Leybourne, and Newbold (1997))

Version 1.3.0 (2.36 KB)
703 Downloads
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10 Nov 2016
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Cite As

Jaime Trujillo (2026). dmtest_modified(e1, e2, h) (https://in.mathworks.com/matlabcentral/fileexchange/58787-dmtest_modified-e1-e2-h), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired by: Diebold-Mariano Test Statistic

Categories

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General Information

MATLAB Release Compatibility

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Version Published Release Notes
1.3.0

p-value has been adjusted
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1.2.0

revised
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1.0.0

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