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  • How to do Reality check and SPA test by Stata?

    Dear Statalist,
    I want to know whether there are any user written commands by stata for performing Reality Check (White 2000) and Superior Predictive Ability test (Hansen 2001)? So far I didnt find anything.

    Here is the link to White`s paper: White, H. (2000). A reality check for data snooping. Econometrica, 68(5), 1097-1126.

    Here is Hansen`s paper: Hansen, P. R. (2001). An unbiased and powerful test for superior predictive ability (No. 2001-06).

    Thanks a lot on advance for your help! It is really appreciated!


  • #2
    Welcome to Statalist.

    You have accidentally posted your topic in Statalist's Mata Forum, which is used for discussions of Stata's Mata language, which is different than Stata's command language and statistical procedures. Your question will see a much larger audience if you post it in Statalist's General Forum.

    Also, if you have not already done so, take a look at the Statalist FAQ linked to at the top of this page for posting guidelines and suggestions.


    • #3
      Thank you very much, sir. I am really appreciate for your advice.
      Best wishes.