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The Stata Journal
Volume 22 Number 4: pp. 924-940

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Conditional evaluation of predictive models: The cspa command

Jia Li
Singapore Management University
Singapore
[email protected]
 Zhipeng Liao
University of California–Los Angeles
Los Angeles, CA
[email protected]
Rogier Quaedvlieg
European Central Bank
Frankfurt, Germany
[email protected]
 Wenyu Zhou
Zhejiang University
Hangzhou, China
[email protected]
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View all articles by these authors: Jia Li, Zhipeng Liao, Rogier Quaedvlieg, Wenyu Zhou

View all articles with these keywords: cspa, conditional moment inequality, forecast evaluation, functional inference, series estimation

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