GET_PWMSE: Stata module to execute PWMSE-based model evaluation

Xiaomeng Cui ()
Additional contact information
Xiaomeng Cui: Institute for Economic and Social Research (IESR), Jinan University

Statistical Software Components from Boston College Department of Economics

Abstract: get_pwmse implements the estimation method documented in Cui, Xiaomeng, Bulat Gafarov, Dalia Ghanem, and Todd Kuffner. "On model selection criteria for climate change impact studies." Journal of Econometrics 239, no. 1 (2024): 105511.

Language: Stata
Requires: Stata version 16
Keywords: estimation; model selection criteria (search for similar items in EconPapers)
Date: 2024-03-22
Note: This module should be installed from within Stata by typing "ssc install get_pwmse". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/get_pwmse.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/get_pwmse.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/form_norms.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/form_norms.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/d/demo_PWMSE.do program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/DataReg.dta supplementary data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/d/DataMY.dta supplementary data file (application/x-stata)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459308

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().