قارن الطرق

	اختبار ديبولد-ماريانو لدقة التنبؤ المتساوية	اختبار جاكوميني-وايت للقدرة التنبؤية الشرطية	الانحدار التدريجي (Stepwise Regression)
المجال	الاقتصاد القياسي	الاقتصاد القياسي	الإحصاء
العائلة	Hypothesis test	Hypothesis test	Regression model
سنة النشأة	1995	2006	1960
صاحب الطريقة	Francis Diebold & Roberto Mariano	Raffaella Giacomini & Halbert White	M. A. Efroymson
النوع	Non-parametric forecast comparison test	Non-nested forecast comparison test	Automated variable selection
المصدر التأسيسي	Diebold, F. X., & Mariano, R. S. (1995). Comparing predictive accuracy. Journal of Business & Economic Statistics, 13(3), 253–263.	Giacomini, R., & White, H. (2006). Tests of conditional predictive ability. Econometrica, 74(6), 1545–1578.	Efroymson, M. A. (1960). Multiple regression analysis. In A. Ralston & H. S. Wilf (Eds.), Mathematical Methods for Digital Computers (pp. 191–203). Wiley.
الأسماء البديلة	DM Test, Test of Equal Forecast Accuracy, Diebold-Mariano Forecast Comparison Test, Tahmin Doğruluğu Eşitliği Testi	GW Test, Conditional Predictive Ability Test, Giacomini-White CPA Test, Koşullu Tahmin Yeteneği Testi	stepwise selection, forward stepwise regression, backward stepwise regression, forward-backward selection
ذات صلة	3	3	5
الملخص	The Diebold-Mariano (DM) test, introduced by Diebold and Mariano in 1995, is a widely used non-parametric procedure for formally comparing the predictive accuracy of two competing forecasting models. It evaluates whether the difference in forecast errors between two models is statistically significant, without requiring nested models or specific distributional assumptions about the forecasts, making it broadly applicable across economics, finance, and time-series analysis.	The Giacomini-White (GW) test, introduced by Raffaella Giacomini and Halbert White in 2006, evaluates whether two competing forecasting methods have equal conditional predictive ability given information available at the time of forecast. Unlike unconditional tests such as the Diebold-Mariano test, it asks whether one method systematically outperforms the other in specific economic or market conditions, making it especially useful for practitioners who need state-dependent forecast comparisons.	Stepwise regression is an automated variable selection procedure for multiple linear regression that adds or removes predictor variables one at a time according to a statistical criterion, typically the F-statistic or a p-value threshold. The forward-selection algorithm was formally described by Efroymson (1960) and the bidirectional variant was popularised by Draper and Smith in their landmark 1966 text Applied Regression Analysis. Despite widespread historical use, the method is now widely critiqued, making its documentation essential in any canonical methods library.