مقایسهٔ روش‌ها

	آزمون قدرت پیش‌بینی شرطی جاکومینی-وایت	آزمون دایبولد-ماریانو برای دقت پیش‌بینی برابر
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Hypothesis test	Hypothesis test
سال پیدایش	2006	1995
پدیدآور	Raffaella Giacomini & Halbert White	Francis Diebold & Roberto Mariano
نوع	Non-nested forecast comparison test	Non-parametric forecast comparison test
منبع بنیادین	Giacomini, R., & White, H. (2006). Tests of conditional predictive ability. Econometrica, 74(6), 1545–1578.	Diebold, F. X., & Mariano, R. S. (1995). Comparing predictive accuracy. Journal of Business & Economic Statistics, 13(3), 253–263.
نام‌های دیگر	GW Test, Conditional Predictive Ability Test, Giacomini-White CPA Test, Koşullu Tahmin Yeteneği Testi	DM Test, Test of Equal Forecast Accuracy, Diebold-Mariano Forecast Comparison Test, Tahmin Doğruluğu Eşitliği Testi
مرتبط	3	3
خلاصه	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.	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.