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Perform the model confidence set procedure of Hansen et al (2011) <doi:10.3982/ECTA5771>.
Package details |
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Author | Leopoldo Catania & Mauro Bernardi |
Maintainer | Leopoldo Catania <leopoldo.catania@gmail.com> |
License | GPL-2 |
Version | 0.1.3 |
Package repository | View on CRAN |
Installation |
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