MCS: Model Confidence Set Procedure

Perform the model confidence set procedure of Hansen et al (2011) <doi:10.3982/ECTA5771>.

Package details

AuthorLeopoldo Catania & Mauro Bernardi
MaintainerLeopoldo Catania <[email protected]>
Package repositoryView on CRAN
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MCS documentation built on May 2, 2019, 7:55 a.m.