MCS: Model Confidence Set Procedure
Version 0.1.1

Perform the model confidence set procedure of Hansen et al (2011).

Package details

AuthorLeopoldo Catania & Mauro Bernardi
Date of publication2015-03-22 22:51:47
MaintainerLeopoldo Catania <leopoldo.catania@gmail.com>
LicenseGPL-2
Version0.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MCS")

Try the MCS package in your browser

Any scripts or data that you put into this service are public.

MCS documentation built on May 29, 2017, 9:21 p.m.