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 <>
Package repositoryView on CRAN
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MCS documentation built on May 29, 2017, 9:21 p.m.