MCS: Model Confidence Set Procedure
Version 0.1.3

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

Package details

AuthorLeopoldo Catania & Mauro Bernardi
Date of publication2017-08-04 11:55:06 UTC
MaintainerLeopoldo Catania <[email protected]>
Package repositoryView on CRAN
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MCS documentation built on Aug. 4, 2017, 5:07 p.m.