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MCS: Model Confidence Set Procedure
Perform the model confidence set procedure of Hansen et al (2011) <doi:10.3982/ECTA5771>.
Getting started
Browse package contents
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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