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eDMA: Dynamic Model Averaging with Grid Search
Perform dynamic model averaging with grid search as in Dangl and Halling (2012) <doi:10.1016/j.jfineco.2012.04.003> using parallel computing.
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Package details |
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| Author | Leopoldo Catania [aut, cre] (ORCID: <https://orcid.org/0000-0002-0981-1921>), Nima Nonejad [ctb] (ORCID: <https://orcid.org/0000-0001-8123-501X>) |
| Maintainer | Leopoldo Catania <leopoldo.catania@econ.au.dk> |
| License | GPL (>= 2) |
| Version | 1.5-4 |
| Package repository | View on CRAN |
| Installation |
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