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Perform dynamic model averaging with grid search as in Dangl and Halling (2012) <doi:10.1016/j.jfineco.2012.04.003> using parallel computing.
Package details |
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Author | Leopoldo Catania [aut,cre], Nima Nonejad [aut] |
Maintainer | Leopoldo Catania <leopoldo.catania@econ.au.dk> |
License | GPL (>= 2) |
Version | 1.5-3 |
Package repository | View on CRAN |
Installation |
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