modelconf-package: Model Confidence Sets
In nielsaka/modelconf: Estimation of Model Confidence Sets

An alternative implementation of the Model Confidece Set (MCS).

Three functions implement the algorithms in Hansen, Lunde, Nason (2011).

Maintainer: Niels Aka nielsaka@outlook.com

Authors:

Hansen, P. R., Lunde, A., Nason, J. M. 2011. "The Model Confidence Set", Econometrica, 79(2), 453 - 497

nielsaka/modelconf documentation built on Jan. 25, 2020, 12:21 p.m.

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README.md

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