MCS

Model Confidence Set Procedure

CRAN Package

Perform the model confidence set procedure of Hansen et al (2011) doi:10.3982/ECTA5771.

  • Version0.1.3
  • R version≥ 3.0.1
  • LicenseGPL-2
  • Needs compilation?No
  • Last release08/04/2017

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  • Reverse Imports1 package
  • Reverse Suggests2 packages