Installation
About
Perform dynamic model averaging with grid search as in Dangl and Halling (2012) doi:10.1016/j.jfineco.2012.04.003 using parallel computing.
| Citation | eDMA citation info |
| System requirements | Requires the OpenMP library for parallel computing. If the OpenMP library is not available, the code is executed sequentially and a warning is printed. |
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Maintainer
| Maintainer | Leopoldo Catania |