pEPA

Tests of Equal Predictive Accuracy for Panels of Forecasts

CRAN Package

Allows to perform the tests of equal predictive accuracy for panels of forecasts. Main references: Qu et al. (2024) doi:10.1016/j.ijforecast.2023.08.001 and Akgun et al. (2024) doi:10.1016/j.ijforecast.2023.02.001.


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