MCS: Model Confidence Set Procedure

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

Version:	0.1.3
Depends:	R (≥ 3.0.1)
Imports:	methods
Published:	2017-08-04
Author:	Leopoldo Catania & Mauro Bernardi
Maintainer:	Leopoldo Catania <leopoldo.catania at gmail.com>
License:	GPL-2
NeedsCompilation:	no
CRAN checks:	MCS results

Documentation:

Reference manual:

MCS.pdf

Downloads:

Package source:	MCS_0.1.3.tar.gz
Windows binaries:	r-devel: MCS_0.1.3.zip, r-release: MCS_0.1.3.zip, r-oldrel: MCS_0.1.3.zip
macOS binaries:	r-release (arm64): MCS_0.1.3.tgz, r-oldrel (arm64): MCS_0.1.3.tgz, r-release (x86_64): MCS_0.1.3.tgz, r-oldrel (x86_64): MCS_0.1.3.tgz
Old sources:	MCS archive

Reverse dependencies:

Reverse suggests:

BigVAR, sentometrics

Linking:

Please use the canonical form https://CRAN.R-project.org/package=MCS to link to this page.