MCS
Model Confidence Set Procedure
Perform the Model Confidence Set procedure of Hansen et.al (2011).
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.0 |
2026-04-09 windows/windows R-4.5 | MCS_0.2.0.zip |
143.2 KiB |
Model Confidence Set Procedure
Perform the Model Confidence Set procedure of Hansen et.al (2011).
| Version | Repository | File | Size |
|---|---|---|---|
0.2.0 |
2026-04-09 windows/windows R-4.5 | MCS_0.2.0.zip |
143.2 KiB |