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
DOI: 10.32614/CRAN.package.MCS
Author: Leopoldo Catania & Mauro Bernardi
Maintainer: Leopoldo Catania <leopoldo.catania at>
License: GPL-2
NeedsCompilation: no
CRAN checks: MCS results


Reference manual: MCS.pdf


Package source: MCS_0.1.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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 imports: EEML
Reverse suggests: BigVAR, sentometrics


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