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MCS - Model Confidence Set Procedure
Perform the Model Confidence Set procedure of Hansen et.al (2011).
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3.68 score 2 stars 1 dependents 80 scripts 544 downloadseDMA - Dynamic Model Averaging with Grid Search
Perform dynamic model averaging with grid search as in Dangl and Halling (2012) <doi:10.1016/j.jfineco.2012.04.003> using parallel computing.
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openblascppopenmp
2.28 score 1 stars 38 scripts 386 downloads