The model confidence set package for R
Mauro Bernardi, Leopoldo Catania
| Year of publication: |
2018
|
|---|---|
| Authors: | Bernardi, Mauro ; Catania, Leopoldo |
| Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 8.2018, 2, p. 144-158
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| Subject: | MCS | model confidence set | model choice | R | VaR | value-at-risk | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | Modellierung | Scientific modelling | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011865276