eDMA

MaRDI QIDQ7384822CRANFDO

Authors Leopoldo Catania

Last update 19 October 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier PACKAGES.rds, 1.1, 1.2, 1.3-2, 1.3, 1.4-0, 1.5-0, 1.5-1, 1.5-3, 1.5-4, PACKAGES.rds, 1.5-5

Description

Perform dynamic model averaging with grid search as in Dangl and Halling (2012) <doi:10.1016/j.jfineco.2012.04.003> using parallel computing.

Cites work

• Predictive regressions with time-varying coefficients

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