The Model Confidence Set

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Publication:153516

DOI10.3982/ecta5771zbMath1210.62030OpenAlexW2125536334MaRDI QIDQ153516

Asger Lunde, Peter Reinhard Hansen, James M. Nason

Publication date: 2011

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta5771



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