swMATH21255CRANMCSMaRDI QIDQ33066FDOQ33066
Model Confidence Set Procedure
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Last update: 4 August 2017
Copyright license: GNU General Public License, version 2.0
Software version identifier: 0.1.3
Official website: https://cran.r-project.org/web/packages/MCS/index.html
Source code repository: https://github.com/cran/MCS
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- The effects of conventional and unconventional monetary policy on forecasting the yield curve
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- MSGARCH
- MCSprocedure
- openNLP
- quanteda
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- RcppRoll
- The Model Confidence Set
- Data cloning estimation for asymmetric stochastic volatility models
- Multi-population mortality modeling: when the data is too much and not enough
- Option implied moments obtained through fuzzy regression
- How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns
- OptiSembleForecasting
- A robust functional time series forecasting method
- A change-point approach for the identification of financial extreme regimes
- Forecasting volatility returns of oil price using gene expression programming approach.
- How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns
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