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Supplemental material - March 2011 Volume 79 Issue 2


The Model Confidence Set

Peter R. Hansen
Asger Lunde
James M. Nason

Go to: Data And ProgramsTables/figures



Data And Programs - Supplement to "The Model Confidence Set"
Peter R. Hansen, Asger Lunde, and James M. Nason

Description: A zip file containing replication files for the manuscript.

View the file (zip file format)



Tables/figures - Supplement to "The Model Confidence Set"
Peter R. Hansen, Asger Lunde, and James M. Nason

Description: PDF file containing tables and four parts: Bootstrap Procedure, Inflation Forecasting, Regression Simulation, and Taylor Rules.

View the file (pdf file format)



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