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Supplemental material - March 2011 Volume 79 Issue 2
The Model Confidence Set
Peter R. Hansen
Asger Lunde
James M. Nason
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Data And Programs
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Tables/figures
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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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