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Leopoldo Catania
https://www.github.com/null
Author or maintainer of the following packages:
eDMA
Perform Dynamic Model Averaging with grid search as in Dangl and Halling (2012)
GAS
Simulate, estimate and forecast using univariate and multivariate GAS models.
MCS
Perform the model confidence set procedure of Hansen et al (2011).
Impact Percentile
38
Number of Packages
3
Package Downloads
4,200
Citations
0
Top Collaborators
Mauro Bernardi
Nima Nonejad
Kris Boudt
David Ardia
