r.peng@soton.ac.uk
Packages by Rong Peng
EncompassTest — 0.22
a year ago by Rong Peng
Direct Multi-Step Forecast Based Comparison of Nested Models via an Encompassing Test
PredictorSelect — 0.1.0
a year ago by Rong Peng
Out-of-Sample Predictability in Predictive Regressions with Many Predictor Candidates