Department of Economics and Business Economics

The Model Confidence Set

Publication: Research - peer-reviewJournal article

  • Peter Reinhard Hansen
    Peter Reinhard HansenDenmark
  • Asger Lunde
  • James M. Nason
    James M. NasonUnited States
  • Centre for Research in Econometric Analysis of Time Series (CREATES)
  • School of Economics and Management
Original languageEnglish
JournalEconometrica
Volume79
Issue number2
Pages (from-to)453-497
Number of pages49
ISSN0012-9682
DOIs
StatePublished - 2011

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