Department of Economics and Business Economics

The Model Confidence Set

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

    Peter Reinhard Hansen, Denmark
  • Asger Lunde
  • James M. Nason, United 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
Publication statusPublished - 2011

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