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- Mon Sep 03, 2012 12:47 pm
- Forum: Looking for Code?
- Topic: The Model Confidence Set
- Replies: 0
- Views: 4640
The Model Confidence Set
Dear All, Does anyone have the RATS code for replicating the Taylor Rules results in the following paper? Peter R. Hansen & Asger Lunde & James M. Nason, 2011. "The Model Confidence Set," Econometrica, Econometric Society, vol. 79(2), pages 453-497, 03. The authors have provided th...