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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