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Allows to perform the multivariate version of the Diebold-Mariano test for equal predictive ability of multiple forecast comparison. Main reference: Mariano, R.S., Preve, D. (2012) doi:10.1016/j.jeconom.2012.01.014.
| Citation | multDM citation info |
| CRAN.R-project.org/package=multDM |
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