<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Multivariate Version of the Diebold-Mariano Test</dc:title>
  <dc:title>R package multDM version 1.1.5</dc:title>
  <dc:subject>CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries)</dc:subject>
  <dc:description>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) &lt;doi:10.1016/j.jeconom.2012.01.014&gt;. </dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Imports: MTS</dc:relation>
  <dc:creator>Krzysztof Drachal &lt;kdrachal@wne.uw.edu.pl&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Krzysztof Drachal [aut, cre] (Faculty of Economic Sciences, University
    of Warsaw, Poland)</dc:contributor>
  <dc:rights>GPL-3</dc:rights>
  <dc:date>2025-03-08</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=multDM</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.multDM</dc:identifier>
</oai_dc:dc>