Consistent cross-validatory model-selection for dependent data: hv-block cross-validation

DOI10.1016/S0304-4076(00)00030-0zbMath1011.62118MaRDI QIDQ1588303

Jeff Racine

Publication date: 10 June 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

predictioncross-validationdependencemodel-selection

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

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