Analyzing cross-validation for forecasting with structural instability

DOI10.1016/j.jeconom.2020.10.009OpenAlexW3128472024MaRDI QIDQ2074617

Jonathan H. Wright, Keisuke Hirano

Publication date: 10 February 2022

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.10.009

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

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Cites Work

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