Model averaging prediction by \(K\)-fold cross-validation
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Publication:6163281
DOI10.1016/j.jeconom.2022.04.007OpenAlexW4280580514MaRDI QIDQ6163281
Publication date: 9 June 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.04.007
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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