Consistent cross-validatory model-selection for dependent data : hv-block cross-validation
Year of publication: |
2000
|
---|---|
Authors: | Racine, Jeffrey |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 99.2000, 1, p. 39-61
|
Subject: | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation | G7-Staaten | G7 countries |
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