Choice of Sample Split in Out-of-Sample Forecast Evaluation
Year of publication: |
2012-02-07
|
---|---|
Authors: | Hansen, Peter Reinhard ; Timmermann, Allan |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Out-of-sample forecast evaluation | data mining | recursive estimation | predictability of stock returns | in?ation forecasting |
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